The problem of optimizing a biconvex function over a given (bi)convex or compact set frequently occurs in theory as well as in industrial applications, for example, in the field of multifacility location or medical image registration. Thereby, a function <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$f:X\times Y\to{\mathbb{R}}$$</EquationSource> </InlineEquation> is...</equationsource></inlineequation>

The problem of hedging and pricing sequences of contingent claims in large financial markets is studied. Connection between asymptotic arbitrage and behavior of the α-quantile price is shown. The large Black–Scholes model is carefully examined. Copyright Springer-Verlag 2007

The aim of this paper is to solve the fixed point problems: <Equation ID="Equa"> <EquationSource Format="TEX">$$ v=\mathcal{O}v,\quad \hbox{with}\, \mathcal{O}v(x) \mathop{=}^{\rm def} \max (Lv(x), Bv(x) ), x \in \varepsilon, \quad (1)$$</EquationSource> </Equation> where <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\varepsilon$$</EquationSource> </InlineEquation> is a finite set, L is contractive and B is a nonexpansive operator and <Equation ID="Equb"> <EquationSource Format="TEX">$$...</equationsource></equation></equationsource></inlineequation></equationsource></equation>

A general duality framework in convex multiobjective optimization is established using the scalarization with K-strongly increasing functions and the conjugate duality for composed convex cone-constrained optimization problems. Other scalarizations used in the literature arise as particular...

The purpose of this paper is to investigate the structural properties of the optimal batch acceptance policy in a Markovian queueing system where different classes of customers arrive in batches and the buffer capacity is finite. We prove that the optimal policy can possess certain monotonicity...

In this paper we examine an extension of the fictitious play process for bimatrix games to stochastic games. We show that the fictitious play process does not necessarily converge, not even in the 2 × 2 × 2 case with a unique equilibrium in stationary strategies. Here 2 × 2 × 2...

Various models of 2-player stopping games have been considered which assume that players simultaneously observe a sequence of objects. Nash equilibria for such games can be found by first solving the optimal stopping problems arising when one player remains and then defining by recursion the...

In this paper, we are concerned with the problem of boundedness in the constrained global maximization of a convex function. In particular, we present necessary and sufficient conditions for boundedness of a feasible region defined by reverse convex constraints and we establish sufficient and...

For an optimization problem with a composed objective function and composed constraint functions we determine, by means of the conjugacy approach based on the perturbation theory, some dual problems to it. The relations between the optimal objective values of these duals are studied. Moreover,...

In this paper, we point some errors in Guo and Xu (Math Methods Oper Res 60:485–496, 2004) and give the correct expressions of optimal investment strategy and efficient frontier. Copyright Springer-Verlag 2007