Author:
Kiiski Matti,Perkkiö Ari-Pekka
Funder
Einstein Stiftung Berlin (DE)
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Geometry and Topology,Numerical Analysis,Statistics and Probability,Analysis
Reference30 articles.
1. Back, K., Pliska, S. R.: The shadow price of information in continuous time decision problems. Stochastics 22(2), 151–186 (1987)
2. Bismut, J. M.: Conjugate convex functions in optimal stochastic control. J. Math. Anal. Appl. 44, 384–404 (1973)
3. Bismut, J. M.: Intégrales convexes et probabilités. J. Math. Anal. Appl. 42, 639–673 (1973)
4. Bouchitté, G., Valadier, M.: Integral representation of convex functionals on a space of measures. J. Funct. Anal. 80(2), 398–420 (1988). doi:doi: 10.1016/0022-1236(88)90009-2
5. Castaing, C., Valadier, M.: Convex Analysis and Measurable Multifunctions. Lecture Notes in Mathematics 580 (1977)