Conditional Cores and Conditional Convex Hulls of Random Sets

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Date
2017Publisher city
ParisCollection title
Cahier de recherche CEREMADE, Université Paris Dauphine-PSLLink to item file
https://hal.archives-ouvertes.fr/hal-01664625Dewey
Probabilités et mathématiques appliquéesSujet
random set; selection; set-valued expectation; sublinear expectation; superlinear expectation; support function; essential supremumCollections
Metadata
Show full item recordAuthor
Lépinette, Emmanuel
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Molchanov, Ilya
118520 Institute of Mathematical Statistics and Actuarial Science [Bern] [IMSV]