2003 | OriginalPaper | Chapter
Splitting and Localization of the Epi-Topology Combined with Randomness
Author : Petr Lachout
Published in: Operations Research Proceedings 2002
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in probability. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems. The research is evoked by [4] and continuous the research started in [6], [7] and [5].