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A Robust Version of Convex Integral Functionals - MaRDI portal

A Robust Version of Convex Integral Functionals

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zbMath1351.46071arXiv1305.6023MaRDI QIDQ3450755

Keita Owari

Publication date: 9 November 2015

Full work available at URL: https://arxiv.org/abs/1305.6023

zbMATH Keywords

duality convex integral functionals financial mathematics robust stochastic optimization

Mathematics Subject Classification ID

Convex functions and convex programs in convex geometry (52A41) Financial applications of other theories (91G80) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Duality theory (optimization) (49N15)

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