寻找凸风险测度的次微分公式和对偶表示的适当条件
Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures
摘要：
利用凸优化中的共轭对偶理论，给出凸风险测度的次微分公式和对偶表示，是一个富有成效的思想。在本文中，我们强调了在这一领域的不同的问题配方的背景下，资格条件所发挥的突出作用。我们不仅证明了经典的广义优度点定理，而且还证明了最近引入的一个由拟相对内部构造的定理。
英文摘要：
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. In this paper we underline the outstanding role played by the qualification conditions in the context of different problem formulations in this area. We show that not only the meanwhile classical generalized interiority point ones come here to bear, but also a recently introduced one formulated by means of the quasi-relative interior.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
