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Dual Representation of Quasiconvex Conditional Maps

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 functions and the dual representation of conditional convex maps.
Year of publication:
2010-01
Authors: Frittelli, Marco ; Maggis, Marco
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Source:
Persistent link: https://www.econbiz.de/10008513295
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