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We study monotone convex functions psi : L-0 (Omega, F, P) -> (-infinity, infinity] and derive a dual representation as well as conditions that ensure the existence of a sigma-additive subgradient. The results are motivated by applications in economic agents' choice theory.
Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Nicola Marco Ortelli
Michel Bierlaire, Timothy Michael Hillel, Janody Pougala
Alexandre Massoud Alahi, Virginie Janine Camille Lurkin, Brian Alan Tappy-Sifringer