Article ID Journal Published Year Pages File Type
4615826 Journal of Mathematical Analysis and Applications 2014 16 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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