Search Results - subject:"Support Function"

Necessary optimality conditions for optimistic bilevel programming problems using set-valued programming

Dempe, Stephan; Pilecka, Maria - In: Journal of Global Optimization 61 (2015) 4, pp. 769-788

In this paper we adapt the main results from Amahroq and Gadhi (J Glob Optim 21:435–443, <CitationRef CitationID="CR2">2001</CitationRef>) for a general set-valued optimization problem to an optimistic bilevel programming problem as an optimization problem with implicitly given set-valued constraint. Since this constraint is assumed to...</citationref>

Persistent link: https://www.econbiz.de/10011240891

Sharp identification regions in games

Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca - 2008

based on the support function of the conditional Aumann expectation. When only pure strategy Nash equilibria are played, the …

Persistent link: https://www.econbiz.de/10010288446

Sharp identification regions in games

Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca - Centre for Microdata Methods and Practice (CEMMAP) - 2008

based on the support function of the conditional Aumann expectation. When only pure strategy Nash equilibria are played, the … through a finite number of moment inequal- ities based on the support function of the conditional Aumann expectation. When … aﬀorded by our method. Keywords:Identification, Random Sets, Aumann Expectation, Support Function, Capacity Functional, Normal …

Persistent link: https://www.econbiz.de/10005727666

Bootstrap confidence sets for the Aumann mean of a random closed set

Choirat, Christine; Seri, Raffaello - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 803-817

is provided. Then, a method using a characterization of the confidence set through the support function is proposed and a …

Persistent link: https://www.econbiz.de/10010871481

Applications of Random Set Theory in Econometrics

Molchanov, Ilya; Molinari, Francesca - In: Annual Review of Economics 6 (2014) 1, pp. 229-251

In recent years, the econometrics literature has shown a growing interest in the study of partially identified models, in which the object of economic and statistical interest is a set rather than a point. The characterization of this set and the development of consistent estimators and...

Persistent link: https://www.econbiz.de/10010886207

Unified duality for vector optimization problem over cones involving support functions

Suneja, Surjeet Kaur; Louhan, Pooja - In: RAIRO / Operations research 48 (2014) 3, pp. 271-302

Persistent link: https://www.econbiz.de/10010530200

On the differentiability of the support function

Zălinescu, C. - In: Journal of Global Optimization 57 (2013) 3, pp. 719-731

The support function is strongly related to the cost function in economics. Because the differentiability of the cost … differentiability of the support function of a nonempty closed and convex subset of a finite dimensional normed space. So we provide … characterizations of the differentiability of the support function on three subsets of its domain. Copyright Springer Science …

Persistent link: https://www.econbiz.de/10010994190

A simple view on convex analysis and its applications

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

} ∈ Aff(Xprime)r; 11 • support function of A ∈ Co(X)r: (xprime mapsto→ sA(xprime) = sup{〈xprime,x〉 : x ∈ A}) ∈ Conef …

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

Projection Estimates of Constrained Functional Parameters

Fils-Villetard, A.; Guillou, A.; Segers, J. - Tilburg University, Center for Economic Research - 2005

AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;

Persistent link: https://www.econbiz.de/10011091415

A simple view on convex analysis and its applications

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

Our aim is to give a simple view on the basics and applications of convex analysis. The essential feature of this account is the systematic use of the possibility to associate to each convex object---such as a convex set, a convex function or a convex extremal problem--- a cone, without loss of...

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