Convex integral functionals
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Publication:3127258
DOI10.1090/S0002-9947-97-01478-5zbMath0962.47029OpenAlexW1538414461MaRDI QIDQ3127258
Publication date: 8 April 1997
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9947-97-01478-5
multifunctionconditional expectationintegral functionalsupport function\(\varepsilon\)-subdifferentialsingular functionalcontinuous infimal convolutionNormal convex integrandSouslin space subdifferential
Particular nonlinear operators (superposition, Hammerstein, Nemytski?, Uryson, etc.) (47H30) Set-valued operators (47H04) Duality theory (optimization) (49N15)
Related Items (6)
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space ⋮ Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space ⋮ Characterizations of the subdifferential of convex integral functions under qualification conditions ⋮ Minimax optimal sequential hypothesis tests for Markov processes ⋮ The operation of infimal/supremal convolution in mathematical economics ⋮ Ergodic Convergence of a Stochastic Proximal Point Algorithm
Cites Work
- On basic properties of convex functions and convex integrands
- Intégrales convexes et probabilités
- Weak convergence of random sets in Banach spaces
- Convex analysis and measurable multifunctions
- Integrals, conditional expectations, and martingales of multivalued functions
- On the extension of von Neumann-Aumann's theorem
- Integrals which are convex functionals
- Integrals of set-valued functions
- Integrals which are convex functionals. II
- Lipschitz $r$-continuity of the approximative subdifferential of a convex function.
- On the interchange of subdifferentiation and conditional expectation for convex functionals
- Values of Non-Atomic Games
- Survey of Measurable Selection Theorems
- Markets with a Continuum of Traders
- Convex Analysis
- Convergence and representation theorems for set valued random processes
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