A perturbational duality approach in vector optimization

A perturbational vector duality approach for objective functions $fcolon Xto bar{L}^0$ is developed, where $X$ is a Banach space and $bar{L}^0$ is the space of extended real valued functions on a measure space, which extends the perturbational approach from the scalar case. The corresponding strong duality statement is proved under a closedness type regularity condition. Optimality conditions and a Moreau-Rockafellar type formula are provided. The results are specialized for constrained and unconstrained problems. Examples of integral operators and risk measures are discussed.