We study monotone convex functions psi : L-0 (Omega, F, P) -> (-infinity, infinity] and derive a dual representation as well as conditions that ensure the existence of a sigma-additive subgradient. The results are motivated by applications in economic agents' choice theory.
Michel Bierlaire, Timothy Michael Hillel, Janody Pougala, Nicolas Jean Salvadé
Michel Bierlaire, Shadi Sharif Azadeh, Meritxell Pacheco Paneque
Alexandre Massoud Alahi, Virginie Janine Camille Lurkin