Evstigneev, I.V.; Flam, S.D. - Institutt for Økonomi, Universitetet i Bergen - 2000
A standard approach to duality in stochastic optimization problems with constraints in L(infinite) relies upon the Yosida-Hewitt theorem. We develop an alternative technique which employs only "elementary" means. The technique is based on an e-regularization of the original problem and on...