Regular Selections of Multifunctions and Random Sets - Couverture souple

Dentcheva, Darinka

 
9783659801242: Regular Selections of Multifunctions and Random Sets
Couverture souple
ISBN 10 : 3659801240 ISBN 13 : 9783659801242
Editeur : LAP LAMBERT Academic Publishing, 2018

Synopsis

The methodology presented in this work yields existence of selections and Castaing representations of these sets that enjoy stability properties. Particularly, work on differential stability of solution sets of two-stage stochastic optimization problems is presented. We identify conditions such that the optimal value function has first- and second-order directional derivatives and the solution-set mapping is directionally differentiable into admissible directions. Moreover, the form of the semi-derivative is identified, and we have given a formula for it. The sensitivity analysis is carried out by exploiting structural properties of the optimization model. We obtain differentiability properties of solution sets and extend earlier results on directional differentiability of optimal values considerably.

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Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2018
Langue
anglais
ISBN 10 
3659801240
ISBN 13 
9783659801242
Reliure
Broché
Nombre de pages
132
Coordonnées du fabricant
non disponible
Personne responsable
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