J. Aubin and H. Frankowska, Set-valued analysis. Modern Birkhäuser Classics, 2009.

H. H. Bauschke and P. L. Combettes, Convex analysis and monotone operator theory in Hilbert spaces, CMS Books in Mathematics/Ouvrages de Mathématiques de la SMC, 2017.
DOI : 10.1007/978-3-319-48311-5

URL : https://hal.archives-ouvertes.fr/hal-00643354

D. P. Bertsekas and S. E. Shreve, Stochastic Optimal Control: The Discrete-Time Case, Athena Scientific, 1996.

A. Cabot, A. Jourani, and L. Thibault, Envelopes for sets and functions II: generalized polarity and conjugacy, 2018.
DOI : 10.1112/s0025579316000309

P. Carpentier, J. Chancelier, G. Cohen, and M. D. Lara, Stochastic Multi-Stage Optimization, At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming, 2015.
DOI : 10.1007/978-3-319-18138-7

URL : https://hal.archives-ouvertes.fr/hal-01165572

P. Girardeau, V. Leclere, and A. B. Philpott, On the convergence of decomposition methods for multistage stochastic convex programs. Mathematics of Operations Research, vol.40, pp.130-145, 2014.
URL : https://hal.archives-ouvertes.fr/hal-01208295

V. L. Levin, Abstract convexity and the Monge-Kantorovich duality, Generalized convexity and related topics, vol.583, pp.33-72, 2007.
DOI : 10.1007/978-3-540-37007-9_2

M. Lò-eve, Probability Theory I, 1977.

J. E. Martínez-legaz, Handbook of Generalized Convexity and Generalized Monotonicity. Nonconvex Optimization and Its Applications, vol.76, pp.237-292, 2005.

J. J. Moreau, Inf-convolution, sous-additivité, convexité des fonctions numériques, J. Math. Pures Appl, vol.49, issue.9, pp.109-154, 1970.

D. Pallaschke and S. Rolewicz, Foundations of mathematical optimization, Mathematics and its Applications, vol.388, 1997.
DOI : 10.1007/978-94-017-1588-1

T. Pennanen and A. Perkkiö, Shadow price of information in discrete time stochastic optimization, Mathematical Programming, vol.168, issue.1, pp.347-367, 2018.

R. Rockafellar, Integrals which are convex functionals, Pacific J. Math, vol.24, issue.3, pp.525-539, 1968.
DOI : 10.2140/pjm.1968.24.525

URL : http://msp.org/pjm/1968/24-3/pjm-v24-n3-p11-s.pdf

R. T. Rockafellar, Extension of Fenchel's duality theorem for convex functions, Duke Math. J, vol.33, pp.81-89, 1966.
DOI : 10.1215/s0012-7094-66-03312-6

R. T. Rockafellar, Integrals which are convex functionals, II. Pacific J. Math, vol.39, issue.2, pp.439-469, 1971.
DOI : 10.2140/pjm.1968.24.525

URL : http://msp.org/pjm/1968/24-3/pjm-v24-n3-p11-s.pdf

R. T. Rockafellar, R. , and J. Wets, Variational Analysis, 1998.

R. T. Rockafellar and P. R. Wolenski, Envelope representations in hamilton-jacobi theory for fully convex problems of control, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), vol.3, pp.2768-2771, 2001.

A. Rubinov, Abstract convexity and global optimization, volume 44 of Nonconvex Optimization and its Applications, 2000.

F. Santambrogio, Optimal Transport for Applied Mathematicians: Calculus of Variations, PDEs, and Modeling, Progress in Nonlinear Differential Equations and Their Applications, 2015.
DOI : 10.1007/978-3-319-20828-2

URL : https://link.springer.com/content/pdf/bfm%3A978-3-319-20828-2%2F1.pdf

A. Shapiro, Analysis of stochastic dual dynamic programming method, European J. Oper. Res, vol.209, issue.1, pp.63-72, 2011.
DOI : 10.1016/j.ejor.2010.08.007

URL : http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf

I. Singer, Abstract convex analysis, Series of Monographs and Advanced Texts, 1997.

M. Volle, Multiapplications duales etprobì emes d'optimisation en dualité. Comptes Rendus de l'Académie des Sciences Paris, pp.11-14, 1983.