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  • Search: subject:"Convex Analysis"
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Year of publication
Subject
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Convex analysis 37 convex analysis 32 Theorie 25 Mathematical programming 22 Mathematische Optimierung 22 Theory 22 Dynamic programming 8 Convex Analysis 7 Matching 7 Stochastischer Prozess 7 Dynamische Optimierung 6 Stochastic process 6 discrete convex analysis 6 Discrete convex analysis 5 Minkowski sum 5 Optimal control 5 Dynamische Wirtschaftstheorie 4 Economic dynamics 4 Markov chain 4 Markov-Kette 4 Mathematics 4 Mathematik 4 Mechanism design 4 Mechanismus-Design-Theorie 4 Portfolio selection 4 Portfolio-Management 4 minimax theorems 4 noncooperative games 4 optimization theory 4 Adverse selection 3 Discrete choice 3 Diskrete Entscheidung 3 Finanzmathematik 3 Game theory 3 Incomplete market 3 Inexact bundle method 3 Legendre-Fenchel transform 3 Linear programming 3 Market mechanism 3 Marktmechanismus 3
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Online availability
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Undetermined 47 Free 36 CC license 3
Type of publication
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Article 56 Book / Working Paper 35 Other 2
Type of publication (narrower categories)
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Article in journal 29 Aufsatz in Zeitschrift 29 Working Paper 10 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 2
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Language
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English 51 Undetermined 42
Author
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Kassay, G. 6 Malick, Jérôme 5 Pallaschke, Diethard 5 Rosenmüller, Joachim 5 Martimort, David 4 Tikhomirov, V. 4 Frenk, Frenk, J.B.G. 3 Frenk, J.B.G. 3 Shapiro, Alexander 3 Stole, Lars A. 3 Zaourar, Sofia 3 Auslender, Alfred 2 Brinkhuis, Brinkhuis, J. 2 Brinkhuis, J. 2 Carlier, Guillaume 2 Dorini, G. 2 Dür, Mirjam 2 Folmer, Henk 2 Fosgerau, Mogens 2 Giorgi, Giorgio 2 Goeree, Jacob K. 2 Hinojosa, Y. 2 Horst, Ulrich 2 Héctor C. 2 Jiménez, Bienvenido 2 Kojima, Fuhito 2 Kolumban, J. 2 Larsen, Kasper 2 Lemaréchal, Claude 2 Lucet, Yves 2 Melo, Emerson 2 Murota, Kazuo 2 Naujokat, Felix 2 Novo, Vicente 2 Oliveira, Michel A.C. 2 Pierro, F. 2 Piunovskiy, A. 2 Puerto, J. 2 Ruszczynski, Andrzej 2 Savic, D. 2
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Institution
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Erasmus University Rotterdam, Econometric Institute 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 EconWPA 2 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 Cowles Foundation for Research in Economics, Yale University 1 Fondazione ENI Enrico Mattei (FEEM) 1 Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1 Krannert School of Management, Purdue University 1 Princeton University Press 1 School of Economics, University of Adelaide 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Computational Statistics 5 Mathematical Methods of Operations Research 5 Mathematics of operations research 5 Computational Optimization and Applications 3 Econometric Institute Report 3 Econometric Institute Research Papers 3 MPRA Paper 3 ERIM Report Series Research in Management 2 European journal of operational research : EJOR 2 Games and economic behavior 2 Journal of economic theory 2 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Risk and Insurance 2 Theoretical economics : TE ; an open access journal in economic theory 2 Working Papers 2 Annals of the Institute of Statistical Mathematics 1 Boston College working papers in economics 1 Computational economics 1 Cowles Foundation Discussion Papers 1 Decisions in Economics and Finance 1 Discussion paper series / Research Institute for Economics and Business Administration, Kobe University 1 Discussion papers / CEPR 1 Discussion papers / Department of Economics, University of Copenhagen 1 EconomiA 1 Economia : revista da ANPEC 1 Economic Theory 1 Economics Papers from University Paris Dauphine 1 Economics discussion paper series : EDP 1 Economics letters 1 Energy economics 1 Finance and Stochastics 1 Finance and stochastics 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 Insurance 1 Insurance: Mathematics and Economics 1 International Series in Operations Research & Management Science 1 International game theory review 1 Introductory Chapters 1 Journal of Economic Theory 1 Journal of Global Optimization 1
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Source
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RePEc 47 ECONIS (ZBW) 37 EconStor 6 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 93
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Tropical analysis: with an application to indivisible goods
Bedard, Nicholas Charles; Goeree, Jacob K. - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 3, pp. 815-829
We establish the Subgradient Theorem for monotone correspondences -- a monotone correspondence is equal to the subdifferential of a potential if and only if it is conservative, i.e. its integral along a closed path vanishes irrespective of the selection from the correspondence along the path. We...
