Duality in Linear Programs with Convolution Constraints.

Let f(t) and K(t) be non-negative functions that are dominated by integrable step functions that are constant over contiguous unit intervals. Then the supremum of the integral int from (-inf) to (inf) f(t)h(t) dt over non-negative locally integrable functions h(t) satisfying int from (-inf) to (inf) K(t-x)h(t)dt -1, (-inf f(t) for almost all t.