Some properties of set-valued stochastic integrals

The present paper is devoted to properties of set-valued stochastic integrals defined as some special type of set-valued random variables. In particular, it is shown that if the probability base is separable or probability measure is nonatomic then defined set-valued stochastic integrals can be represented by a sequence of Itô?s integrals of nonanticipative selectors of integrated set-valued processes. Immediately from Michael?s continuous selection theorem it follows that the indefinite set-valued stochastic integrals possess some continuous selections. The problem of integrably boundedness of set-valued stochastic integrals is considered. Some remarks dealing with stochastic differential inclusions are also given.     

Four types of nonlinear scalarizations and some applications in set optimization

There are two types of criteria of solutions for the set-valued optimization problem, the vectorial criterion and set optimization criterion. The first criterion consists of looking for efficient points of set valued map and is called set-valued vector optimization problem. On the other hand, Kuroiwa–Tanaka–Ha started developing a new approach to set-valued optimization which is based on comparison among values of the set-valued map. In this paper, we treat the second type criterion and call set optimization problem. The aim of this paper is to investigate four types of nonlinear scalarizing functions for set valued maps and their relationships. These scalarizing functions are generalization of Tammer–Weidner’s scalarizing functions for vectors. As applications of the scalarizing functions for sets, we present nonconvex separation type theorems, Gordan’s type alternative theorems for set-valued map, optimality conditions for set optimization problem and Takahashi’s minimization theorems for set-valued map.     

Explicitly quasiconvex set-valued optimization

The principal aim of this paper is to extend some recent results concerning the contractibility of efficient sets and the Pareto reducibility in multicriteria explicitly quasiconvex optimization problems to similar vector optimization problems involving set-valued objective maps. To this end, an appropriate notion of generalized convexity is introduced for set-valued maps taking values in a partially ordered real linear space, which naturally extends the classical concept of explicit quasiconvexity of real-valued functions. Actually, the class of so-called explicitly cone-quasiconvex set-valued maps in particular contains the cone-convex set-valued maps, and it is contained in the class of cone-quasiconvex set-valued maps.      

Weak Subdifferential of Set-Valued Mappings

In this note we introduce a notion of the weak contingent generalized gradient for set-valued mappings associated with the contingent epiderivative of set-valued mappings introduced in "E. Bednarczuk and W. Song (1998). Contingent epiderivative and its applications to set-valued optimization. Control and Cybernetics, 27, 376-386; G.Y. Chen and J. Jahn (1998). Optimally conditions for set-valued optimization problems. Mathematical Methods of Operations Research, 48, 187-200." and prove that, under some additional condition, it coincides with the weak subdifferential introduced in "T. Tanino (1992). Conjugate duality in vector optimization. Journal of Mathematical Analysis and Applications, 167, 84-97." when the set-valued map is cone-convex. We also study the weak contingent generalized gradient of a sum of two set-valued mappings and optimality conditions for a set-valued vector optimization problem.     

Generalized Higher-Order Optimality Conditions for Set-Valued Optimization under Henig Efficiency

In this paper, generalized mth-order contingent epiderivative and generalized mth-order epiderivative of set-valued maps are introduced, respectively. By virtue of the generalized mth-order epiderivatives, generalized necessary and sufficient optimality conditions are obtained for Henig efficient solutions to a set-valued optimization problem whose constraint set is determined by a fixed set. Generalized Kuhn–Tucker type necessary and sufficient optimality conditions are also obtained for Henig efficient solutions to a set-valued optimization problem whose constraint set is determined by a set-valued map.     

On the Shadowing Property and Shadowable Point of Set-valued Dynamical Systems

In this article, the authors introduce the concept of shadowable points for set-valued dynamical systems, the pointwise version of the shadowing property, and prove that a set-valued dynamical system has the shadowing property iff every point in the phase space is shadowable; every chain transitive set-valued dynamical system has either the shadowing property or no shadowable points; and for a set-valued dynamical system there exists a shadowable point iff there exists a minimal shadowable point. In the end, it is proved that a set-valued dynamical system with the shadowing property is totally transitive iff it is mixing and iff it has the specification property.     

