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Minimization interchange theorem on posets

  • École des ponts

Research output: Contribution to journalArticlepeer-review

Abstract

Interchange theorems between minimization and integration are useful in optimization, especially in optimal control and in stochastic optimization. In this article, we establish a generalized minimization interchange theorem, where integration is replaced by a monotone mapping between posets (partially ordered sets). As an application, we recover, and slightly extend, classical results from the literature, and we tackle the case of the Choquet integral. Our result provides insight on the mechanisms behind existing interchange results.

Original languageEnglish
Article number125927
JournalJournal of Mathematical Analysis and Applications
Volume509
Issue number1
DOIs
Publication statusPublished - 1 May 2022

Keywords

  • Minimization interchange theorems
  • Optimization
  • Posets

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