On multifunction transforms of probability measures

On multifunction transforms of probability measures

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Article ID: iaor19952269
Country: Switzerland
Volume: 56
Issue: 1
Start Page Number: 241
End Page Number: 249
Publication Date: Jun 1995
Journal: Annals of Operations Research
Authors:
Abstract:

The paper briefly presents Topsøe’s setup and gives two results based on that. A delta theorem for multifunctions improving that of King is given. In particular, the contingent derivative may be a compact-valued instead of a single-valued multifunction. Stochastic optimization is also discussed. Some results are achieved for the limit distribution of optimal values as well as of optimal solutions.

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