Semiconvergence in distribution of random closed sets with application to random optimization problems

Semiconvergence in distribution of random closed sets with application to random optimization problems

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Article ID: iaor20063659
Country: Netherlands
Volume: 142
Issue: 1
Start Page Number: 269
End Page Number: 282
Publication Date: Feb 2006
Journal: Annals of Operations Research
Authors:
Keywords: sets
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.

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