论文标题
预期综合函数的广义顺序微积分
Generalized Sequential Differential Calculus for Expected-Integral Functionals
论文作者
论文摘要
在随机编程中的应用中，我们介绍和研究了预期综合功能，这些功能是以积分形式给出的映射，具体取决于两个变量，第一个变量是有限的维决策矢量，第二个是可集成的函数。本文的主要目的是通过采用和开发适当的变分分析工具来建立莱布尼兹（Leibniz）规则的常规亚级别规则的顺序版本。
Motivated by applications to stochastic programming, we introduce and study the expected-integral functionals, which are mappings given in an integral form depending on two variables, the first a finite dimensional decision vector and the second one an integrable function. The main goal of this paper is to establish sequential versions of Leibniz's rule for regular subgradients by employing and developing appropriate tools of variational analysis.
