Search Results - subject:"Convex Analysis"

Empirical Likelihood Methods in Econometrics: Theory and Practice

Kitamura, Yuichi - Cowles Foundation for Research in Economics, Yale University - 2006

Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method in perspective, two interpretations of empirical likelihood are presented, one as a nonparametric maximum likelihood estimation method (NPMLE) and the other as a generalized minimum contrast estimator...

Persistent link: https://www.econbiz.de/10005087392

Unique equilibria and substitution effects in a stochastic model of the marriage market

Decker, Colin; Lieb, Elliott H.; McCann, Robert J.; … - In: Journal of Economic Theory 148 (2013) 2, pp. 778-792

Choo and Siow (2006) [7] proposed a model for the marriage market which allows for random identically distributed McFadden-type noise in the preferences of each of the participants. In this note we exhibit a strictly convex function whose derivatives vanish precisely at the equilibria of their...

Persistent link: https://www.econbiz.de/10011043032

Prices stabilization for inexact unit-commitment problems

Zaourar, Sofia; Malick, Jérôme - In: Mathematical Methods of Operations Research 78 (2013) 3, pp. 341-359

A widespread and successful approach to tackle unit-commitment problems is constraint decomposition: by dualizing the linking constraints, the large-scale nonconvex problem decomposes into smaller independent subproblems. The dual problem consists then in finding the best Lagrangian multiplier...

Persistent link: https://www.econbiz.de/10010999669

Prices stabilization for inexact unit-commitment problems

Zaourar, Sofia; Malick, Jérôme - In: Computational Statistics 78 (2013) 3, pp. 341-359

Persistent link: https://www.econbiz.de/10010759263

Prices stabilization for inexact unit-commitment problems

Zaourar, Sofia; Malick, Jérôme - In: Mathematical methods of operations research 78 (2013) 3, pp. 341-359

Persistent link: https://www.econbiz.de/10010227474

Computing the Minkowski sum of prisms

Pallaschke, Diethard; Rosenmüller, Joachim - 2005

Within this paper we study the Minkowski sum of prisms ("Cephoids") in a finite dimensional vector space. We provide a representation of a finite sum of prisms in terms of inequalities.

Persistent link: https://www.econbiz.de/10009452488

Computing the Minkowski sum of prisms

Pallaschke, Diethard; Rosenmüller, Joachim - 2005

Within this paper we study the Minkowski sum of prisms ('Cephoids') in a finite dimensional vector space. We provide a representation of a finite sum of prisms in terms of inequalities.

Persistent link: https://www.econbiz.de/10010272577

A simple view on convex analysis and its applications

Brinkhuis, J.; Tikhomirov, V. - Erasmus University Rotterdam, Econometric Institute - 2005

Our aim is to give a simple view on the basics and applications of convex analysis. The essential feature of this … or a convex extremal problem--- a cone, without loss of information. The core of convex analysis is the possibility of …A simple view on convex analysis and its applications Jan Brinkhuis Erasmus University Rotterdam Vladimir Tikhomirov …

Persistent link: https://www.econbiz.de/10004972179

A simple view on convex analysis and its applications

Brinkhuis, Brinkhuis, J.; Tikhomirov, V. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

Persistent link: https://www.econbiz.de/10010837913

Computing the Minkowski sum of prisms

Pallaschke, Diethard; Rosenmüller, Joachim - Institut für Mathematische Wirtschaftsforschung, … - 2005

Within this paper we compute the Minkowski sum of prisms ("Cephoids") in a finite-dimensional vector space. We provide a representation of a finite sum of prisms in terms of inequalities.

Persistent link: https://www.econbiz.de/10005344707