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Acta Applicandae Mathematica

, Volume 78, Issue 1–3, pp 243–250 | Cite as

Epi-Convergence and Lower and Epi-Upper Semicontinuous Approximations in Distribution

  • Petr Lachout
Article

Abstract

The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in distribution. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems. The research is evoked by S. Vogel and continues the research started by Vogel and the author.

epi-convergence of functions Fell topology convergence in probability convergence in distribution 

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© Kluwer Academic Publishers 2003

Authors and Affiliations

  • Petr Lachout

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