Dual Representation of Quasiconvex Conditional Maps

Marco Frittelli and Marco Maggis

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Abstract: We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued functions and the dual representation of conditional convex maps.

Date: 2010-01, Revised 2010-01
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1001.3644

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