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Dual Representation of Quasiconvex Conditional Maps
quasiconvex functions dualrep resentation quasiconvex optimiza-tion dynamic risk measures conditionalc ertainty equivalent
2010/4/27
We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued ...
Dual Representation of Quasiconvex Conditional Maps
quasiconvex functions dualrep resentation quasiconvex optimiza-tion dynamic risk measures conditionalc ertainty equivalent
2010/4/27
We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued ...