Duality and stable compactness in Orlicz-type modules
Publication:6144645
DOI10.1007/s13398-023-01516-5arXiv1612.03680OpenAlexW4388101778MaRDI QIDQ6144645
José Miguel Zapata, José Orihuela
Publication date: 29 January 2024
Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.03680
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Compactness (54D30) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Compactness in Banach (or normed) spaces (46B50) Normed modules and Banach modules, topological modules (if not placed in 13-XX or 16-XX) (46H25) Risk models (general) (91B05)
Cites Work
- Dynamic quasi concave performance measures
- A unified framework for utility maximization problems: An Orlicz space approach
- Separation and duality in locally \(L^0\)-convex modules
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
- Lebesgue property for convex risk measures on Orlicz spaces
- Stability in locally \(L^{0}\)-convex modules and a conditional version of James' compactness theorem
- On the Lebesgue property of monotone convex functions
- Conditional and dynamic convex risk measures
- RISK MEASURES ON ORLICZ HEARTS
- Law invariant risk measures have the Fatou property
- Approaches to Conditional Risk
- Булевозначный подход к анализу условного риска
- On characterization of locally $L^0$-convex topologies induced by a family of $L^0$-seminorms
- Complete duality for quasiconvex dynamic risk measures on modules of the L p -type
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Duality and stable compactness in Orlicz-type modules
