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: | Vogel Silvia |
Keywords: | sets |
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.