Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures
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Publication:1935901
DOI10.1007/s00186-011-0359-0zbMath1257.49035arXiv1005.2487MaRDI QIDQ1935901
Alina-Ramona Frătean, Radu Ioan Boţ
Publication date: 20 February 2013
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.2487
convex risk measures; qualification conditions; optimized certainty equivalent; monotone and cash-invariant hulls
90C25: Convex programming
90C46: Optimality conditions and duality in mathematical programming
49N15: Duality theory (optimization)
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Cites Work
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