Single-ratio and multi-ratio fractional programs in applications are often generalized convex programs. We begin with a survey of applications of single-ratio fractional programs, min-max fractional programs and sum-of-ratios fractional programs. Given the limited advances for the latter class...

We present a thorough analysis of the economic order quantity model with shortages under a general inventory cost rate function and concave production costs. By using some standard results from convex analysis, we show that the model exhibits a composite concave-convex structure. Consequently,...

In this paper we discuss a general framework for single item inventory control models. This framework is based on the regenerative structure of these models. Using results from the theory of regenerative processes a unified presentation of those models is presented. Although most of the results...

We discuss a class of risk measures for portfolio optimization with linear loss functions, where the random returns of financial instruments have a multivariate elliptical distribution. Under this setting we pay special attention to two risk measures, Value-at-Risk and Conditional-Value-at-Risk...

In this paper we introduce several classes of generalized convex functions already discussed in the literature and show the relation between those function classes. Moreover, for some of those function classes a Farkas-type theorem is proved. As such this paper unifies and extends results...

In this note we derive the expected total discounted profit of an insurer due to a single policy holder within a third-party liability insurance. We consider both a policy holder claiming optimally and non-optimally.

In this paper which will appear as a chapter in the Handbook of Generalized Convexity we discuss the basic ideas of convex and quasiconvex analysis in finite dimensional Euclidean spaces. To illustrate the usefulness of this branch of mathematics also applications to optimization theory and...

Under mild conditions on the distribution functionF, we analyze the asymptotic behavior in expectation of the smallest order statistic, both for the case thatF is defined on (–, +) and for the case thatF is defined on (0, ). These results yield asymptotic estimates of the expected optiml value...

In this note we present a simplified proof of a lower bound for on-line bin packing. This proof also covers the well-known result given by Liang in Inform. Process Lett. 10 (1980) 76–79.

In this chapter we give an overview on the theory of noncooperative games. In the first part we consider in detail for zero-sum (and constant-sum) noncooperative games under which necessary and sufficient conditions on the payoff function and different (extended) strategy sets for both players...