Publication details

Conference Paper (international conference)

Splitting and localization of the epi-topology combined with randomness

Lachout Petr

: Operations Research Proceedings 2002, p. 419-424 , Eds: Leopold-Wildburger U., Rendl F., Wäscher G.

: Springer, (Berlin 2003)

: Operations Research 2002, (Klagenfurt, AT, 02.09.2002-05.09.2002)

: CEZ:AV0Z1075907

: GA201/02/0621, GA ČR, 436TSE113/40, DFG

: epi-convergence, continuous convergence, stochastic programming

(eng): The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in probability. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems.

: 12A

: BA