Can the $L^1$-$L^\infty$ duality be restored for non-dominated families of probability measures?
非受控概率测度族下能否恢复 L¹–L∞ 对偶性?
The duality $L^{\infty}\simeq (L^{1})'$ frequently breaks down in the presence of model uncertainty, where a single reference measure $P$ is replaced by a non-dominated family of probability measures $\mathcal{P}$. The unavailability of classical measure-theoretic and functional-analytic tools in this regime poses a significant obstacle to developing robust probabilistic frameworks. We show that this duality can be restored for a broad class of robust statistical models by…