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dc.contributor.author Mordukhovich, BS
dc.contributor.author Pérez-Aros, P
dc.date.accessioned 2024-01-17T15:54:35Z
dc.date.available 2024-01-17T15:54:35Z
dc.date.issued 2021
dc.identifier.uri https://repositorio.uoh.cl/handle/611/554
dc.description.abstract 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.
dc.description.sponsorship USA National Science Foundation(National Science Foundation (NSF))
dc.description.sponsorship USA Air Force Office of Scientific Research
dc.description.sponsorship Australian Research Council(Australian Research Council)
dc.description.sponsorship Fondecyt Regular(Comision Nacional de Investigacion Cientifica y Tecnologica (CONICYT)CONICYT FONDECYT)
dc.relation.uri http://dx.doi.org/10.1007/s11228-021-00590-4
dc.subject Variational analysis
dc.subject Generalized differentiation
dc.subject Stochastic programming
dc.subject Expected-integral functionals
dc.subject Sequential calculus
dc.title Generalized Sequential Differential Calculus for Expected-Integral Functionals
dc.type Artículo
uoh.revista SET-VALUED AND VARIATIONAL ANALYSIS
dc.identifier.doi 10.1007/s11228-021-00590-4
dc.citation.volume 29
dc.citation.issue 3
dc.identifier.orcid Perez-Aros, Pedro/0000-0002-8756-3011
uoh.indizacion Web of Science


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