A generalization of Hahn-Banach extension theorem

In this paper, the notion of affinelike set-valued maps is introduced and some properties of these maps are presented. Then a new Hahn-Banach extension theorem with a K-convex set-valued map dominated by an affinelike set-valued map is obtained.     

Frobenius-type theorems for Lipschitz distributions

We generalize the classical Frobenius Theorem to distributions that are spanned by locally Lipschitz vector fields. The various versions of the involutivity conditions are extended by means of set-valued Lie derivatives—in particular, set-valued Lie brackets—and set-valued exterior derivatives. A PDEs counterpart of these Frobenius-type results is investigated as well.     

A minimal set-valued strong derivative for vector-valued Lipschitz functions

A set-valued derivative for a function at a point is a set of linear transformations whichapproximates the function near the point. This is stated precisely, and it is shown that, in general, there is not a unique minimal set-valued derivative for functions in the family of closed convex sets of linear transformations. For Lipschitz functions, a construction is given for a specific set-valued derivative, which reduces to the usual derivative when the function is strongly differentiable, and which is shown to be the unique minimal set-valued derivative within a certain subfamily of the family of closed convex sets of linear transformations. It is shown that this constructed set may be larger than Clarke's and Pourciau's set-valued derivatives, but that no irregularity is introduced.The author would like to thank Professor H. Halkin for numerous discussions of the material contained here.     

A viability approach to the inverse set-valued map theorem

The purpose of this paper is to characterize by means of viability tools the pseudo-lipschitzianity property of a set-valued map F in a neighborhood of a point of its graph in terms of derivatives of this set-valued map F in a neighborhood of a point of its graph, instead of using the transposes of the derivatives. On the way, we relate these properties to the calmness index of a set-valued map, an extensions of Clarke’s calmness of a function, as well as Doyen’s Lipschitz kernel of a set-valued map, which is the largest Lipschitz submap.     

Cascade search for preimages and coincidences: Global and local versions

In previous papers of the author, the cascade search principle was proposed, which makes it possible to construct a set-valued self-map of a metric spaceX from a set-valued functional or a collection of set-valued maps of X so that the new map generates a multicascade, i.e., a set-valued discrete dynamical system whose limit set coincides with the zero set of the given functional, with the coincidence set of the given collection, or with the common preimage of a closed subspace under the maps from this collection. Stability issues of cascade search were studied. This paper is devoted to a generalization and local modifications of the cascade search principle and their applications to problems concerning local search and approximation of common preimages of subspaces and coincidence sets for finite collections of set-valued maps of metric spaces.     

The semi-<Emphasis Type="Italic">E</Emphasis> cone convex set-valued map and its applications

In this paper, firstly, a new notion of the semi-E cone convex set-valued map is introduced in locally convex spaces. Secondly, without any convexity assumption, we investigate the existence conditions of the weakly efficient element of the set-valued optimization problem. Finally, under the assumption of the semi-E cone convexity of set-valued maps, we obtain that the local weakly efficient element of the set-valued optimization problem is the weakly efficient element. We also give some examples to illustrate our results.     

Theorems of the Alternative and Optimization with Set-Valued Maps

In this paper, the concept of generalized cone subconvexlike set-valued mapsis presented and a theorem of alternative for the system of generalizedinequality–equality set-valued maps is established. By applying thetheorem of the alternative and other results, necessary and sufficientoptimality conditions for vector optimization problems with generalizedcone subconvexlike set-valued maps are obtained.     

