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

页码：241 / 249

页数：9