Geodesic
Convex Stochastic Duality and the "Biting Lemma"
Journal of convex analysis, Tome 9 (2002) no. 1, pp. 237-244.

Voir la notice de l'article provenant de la source Heldermann Verlag

A standard approach to duality in stochastic optimization problems with constraints in $L_{\infty}$ relies upon the Yosida - Hewitt theorem. We develop an alternative technique which employs only "elementary" means. The technique is based on an $\varepsilon$-regularization of the original problem and on passing to the limit as $\varepsilon \to 0$ with the help of a simple measure-theoretic fact -- the biting lemma.
Classification : 90C15, 51A41, 90C19, 90A16
Mots-clés : Stochastic optimization, convex duality, constraints in L-infinity, stochastic Lagrange multipliers, bounded sets in L-1, biting lemma, Gale's economic model 
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     author = {I. V. Evstigneev and S. D. Fl\r{a}m},
     title = {Convex {Stochastic} {Duality} and the {"Biting} {Lemma"}},
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     pages = {237--244},
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I. V. Evstigneev; S. D. Flåm. Convex Stochastic Duality and the "Biting Lemma". Journal of convex analysis, Tome 9 (2002) no. 1, pp. 237-244. http://geodesic.mathdoc.fr/item/JCA_2002_9_1_JCA_2002_9_1_a10/