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.
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Lachout, P. Epi-Convergence and Lower and Epi-Upper Semicontinuous Approximations in Distribution. Acta Applicandae Mathematicae 78, 243–250 (2003). https://doi.org/10.1023/A:1025745718652
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DOI: https://doi.org/10.1023/A:1025745718652