Differentiability and semismoothness properties of integral functions and their applications
نویسندگان
چکیده
In this paper we study differentiability and semismoothness properties of functions defined as integrals of parameterized functions. We also discuss applications of the developed theory to the problems of shape-preserving interpolation, option pricing and semi-infinite programming.
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ورودعنوان ژورنال:
- Math. Program.
دوره 102 شماره
صفحات -
تاریخ انتشار 2005