Variational Consistency of Robust Integral Functionals Induced by Empirical Measures
We study the variational convergence of robust integral functionals induced by empirical probability measures. We establish a generalized consistency framework where the ambiguity set is constructed using a probability metric. By replacing traditional uniform equicontinuity assumptions with inherent convexity and general probability metric domination, we prove the almost sure pointwise and uniform convergence of the … Read more