Stochastic recursive inclusions with non-additive iterate-dependent Markov noise

In this paper we study the asymptotic behaviour of stochastic approximation schemes with set-valued drift function and non-additive iterate-dependent Markov noise. We show that a linearly interpolated trajectory of such a recursion is an asymptotic pseudotrajectory for the flow of a limiting differential inclusion obtained by averaging the set-valued drift function of the recursion w.r.t. the stationary distributions of the Markov noise. The limit set theorem by Benaim is then used to characterize the limit sets of the recursion in terms of the dynamics of the limiting differential inclusion. We then state two variants of the Markov noise assumption under which the analysis of the recursion is similar to the one presented in this paper. Scenarios where our recursion naturally appears are presented as applications. These include controlled stochastic approximation, subgradient descent, approximate drift problem and analysis of discontinuous dynamics all in the presence of non-additive iterate-dependent Markov noise.     

Approximation theorems for set-valued stochastic integrals

The article is devoted to new properties of Aumann, Lebesgue, and Itô set-valued stochastic integrals considered in papers [1 Kisielewicz, M. (2014). Properties of generalized set-valued stochastic integrals. Discuss. Math. (DICO) 34:131–147. [Google Scholar],2 Kisielewicz, M., Michta, M. (2017). Integrably bounded set-valued stochastic integrals. J. Math. Anal. Appl. 449:1893–1910.[Crossref], [Web of Science ®] , [Google Scholar]]. In particular, it contains some approximation theorems for Aumann and Itô set-valued stochastic integrals. Hence, in particular, it follows that Aumann and Lebesgue set-valued stochastic integrals cover a.s., both for measurable and IF-nonanticipative integrably bounded set-valued stochastic processes.     

Scalarization of Tangential Regularity of Set-Valued Mappings

A set-valued mapping M from a topological vector space E into a normed vector space F is tangentially regular at a point in its graph g p h M if the Clarke tangent cone to g p h M at is equal to the Bouligand contingent cone to g p h M at . In this paper we characterize, in several cases, this tangential regularity as the directional regularity of the scalar function _M defined by _M (x, y) : = d(y, M(x)). The results allow us to express, in a useful formula, the subdifferential of _M in terms of the normal cone to the graph of M.     

Central limit theorems for generalized set-valued random variables

We give central limit theorems for generalized set-valued random variables whose level sets are compact both in or in a Banach space under milder conditions than those obtained recently by the latter two authors.     

Extensions of l.s.c. Mappings into Reflexive Banach Spaces

Every lower semi-continuous closed-and-convex valued mapping : X2 ^Y where X is a collectionwise normal and countably paracompact space and Y is a reflexive Banach space can be extended to the Dieudonné completion (X) of X. Generalizations and applications to the theory of selections of set-valued mappings are presented.     

Superefficiency in Vector Optimization with Nearly Subconvexlike Set-Valued Maps

In the framework of locally convex topological vector spaces, we establish a scalarization theorem, a Lagrange multiplier theorem and duality theorems for superefficiency in vector optimization involving nearly subconvexlike set-valued maps.     

A Leray-Schauder type theorem for approximable maps: a simple proof

We present a simple and direct proof for a Leray-Schauder type alternative for a large class of condensing or compact set-valued maps containing convex as well as nonconvex maps.

     

Approximation of continuous set-valued maps by constant set-valued maps with image balls

It is shown that the problem of the best uniform approximation in the Hausdorff metric of a continuous set-valued map with finite-dimensional compact convex images by constant set-valued maps whose images are balls in some norm can be reduced to a visual geometric problem. The latter consists in constructing a spherical layer of minimal thickness which contains the complement of a compact convex set to a larger compact convex set.     

Relation between Different Types of Global Attractors of Set-Valued Nonautonomous Dynamical Systems

The article is devoted to the study of the relation between forward and pullback attractors of set-valued nonautonomous dynamical systems (cocycles). Here it is proved that every compact global forward attractor is also a pullback attractor of the set-valued nonautonomous dynamical system. The inverse statement, generally speaking, is not true, but we prove that every global pullback attractor of an α-condensing set-valued cocycle is always a local forward attractor. The obtained general results are applied while studying periodic and homogeneous systems. We give also a new criterion of the absolute asymptotic stability of nonstationary discrete linear inclusions. Dedicated to our friend Professor Enrico Primo Tomasini on the occasion of his 55th birthdayMathematics Subject Classifications (2000) Primary: 34C35, 34D20, 34D40, 34D45, 58F10,58F12, 58F39; secondary: 35B35, 35B40.     

拓扑空间中的KKM型定理和重合点定理

引入了一类新的有限连续空间(简称, $FC$-空间),并在$FC$-空间中证明了一些新的涉及容许类集值映射和具有紧局部交性质的KKM型定理和重合点定理.作为应用,在$FC$-空间中得到了一些新的不动点定理.这些结果统一和推广了近期文献在抽象凸空间中的一些重要结果.