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I: Optimization Theory -- A method for linearly constrained minimization problems -- On a class of nonconvex optimization problems -- Lower semicontinuity of marginal functions -- A new approach to symmetric quasiconvex conjugacy -- Generalized convexity, functional hulls and applications to...
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On Using the Linear Programming Relaxation of Assignment Type Mixed Integer Problems -- Contributions to Duality Theory of Certain Non-Convex Optimization Problems -- Multistate Reliability Problems for GSP-Digraphs -- Improved Bounds for the Sn /n Problem -- Selection of Solutions by Algorithms...
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This volume contains selected papers presented either at the Oberwolfach Conference on Operations Research, February 1987, or at the three-day workshop on Advanced Computation Techniques, Parallel Processing and Optimization organized by IIASA and the University of Karlsruhe, which immediately...
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I. Concepts in Nonsmooth Analysis -- Attempts to Approximate a Set-Valued Mapping -- Miscellanies on Nonsmooth Analysis and Optimization -- Bundle Methods, Cutting-Plane Algorithms and ?-Newton Directions -- The Solution of a Nested Nonsmooth Optimization Problem -- Variations on the Theme of...
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This voluume contains actual contributions to the current research directions in Optimizatiton Theory as well as applications to economic problems and to problems in industrial engineering. Of particular interest are: convex- and Nonsmooth Analysis, Sensitivity Theory, Optimization techniques...
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We discuss large but finite linear market games which are represented as minima of finitely many measures. These games describe markets in which the agents decompose into finitely many disjoint groups each of which holds a corner of the market. Most solution concepts like the core, the Shapley...
Persistent link: https://www.econbiz.de/10005370615
We describe a financial market as a noncooperative game in strategic form. Agents may borrow or deposit money at a central bank and use the cash available to them in order to purchase a commodity for immediate consumption. They derive positive utility from consumption and from having cash...
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