Two characterizations of quasiconvexity

2024/08/28 by Fechner, Włodzimierz
#26A51 #49J35 #91G70 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2408.15983

Abstract

We present two characterizations of quasiconvexity for radially semicontinuous mappings defined on a convex subset of a real linear space. As an application we obtain an extension of the Sion's minimax theorem, as well as a new characterization of quasiconvex risk measures.

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