ON MULTIFUNCTION TRANSFORMS OF PROBABILITY-MEASURES

被引：5
|
作者：
LACHOUT, P [1 ]
机构：
[1] ACAD SCI CZECH REPUBL,INST INFORMAT THEORY & AUTOMAT,CR-18208 PRAGUE,CZECH REPUBLIC
来源：
ANNALS OF OPERATIONS RESEARCH | 1995年 / 56卷
关键词：
MULTIFUNCTIONS; RADON PROBABILITY MEASURES; OUTER MEASURE; INNER MEASURE; DELTA THEOREM;
D O I：
10.1007/BF02031710
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The paper briefly presents Topsoe's setup and gives two results based on that. A delta theorem for multifunctions improving that of King [2] is given. In particular, the contingent derivative may be a compact-valued instead of a single-valued multifunction. Stochastic optimization is also discussed. Some results are achieved for the limit distribution of optimal values as well as of optimal solutions.
引用
下载
收藏
页码：241 / 249
页数：9
相关论文
共 50 条
12345