Regular Selections of Multifunctions and Random Sets - Softcover

Dentcheva, Darinka

 
9783659801242: Regular Selections of Multifunctions and Random Sets
Softcover
ISBN 10: 3659801240 ISBN 13: 9783659801242
Verlag: LAP LAMBERT Academic Publishing, 2018

Inhaltsangabe

The methodology presented in this work yields existence of selections and Castaing representations of these sets that enjoy stability properties. Particularly, work on differential stability of solution sets of two-stage stochastic optimization problems is presented. We identify conditions such that the optimal value function has first- and second-order directional derivatives and the solution-set mapping is directionally differentiable into admissible directions. Moreover, the form of the semi-derivative is identified, and we have given a formula for it. The sensitivity analysis is carried out by exploiting structural properties of the optimization model. We obtain differentiability properties of solution sets and extend earlier results on directional differentiability of optimal values considerably.

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Über die Autorin bzw. den Autor

Darinka Dentcheva is a Bulgarian-American mathematician, noted for her contributions to convex analysis, stochastic programming, and risk-averse optimization. She developed the theory of Steiner selections of multifunctions, the theory of stochastic dominance constraints, and contributed to the theory of unit commitment in power systems.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2018
Sprache
Englisch
ISBN 10 
3659801240
ISBN 13 
9783659801242
Einband
Taschenbuch
Anzahl der Seiten
132
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
JustFiction Edition
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