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Start Over Author "Michael Kupper" Publisher american mathematical society (ams)
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1. Dual representation of monotone convex functions on 𝐿⁰

Author

Gregor Svindland and Michael Kupper

Subjects
Discrete mathematics, Convex analysis, Monotone polygon, Applied Mathematics, General Mathematics, Convex optimization, Proper convex function, Subderivative, Dual representation, Convex function, Subgradient method, Mathematics
Abstract

We study monotone convex functions ψ : L 0 ( Ω , F , P ) → ( − ∞ , ∞ ] \psi :{L}^0(\Omega ,\mathcal {F} ,\mathbb {P})\to (-\infty ,\infty ] and derive a dual representation as well as conditions that ensure the existence of a σ \sigma -additive subgradient. The results are motivated by applications in economic agents’ choice theory.

Published
2011
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