Consider a class of variational inequality problems of finding <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$${x^*\in S}$$</EquationSource> </InlineEquation>, such that <Equation ID="Equa"> <EquationSource Format="TEX">$$f(x^*)^\top (z-x^*)\geq 0,\quad \forall z\in S,$$</EquationSource> </Equation> where the underlying mapping f is hard to evaluate (sometimes its explicit form is unknown), and S has the following structure <Equation ID="Equb"> <EquationSource Format="TEX">$$S=\{x\in R^n\; | \;...</equationsource></equation></equationsource></equation></equationsource></inlineequation>

To model flexible objectives for discrete location problems, ordered median functions can be applied. These functions multiply a weight to the cost of fulfilling the demand of a customer which depends on the position of that cost relative to the costs of fulfilling the demand of the other...

We consider the problem of maximizing terminal utility in a model where asset prices are driven by Wiener processes, but where the various rates of returns are allowed to be arbitrary semimartingales. The only information available to the investor is the one generated by the asset prices and, in...

This paper deals with discrete-time Markov control processes in Borel spaces, with unbounded rewards. The criterion to be optimized is a long-run sample-path (or pathwise) average reward subject to constraints on a long-run pathwise average cost. To study this pathwise problem, we give...

In this paper we are concerned with the problem of unboundedness and existence of an optimal solution in reverse convex and concave integer optimization problems. In particular, we present necessary and sufficient conditions for existence of an upper bound for a convex objective function defined...