Differentiability and semismoothness properties of integral functions and their applications

نویسندگان

  • Liqun Qi
  • Alexander Shapiro
  • Chen Ling
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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عنوان ژورنال:
  • Math. Program.

دوره 102  شماره 

صفحات  -

تاریخ انتشار 2005