DUAL REPRESENTATION OF MONOTONE CONVEX FUNCTIONS ON L0

被引：13

作者：

Kupper, Michael ^{[1
]}

Svindland, Gregor ^{[2
]}

机构：

[1] Humboldt Univ, Math Inst, D-10099 Berlin, Germany

[2] Ecole Polytech Fed Lausanne, CDM SFI CSF EXTRA 218, CH-1015 Lausanne, Switzerland

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2011年 / 139卷 / 11期

关键词：

Monotone convex function; duality; subgradient; bipolar representation;

D O I：

10.1090/S0002-9939-2011-10835-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study monotone convex functions psi : L-0 (Omega, F, P) -> (-infinity, infinity] and derive a dual representation as well as conditions that ensure the existence of a sigma-additive subgradient. The results are motivated by applications in economic agents' choice theory.

引用

页码：4073 / 4086

页数：14

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