Articles with "sequential differential" as a keyword



Photo from wikipedia

Generalized Sequential Differential Calculus for Expected-Integral Functionals

Sign Up to like & get
recommendations!
Published in 2021 at "Set-valued and Variational Analysis"

DOI: 10.1007/s11228-021-00590-4

Abstract: Motivated by applications to stochastic programming, we introduce and study the {\em expected-integral functionals} in the form \begin{align*} \mathbb{R}^n\times \operatorname{L}^1(T,\mathbb{R}^m)\ni(x,y)\to\operatorname{E}_\varphi(x,y):=\int_T\varphi_t(x,y(t))d\mu \end{align*} defined for extended-real-valued normal integrand functions $\varphi:T\times\mathbb{R}^n\times\mathbb{R}^m\to[-\infty,\infty]$ on complete finite measure spaces $(T,\mathcal{A},\mu)$. The… read more here.

Keywords: differential calculus; calculus expected; generalized sequential; integral functionals ... See more keywords