Complete duality for quasiconvex and convex set-valued functions

DOI10.1007/S11228-015-0332-9zbMATH Open1338.49078arXiv1405.0219OpenAlexW1545089819MaRDI QIDQ288327FDOQ288327

Authors: Samuel Drapeau, Andreas H. Hamel, Michael Kupper 

Publication date: 25 May 2016

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

Abstract: This paper provides an unique dual representation of set-valued lower semi-continuous quasiconvex and convex functions. The results are based on a duality result for increasing set valued functions.

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

zbMATH Keywords

quasiconvexitydual representationFenchel-Moreauincreasing functionsset-valued functions

Mathematics Subject Classification ID

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

Cites Work

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Cited In (5)

• Title not available (Why is that?)
• Nonlinear expectations of random sets
• Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections
• Duality for the level sum of quasiconvex functions and applications
• Capital allocation for set-valued risk measures

Uses Software

• BENSOLVE

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