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Generalized Sequential Differential Calculus for Expected-Integral Functionals |
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| Authors: | Mordukhovich Boris S Pérez-Aros Pedro |
| Institution: | 1.Department of Mathematics, Wayne State University, Detroit, MI, 48202, USA ;2.Instituto de Ciencias de la Ingeniería, Universidad de O’Higgins, Rancagua, Chile ; |
| Abstract: | Set-Valued and Variational Analysis - Motivated by applications to stochastic programming, we introduce and study the expected-integral functionals, which are mappings given in an integral form... |
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