Generalized Sequential Differential Calculus for Expected-Integral Functionals

被引：5
|
作者：
Mordukhovich, Boris S. [1 ]
Perez-Aros, Pedro [2 ]
机构：
[1] Wayne State Univ, Dept Math, Detroit, MI 48202 USA
[2] Univ OHiggins, Inst Ciencias Ingn, Rancagua, Chile
来源：
SET-VALUED AND VARIATIONAL ANALYSIS | 2021年 / 29卷 / 03期
基金：
澳大利亚研究理事会; 美国国家科学基金会;
关键词：
Variational analysis; Generalized differentiation; Stochastic programming; Expected-integral functionals; Sequential calculus;
D O I：
10.1007/s11228-021-00590-4
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Motivated by applications to stochastic programming, we introduce and study the expected-integral functionals, which are mappings given in an integral form depending on two variables, the first a finite dimensional decision vector and the second one an integrable function. The main goal of this paper is to establish sequential versions of Leibniz's rule for regular subgradients by employing and developing appropriate tools of variational analysis.
引用
收藏
页码：621 / 644
页数：24
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