most citedLooking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures

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math.OC2010★ 1 cited

Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures

Radu Ioan Bot, Alina-Ramona Fratean

A fruitful idea, when providing subdifferential formulae and dual representations for convex risk measures, is to make use of the conjugate duality theory in convex optimization. I…