Semiconvergence in distribution of random closed sets with application to random optimization problems |
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Authors: | Silvia Vogel |
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Affiliation: | 1. Technische Universit?t Ilmenau, Institut für Mathematik, Weimarer Stra?e 25, 98684, Ilmenau, Germany
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Abstract: | The paper considers upper semicontinuous behavior in distribution of sequences of random closed sets. Semiconvergence in distribution will be described via convergence in distribution of random variables with values in a suitable topological space. Convergence statements for suitable functions of random sets are proved and the results are employed to derive stability statements for random optimization problems where the objective function and the constraint set are approximated simultaneously. The author is grateful to two anonymous referees for helpful suggestions. |
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Keywords: | Convergence of random sets Inner approximation in distribution Stability of random optimization problems |
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