On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation

机译：参数随机广义方程SAA解映射的代码导数的收敛性

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摘要

The aim of this paper is to investigate the convergence properties for Mordukhovich’s coderivative of the solution map of the sample average approximation (SAA) problem for a parametric stochastic generalized equation.

机译：本文的目的是研究参数随机广义方程的样本平均逼近（SAA）问题解图的Mordukhovich代数的收敛性。

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来源
《The 8th international conference on optimization: Techniques and Applications》|2010年|141|共1页
会议地点 Shanghai(CN)
作者
Liwei Zhang; Jie Zhang; Yue Wu;
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作者单位

Institute of ORCT, School of Mathematical Sciences,Dalian University of Technology, Dalian 116024, China;

Institute of ORCT, School of Mathematical Sciences,Dalian University of Technology, Dalian 116024, China;

School of Management, University of Southampton,Highfield Southampton SO17 1BJ, United Kingdom;

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会议组织
原文格式 PDF
正文语种 eng
中图分类系统优化;
关键词
coderivative; sample average approximation; parametric stochastic generalized equation; Lipschitz-like property; SMPCC;

机译：码导;样本均值逼近;参数随机广义方程;类Lipschitz性质; SMPCC;

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专利

1. On the Convergence of Coderivative of SAA Solution Mapping for a Parametric Stochastic Generalized Equation [J] . Li-Wei Zhang, Jie Zhang, Yue Wu Set-Valued and Variational Analysis . 2011,第1期

机译：参数随机广义方程SAA解映射的代码导数的收敛性
2. On the Convergence of Coderivative of SAA Solution Mapping for a Parametric Stochastic Generalized Equation [J] . Zhang LW, Zhang J, Wu Y Set-valued and variational analysis . 2011,第1期

机译：参数随机广义方程SAA解映射的代码导数的收敛性
3. On the Convergence of Coderivative of SAA Solution Mapping for a Parametric Stochastic Variational Inequality [J] . Jie Zhang, Li-wei Zhang, Li-ping Pang Set-Valued and Variational Analysis . 2012,第1期

机译：参数随机变分不等式的SAA解映射的代码导数的收敛性
4. On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation [C] . Liwei Zhang, Jie Zhang, Yue Wu International conference on optimization: Techniques and Applications . 2010

机译：参数随机广义方程的SAA溶液映射编码的收敛性研究
5. On uniqueness and weak convergence of solutions for the stochastic differential equations of nonlinear filtering. [D] . Lucic, Vladimir. 2001

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6. Stochastic Entropy Solutions for Stochastic Nonlinear Transport Equations [O] . Rongrong Tian, Yanbin Tang 2018

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8. Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling: Convergence Analysis [R] . Dupuis, P. , Wang, H. 2005

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On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation

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