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Convex optimization over compact sets defined as Aumann set-valued integrals

Let $(X,P)$ be a probability measure space. Let $K$ be a convex compact subset of $\mathbb R^d$ and let $F:X \to 2^{K}$ be a set-valued map. Assume that $F$ is: closed (i.e $F(x)$ is closed for ...
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