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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

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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].

Metadata
Title
Splitting and Localization of the Epi-Topology Combined with Randomness
Author
Petr Lachout
Copyright Year
2003
Publisher
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-55537-4_68