On Ha＇s Version of Set-valued Ekeland＇s Variational Principle

By using the concept of cone extensions and Dancs-Hegedus-Medvegyev theorem, Ha [Some variants of the Ekeland variational principle for a set-valued map. J. Optim. Theory Appl., 124, 187–206 (2005)] established a new version of Ekeland’s variational principle for set-valued maps, which is expressed by the existence of strict approximate minimizer for a set-valued optimization problem. In this paper, we give an improvement of Ha’s version of set-valued Ekeland’s variational principle. Our proof is direct and it need not use Dancs-Hegedus-Medvegyev theorem. From the improved Ha’s version, we deduce a Caristi-Kirk’s fixed point theorem and a Takahashi’s nonconvex minimization theorem for set-valued maps. Moreover, we prove that the above three theorems are equivalent to each other.     

Vectorization of set-valued maps with respect to total ordering cones and its applications to set-valued optimization problems

As a result of our previous studies on finding the minimal element of a set in n-dimensional Euclidean space with respect to a total ordering cone, we introduced a method which we call “The Successive Weighted Sum Method” (Küçük et al., 2011 [1], [2]). In this study, we compare the Weighted Sum Method to the Successive Weighted Sum Method. A vector-valued function is derived from the special type of set-valued function by using a total ordering cone, which is a process we called vectorization, and some properties of the given vector-valued function are presented. We also prove that this vector-valued function can be used instead of the set-valued map as an objective function of a set-valued optimization problem. Moreover, by giving two examples we show that there is no relationship between the continuity of set-valued map and the continuity of the vector-valued function derived from this set-valued map.     

Higher-Order Optimality Conditions for Set-Valued Optimization

This paper deals with higher-order optimality conditions of set-valued optimization problems. By virtue of the higher-order derivatives introduced in (Aubin and Frankowska, Set-Valued Analysis, Birkhäuser, Boston, [1990]) higher-order necessary and sufficient optimality conditions are obtained for a set-valued optimization problem whose constraint condition is determined by a fixed set. Higher-order Fritz John type necessary and sufficient optimality conditions are also obtained for a set-valued optimization problem whose constraint condition is determined by a set-valued map.     

A Duality Theory for Set-Valued Functions I: Fenchel Conjugation Theory

It is proven that a proper closed convex function with values in the power set of a preordered, separated locally convex space is the pointwise supremum of its set-valued affine minorants. A new concept of Legendre–Fenchel conjugates for set-valued functions is introduced and a Moreau–Fenchel theorem is proven. Examples and applications are given, among them a dual representation theorem for set-valued convex risk measures.      

A systematization of convexity and quasiconvexity concepts for set-valued maps,defined by l-type and u-type preorder relations

Abstract

In this paper, we study different classes of generalized convex/quasiconvex set-valued maps, defined by means of the l-type and u-type preorder relations, currently used in set-valued optimization. In particular, we identify those classes of set-valued maps for which it is possible to extend the classical characterization of convex real-valued functions by quasiconvexity of their affine perturbations.     

Set-valued increasing-along-rays maps and well-posed set-valued star-shaped optimization

In this paper we introduce a class of set-valued increasing-along-rays maps and present some properties of set-valued increasing-along-rays maps. We show that the increasing-along-rays property of a set-valued map is close related to the corresponding set-valued star-shaped optimization. By means of increasing-along-rays property, we investigate stability and well-posedness of set-valued star-shaped optimization.     

Fixed point results for set-valued contractions by altering distances in complete metric spaces

Nadler’s contraction principle has led to fixed point theory of set-valued contraction in non-linear analysis. Inspired by the results of Nadler, the fixed point theory of set-valued contraction has been further developed in different directions by many authors, in particular, by Reich, Mizoguchi–Takahashi, Feng–Liu and many others. In the present paper, the concept of generalized contractions for set-valued maps in metric spaces is introduced and the existence of fixed point for such a contraction are guaranteed by certain conditions. Our first result extends and generalizes the Nadler, Feng–Liu and Klim–Wardowski theorems and the second result is different from the Reich and Mizoguchi–Takahashi results. As a consequence, we derive some results related to fixed point of set-valued maps satisfying certain conditions of integral type.