Suppose $Y_n$ is a sequence of random variables that converges to 1 in probability. Under what conditions the solution to the problem $\max_xE[f(xY_n)]$ converges to the solution to the problem $\max_xf(x)$? Assume all variables and function values are in one-dimensional Euclidean space. Thanks a lot.
2026-04-07 22:56:05.1775602565
Convergence of Optimal Solutions
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