This article gives dual representations for convex integral function-als on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic pro-cesses and its dual is identified with the space of optional Radon measures with essentially bounded variation. Combined with classical Banach space techniques, our results allow for systematic treatment of a large class of optimization problems from optimal stopping to singular stochastic con
Formulas are derived in this paper for the conjugates of convex integral functionals on Banach space...
In development of stochastic analysis in a Banach space one of the main problem is to establish the ...
This article studies convex duality in stochastic optimization over finite discrete-time. The first ...
This article characterizes conjugates and subdifferentials of convex integral functionals over the l...
This paper proposes a general duality framework for the problem of minimizing a convex integral func...
This textbook provides an introduction to convex duality for optimization problems in Banach spaces,...
This paper studies duality and optimality conditions for general convex stochastic optimization prob...
A duality representation of a measure f ( z, µ) for a finite dimensional vector valued Radon measure...
This book introduces the basic concepts of real and functional analysis. It presents the fundamental...
The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on gene...
We consider optimization problems involving convex risk functions. By employing techniques of convex...
AbstractA stochastic integral of Banach space valued deterministic functions with respect to Banach ...
A stochastic integral of Banach space valued deterministic functions with respect to Banach space va...
AbstractIn the present paper we focus on a generalization of the notion of integral convexity. This ...
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
Formulas are derived in this paper for the conjugates of convex integral functionals on Banach space...
In development of stochastic analysis in a Banach space one of the main problem is to establish the ...
This article studies convex duality in stochastic optimization over finite discrete-time. The first ...
This article characterizes conjugates and subdifferentials of convex integral functionals over the l...
This paper proposes a general duality framework for the problem of minimizing a convex integral func...
This textbook provides an introduction to convex duality for optimization problems in Banach spaces,...
This paper studies duality and optimality conditions for general convex stochastic optimization prob...
A duality representation of a measure f ( z, µ) for a finite dimensional vector valued Radon measure...
This book introduces the basic concepts of real and functional analysis. It presents the fundamental...
The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on gene...
We consider optimization problems involving convex risk functions. By employing techniques of convex...
AbstractA stochastic integral of Banach space valued deterministic functions with respect to Banach ...
A stochastic integral of Banach space valued deterministic functions with respect to Banach space va...
AbstractIn the present paper we focus on a generalization of the notion of integral convexity. This ...
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
Formulas are derived in this paper for the conjugates of convex integral functionals on Banach space...
In development of stochastic analysis in a Banach space one of the main problem is to establish the ...
This article studies convex duality in stochastic optimization over finite discrete-time. The first ...