Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4615826 | Journal of Mathematical Analysis and Applications | 2014 | 16 Pages |
Abstract
Evenly convex sets in a topological vector space are defined as the intersection of a family of open half spaces. We introduce a generalization of this concept in the conditional framework and provide a generalized version of the bipolar theorem. This notion is then applied to obtain the dual representation of conditionally evenly quasi-convex maps, which turns out to be a fundamental ingredient in the study of quasi-convex dynamic risk measures.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Marco Frittelli, Marco Maggis,