TY - JOUR
T1 - Regular Castaing representations of multifunctions with applications to stochastic programming
AU - Dentcheva, Darinka
PY - 2000
Y1 - 2000
N2 - We consider set-valued mappings defined on a topological space with closed convex images in ℝn. The measurability of a multifunction is characterized by the existence of a Castaing representation for it: a countable set of measurable selections that pointwise fills up the graph of the multifunction. Our aim is to construct a Castaing representation which inherits the regularity properties of the multifunction. The construction uses Steiner points. A notion of a generalized Steiner point is introduced. A Castaing representation called regular is defined by using generalized Steiner selections. All selections are measurable, continuous, resp., Hölder-continuous, or directionally differentiable, if the multifunction has the corresponding properties. The results are applied to various multifunctions arising in stochastic programming. In particular, statements about the asymptotic behavior of measurable selections of solution sets via the delta-method are obtained.
AB - We consider set-valued mappings defined on a topological space with closed convex images in ℝn. The measurability of a multifunction is characterized by the existence of a Castaing representation for it: a countable set of measurable selections that pointwise fills up the graph of the multifunction. Our aim is to construct a Castaing representation which inherits the regularity properties of the multifunction. The construction uses Steiner points. A notion of a generalized Steiner point is introduced. A Castaing representation called regular is defined by using generalized Steiner selections. All selections are measurable, continuous, resp., Hölder-continuous, or directionally differentiable, if the multifunction has the corresponding properties. The results are applied to various multifunctions arising in stochastic programming. In particular, statements about the asymptotic behavior of measurable selections of solution sets via the delta-method are obtained.
KW - Castaing representation
KW - Delta-theorems
KW - Random sets
KW - Selections
KW - Steiner center
KW - Stochastic programs
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U2 - 10.1137/S1052623498341454
DO - 10.1137/S1052623498341454
M3 - Article
AN - SCOPUS:0034414196
SN - 1052-6234
VL - 10
SP - 732
EP - 749
JO - SIAM Journal on Optimization
JF - SIAM Journal on Optimization
IS - 3
ER -