Regular Selections of Multifunctions and Random Sets

Language: English

Published by LAP LAMBERT Academic Publishing, 2018

3659801240 / 9783659801242

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nach der Bestellung gedruckt Neuware - Printed after ordering - 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.

Seller Inventory # 9783659801242

Title
Regular Selections of Multifunctions and Random Sets
Author
Darinka Dentcheva
Publisher
LAP LAMBERT Academic Publishing
Publication year
2018
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659801240
ISBN 13
9783659801242
Item weight
215 grams
Dimensions
220x150x9 mm

AHA-BUCH GmbH

Einbeck, Germany

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