Title：L0-convex compactness and its applications
Speaker：Tiexin Guo，Central South University
Abstract：Motivated by financial applications,we introduce the notion of L0-convex compactness for a class of important convex subsets-L0-convex subsets of a Hausdorff topological module over the topological algebra of real random variables.Then we continue to develop the theory of L0-convex compactness by establishing various kinds of characterization theorems with the help of the theory of random conjugate spaces peculiar to random normed modules.Further,we prove a fundamental theorem of L0-convex optimization with an application to the impotant optimization problem of conditional convex risk measures.
Time: 15:30--16:30, 11 Jan, Place：Room 201, Mingde Building
