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 passing to the limit as e --> 0 with the help of a simple measure-theoretic fact-the biting lemma.
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Length: 12 pages Date of creation: 2000 Date of revision: Handle: RePEc:fth:bereco:0300
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