Random Multifunctions as Set Minimizers of Infinitely Many Differentiable Random Functions

Garrido, Juan Guillermo; Perez-Aros, Pedro; Vilches, Emilio

Abstract

Under mild assumptions, we prove that any random multifunction can be represented as the set of minimizers of an infinitely many differentiable normal integrand, which preserves the convexity of the random multifunction. This result is an extended random version of work done by Azagra and Ferrera (Proc Am Math Soc 130(12):3687-3692, 2002). We provide several applications of this result to the approximation of random multifunctions and integrands. The paper ends with a characterization of the set of integrable selections of a measurable multifunction as the set of minimizers of an infinitely many differentiable integral function.

Más información

Título según WOS: ID WOS:000992388700001 Not found in local WOS DB
Título de la Revista: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Volumen: 198
Número: 1
Editorial: SPRINGER/PLENUM PUBLISHERS
Fecha de publicación: 2023
Página de inicio: 86
Página final: 110
DOI:

10.1007/s10957-023-02240-1

Notas: ISI