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Kupper, Michael
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Svindland, Gregor
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2012
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Dual Representation of Monotone Convex Functions on L0
(2012)
Kupper, Michael
;
Svindland, Gregor
We study monotone convex functions ψ : L0 (Ω, F, P) → (−∞, ∞], and derive a dual representation as well as conditions that ensure the existence of a σ-additive subgradient. The results are motivated by applications in economic agents’choice theory.
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