Optimization of Convex Risk Functions
研究了涉及凸风险函数的优化问题，利用可测函数向量空间中的凸分析与优化理论，为风险模型建立了新的表示定理，并给出了最优性与对偶理论。
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions, we develop new representation theorems for risk models, and optimality and duality theory for problems with convex risk functions.