Complete duality for quasiconvex and convex set-valued functions

DOI10.1007/s11228-015-0332-9zbMath1338.49078arXiv1405.0219OpenAlexW1545089819MaRDI QIDQ288327

Andreas H. Hamel, Samuel Drapeau, Michael Kupper

Publication date: 25 May 2016

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0219

zbMATH Keywords

set-valued functionsquasiconvexitydual representationFenchel-Moreauincreasing functions

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Duality theory for topological vector spaces (46A20)

Related Items (3)

Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections ⋮ Nonlinear expectations of random sets ⋮ CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES

Uses Software

• BENSOLVE

Cites Work

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