Semiconvergence in distribution of random closed sets with application to random optimization problems

Silvia Vogel ()

Annals of Operations Research, 2006, vol. 142, issue 1, 269-282

Abstract: The paper considers upper semicontinuous behavior in distribution of sequences of random closed sets. Semiconvergence in distribution will be described via convergence in distribution of random variables with values in a suitable topological space. Convergence statements for suitable functions of random sets are proved and the results are employed to derive stability statements for random optimization problems where the objective function and the constraint set are approximated simultaneously. Copyright Springer Science + Business Media, Inc. 2006

Keywords: Convergence of random sets; Inner approximation in distribution; Stability of random optimization problems (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10479-006-6172-0

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