Continuous essential selections and integral functionals

Given a strictly positive measure, we characterize inner semicontinuous solid convex-valued mappings for which continuous functions which are selections almost everywhere are selections. This class contains continuous mappings as well as fully lower semicontinuous closed convex-valued mappings that arise in variational analysis and optimization of integral functionals. The characterization allows for extending existing results on convex conjugates of integral functionals on continuous functions. We also give an application to integral functionals on left continuous functions of bounded variation

Stochastic programs without duality gaps

This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of solutions and the absence of a duality gap. Our proof uses extended dynamic programming equations, whose validity is established under new relaxed conditions that generalize certain no-arbitrage conditions from mathematical finance