Persistent link: https://www.econbiz.de/10015455270
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Optimal dynamic matching under local compatibility : an application to kidney exchange
Sahin, Omer Faruk; Sili, Duygu; Ünver, M. Utku; … - 2025
In the past two decades, the design and implementation of living donor kidney exchange clearinghouses have been a major success story in market design. Instead of batching and optimizing exchanges over a fixed pool of incompatible patient-donor pairs, the busiest programs now operate...
Persistent link: https://www.econbiz.de/10015436442
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Non-uniqueness of best-of option prices under basket calibration
Ahnouch, Mohammed; Elaachak, Lotfi; Ghadi, Abderrahim - In: Risks : open access journal 13 (2025) 6, pp. 1-14
distributional uncertainty that compounds the well-recognized non-linearity challenges. We establish this non-uniqueness using convex … analysis (extreme ray characterization demonstrating geometric incompatibility between payoff structures), measure theory …
Persistent link: https://www.econbiz.de/10015436527
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A unified theory of robust and distributionally robust optimization via the primal-worst-equals-dual-best principle
Zhen, Jianzhe; Kuhn, Daniel; Wiesemann, Wolfram - In: Operations research 73 (2025) 2, pp. 862-878
Persistent link: https://www.econbiz.de/10015445443
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Lectures on Mathematics for Economic and Financial Analysis
Giorgi, Giorgio; Jiménez, Bienvenido; Novo, Vicente - 2025
Topics of Linear Algebra -- Introduction to Functions of Several Real Variables -- Introduction to Convex Analysis …
Persistent link: https://www.econbiz.de/10015334375
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Participation constraints in discontinuous adverse selection models
Martimort, David; Stole, Lars A. - In: Theoretical Economics 17 (2022) 3, pp. 1145-1181
We present a set of necessary and sufficient conditions for a class of optimal control problems with pure state constraints for which the objective function is linear in the state variable but the objective function is only required to be upper semi-continuous in the control variable. We apply...
Persistent link: https://www.econbiz.de/10014536915
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Participation constraints in discontinuous adverse selection models
Martimort, David; Stole, Lars A. - In: Theoretical economics : TE ; an open access journal in … 17 (2022) 3, pp. 1145-1181
We present a set of necessary and sufficient conditions for a class of optimal control problems with pure state constraints for which the objective function is linear in the state variable but the objective function is only required to be upper semicontinuous in the control variable. We apply...
Persistent link: https://www.econbiz.de/10013327119
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Largest volume inscribed rectangles in convex sets defined by finite number of inequalities
Behroozi, Mehdi - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 3, pp. 787-819
Persistent link: https://www.econbiz.de/10014634759
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On the replication of the pre-kernel and related solutions
Meinhardt, Holger - In: Computational economics 64 (2024) 2, pp. 871-946
Persistent link: https://www.econbiz.de/10015078069
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Some remarks on CCP-based estimators of dynamic models
Fosgerau, Mogens; Melo, Emerson; Shum, Matthew; … - 2021
Persistent link: https://www.econbiz.de/10012436854
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