Dual Representation Of Monotone Convex Functions On L-0

Kupper, MichaelSvindland, Gregor2011-12-162011-12-162011-12-16201110.1090/S0002-9939-2011-10835-9https://infoscience.epfl.ch/handle/20.500.14299/73406WOS:000295893700030We 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.Monotone convex functiondualitysubgradientbipolar representationDual Representation Of Monotone Convex Functions On L-0text::journal::journal article::research article