Epi-convergence and lower and epi-upper semicontinuous approximations in distribution

被引：1
|
作者：
Lachout, P
机构：
[1] Charles Univ, Dept Probabil & Stat, Prague 18675 8, Czech Republic
[2] Acad Sci Czech Republ, Inst Informat Theory & Automat, CR-18208 Prague 8, Czech Republic
来源：
ACTA APPLICANDAE MATHEMATICAE | 2003年 / 78卷 / 1-3期
关键词：
epi-convergence of functions; Fell topology; convergence in probability; convergence in distribution;
D O I：
10.1023/A:1025745718652
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in distribution. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems. The research is evoked by S. Vogel and continues the research started by Vogel and the author.
引用
收藏
页码：243 / 250
页数：8
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