On consistency of stationary points of stochastic optimization problems in a Banach space

Recently, Balaji and Xu studied the consistency of stationary points, in the sense of the Clarke generalized gradient, for the sample average approximations to a one-stage stochastic optimization problem in a separable Banach space with separable dual. We present an alternative approach, showing that the restrictive assumptions that the dual space is separable and the Clarke generalized gradient is a (norm) upper semicontinuous and compact-valued multifunction can be dropped. For that purpose, we use two results having independent interest: a strong law of large numbers and a multivalued Komlós theorem in the dual to a separable Banach space, and a result on the weak* closedness of the expectation of a random weak* compact convex set.     

Integral representation of random set-valued measures

Abstract

We consider random set-valued measures with values in a separable Banach space. We prove two integral representation theorems using measurable multifunctions and set-valued integrals. The first theorem is valid for all separable Banach spaces, while the second holds for reflexive separable Banach spaces.     

On set-valued stochastic integrals in an M-type 2 Banach space

In a separable Banach space, for set-valued martingale, several equivalent conditions based on the measurable selections are discussed, and then, in an M-type 2 Banach space, at first we define single valued stochastic integral by the differential of a real valued Brownian motion, after that extend it to set-valued case. We prove that the set-valued stochastic integral becomes a set-valued submartingale, which is different from single valued case, and obtain the Castaing representation theorem for the set-valued stochastic integral, which is applicable for set-valued stochastic differential equations.     

集值上鞅可Doob分解的条件

假定(X,‖·‖)为实Banach空间,X*为其对偶空间,X*可分.给出了集值上鞅几种不同的Doob分解概念,利用支撑函数研究了集值上鞅在各种分解意义下可Doob分解的充分必要条件.     

集值映射的一个积分表示定理

本文庆可分自反Ｂａｎａｃｈ空间的情况下，得到了集值映射可由Ａｕｍａｎｎ积分表示的充要条件。     

度量射影的连续选择

本文讨论了集值映射的弱连续选择并应用于度量射影．设Y是Banach空间X的子空间且Y是可分的,在相差一个第一纲集的情况下,于弱拓扑下,支撑于Y上的度量射影是下半连续的并有连续选择．     

集值随机过程的投影

本文研究了集值可积变差随机过程的可选和可料对偶投影．当Ｂａｎａｃｈ空间Ｘ具有ＲＮＰ,其对偶空间Ｘ＊可分时,证明了Ｐｗｋｃ（Ｘ）值的可积变差过程存在唯一的可选和可料对偶投影．最后讨论了集值随机过程对偶投影的性质．     

Convergence theorems for adapted sequences of random sets

We consider random sets with values in a separable Banach space. We study set-valued amarts, L¹-amarts, uniform amarts and submartingales. For all these classes of random sets, we prove convergence theorems in all main modes of set convergence (weak, Wijsman, Mosco, and Hausdorff). We also prove new convergence theorems for vector-valued subpramarts and pramarts.     

Epidifferentiability of the map of infima in Hilbert spaces

This article deals with derivatives for set-valued maps that take values in ordered vector spaces, in particular it concerns about the relationship between the epiderivatives of a set-valued map and its associated map of infima. When the image space is a real separable Hilbert space ordered by an orthonormal basis, by using a variational technique based on a decoupling of the ordering cone into half-spaces, we show that both epiderivatives coincide under certain hypothesis of compactness and stability. Furthermore we obtain some computation formulas for these derivatives in terms of associated scalar set-valued maps.     

Approximating random common fixed point of random set-valued strongly pseudo-contractive mappings

In this paper, we introduce new random iterative sequences with errors approximating a unique random common fixed point for three random set-valued strongly pseudo-contractive mappings and show the convergence of the random iterative sequences with errors by using an approximation method in real uniformly smooth separable Banach spaces. As applications, we study the existence of random solutions for some kind of random nonlinear operator equations group in separable Hilbert spaces.     

起空间P_(bfc)(X)中新的半序及其应用(英语)

当X是一可分Banach格时,本文建立了单点值上鞅的集值序上鞅理论。     

Radon-Nikodym theorems for set-valued measures

Set-valued measures whose values are subsets of a Banach space are studied. Some basic properties of these set-valued measures are given. Radon-Nikodym theorems for set-valued measures are established, which assert that under suitable assumptions a set-valued measure is equal (in closures) to the indefinite integral of a set-valued function with respect to a positive measure. Set-valued measures with compact convex values are particularly considered.     

On Zippin's Embedding Theorem of Banach spaces into Banach spaces with bases

We present a new proof of Zippin's Embedding Theorem, that every separable reflexive Banach space embeds into one with shrinking and boundedly complete basis, and every Banach space with a separable dual embeds into one with a shrinking basis. This new proof leads to improved versions of other embedding results.     

关于集值下鞅Riesz分解的注记

在X*可分的条件下给出了集值序列及集值下鞅的一些结果,在此基础上,利用支撑函数,给出了Banach空间集值下鞅的Riesz分解定理。     

Degree theory for a generalized set-valued variational inequality with an application in Banach spaces

In this paper, a degree theory for a generalized set-valued variational inequality is built in a Banach space. As an application, an existence result of solutions for the generalized set-valued variational inequality is given under some suitable conditions.     

Banach空间中线性流形上的度量投影的表达式

借助于正规对偶映射,建立了一般Banach空间中线性流形上的(集值)度量投影存在的 充要条件,同时给出了度量投影的表达式和点到线性流形上的距离公式.这些本质地推广和改进了 王玉文和于金凤在空间自反、严格凸和光滑强假定下的相应结果.     

Banach spaces of universal disposition

In this paper we present a method to obtain Banach spaces of universal and almost-universal disposition with respect to a given class M of normed spaces. The method produces, among others, the only separable Banach space of almost-universal disposition with respect to the class F of finite-dimensional spaces (Gurari? space G); or the only, under CH, Banach space with density character the continuum which is of universal disposition with respect to the class S of separable spaces (Kubis space K). We moreover show that K is isomorphic to an ultrapower of the Gurari? space and that it is not isomorphic to a complemented subspace of any C(K)-space. Other properties of spaces of universal disposition are also studied: separable injectivity, partially automorphic character and uniqueness.     

Banach空间中线性算子的(集值)度量广义逆及其齐性单值选择

为研究Banach空间中不适定线性算子方程的最佳逼近解,Nashed在文[1]中引入了Banach空问中线性算子T的(集值)度量广义逆T的概念,并提出“求解线性算子的(集值)度量广义逆的具有良好性质的单值选择是值得研究”的公开问题.本文首先证明了Banach空间中线性算子的度量广义逆是具有闭凸值的集值映射,给出了该度量广义逆的等价表达式,并利用Banach空间的再赋范方法,给出其有界齐性的单值选择,部分地解决了Nashed所提出的公开问题.     

σ-porosity of the set of strict contractions in a space of non-expansive mappings

We consider the space of non-expansive mappings on a bounded, closed and convex subset of a Banach space equipped with the metric of uniform convergence. We show that the set of strict contractions is a σ-porous subset. If the underlying Banach space is separable, we exhibit a σ-porous subset of the space of non-expansive mappings outside of which all mappings attain the maximal Lipschitz constant one at typical points of their domain.     

A characterization of dual Banach lattices

In this paper we give a characterization of dual Banach lattices. In fact, we prove that a Banach function space E on a separable measure space which has the Fatou property is a dual Banach lattice if and only if all positive operators from L¹(0,1) into E are abstract kernel operators, hence extending the fact, proved by M. Talagrand, that separable Banach lattices with the Radon-Nikodym property are dual Banach lattices.