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Generalized Sequential Differential Calculus for Expected-Integral Functionals
Set-Valued and Variational Analysis ( IF 1.6 ) Pub Date : 2021-06-01 , DOI: 10.1007/s11228-021-00590-4
Boris S. Mordukhovich , Pedro Pérez-Aros

Motivated by applications to stochastic programming, we introduce and study the expected-integral functionals, which are mappings given in an integral form depending on two variables, the first a finite dimensional decision vector and the second one an integrable function. The main goal of this paper is to establish sequential versions of Leibniz’s rule for regular subgradients by employing and developing appropriate tools of variational analysis.



中文翻译:

期望积分泛函的广义​​序列微分

受随机规划应用的启发,我们介绍并研究了期望积分泛函,它们是根据两个变量以积分形式给出的映射,第一个是有限维决策向量,第二个是可积函数。本文的主要目标是通过采用和开发适当的变分分析工具,为规则次梯度建立莱布尼茨规则的顺序版本。

更新日期:2021-06-01
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