Epi-convergent discretizations of stochastic programs via integration quadratures

Author:

Pennanen Teemu,Koivu Matti

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Reference46 articles.

1. Artstein, Z., Wets, R.J.-B.: Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. SIAM J. Optim. 4(3), 537?550 (1994)

2. Artstein, Z., Wets, R.J.-B.: Consistency of minimizers and the SLLN for stochastic programs. J. Convex Anal. 2(1?2), 1?17 (1995)

3. Attouch, H.: Variational convergence for functions and operators. Pitman (Advanced Publishing Program), Boston, MA, 1984

4. Attouch, H., Wets, R.J.-B.: Quantitative stability of variational systems. I. The epigraphical distance. Trans. Amer. Math. Soc. 328(2), 695?729 (1991)

5. Beer, G.: A geometric algorithm for approximating semicontinuous function. J. Approx. Theory 49(1), 31?40 (1987)

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