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Tiexin Guo--L0-convex compactness and its applications
发布人:尹智  发布时间:2018-12-23   浏览次数:11

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