题目：L0-convex compactness and its applications
报告人：郭铁信（中南大学）
时间：1月11日，15:30-16:30
地点：明德楼B区201学术报告厅
摘要：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.
