Random sets

Saturday, October 16, 2010 - 3:15pm - 4:15pm
Keller 3-180
Roger Wets (University of California, Davis)
Definition and properties of random sets,
selections. The distribution function
(∼ Choquet capacity) of a random set and convergence in
distribution. The expectation
of a random set and the law of large numbers for random sets.
SAA (Sample.
Average Approximations) of random sets. Application to
stochastic variational inequalities
and related variational problems.