Numerical Algorithms, ISSN 1017-1398, 4/2019, Volume 80, Issue 4, pp. 1413 - 1436

The article introduces a new algorithm for solving a class of equilibrium problems involving strongly pseudomonotone bifunctions with a Lipschitz-type...

Proximal-like method | Numeric Computing | Theory of Computation | Regularized method | Strongly pseudomonotone bifunction | Algorithms | Algebra | 47J20 | Equilibrium problem | Numerical Analysis | Computer Science | Lipschitz-type bifunction | 47H05 | 47J25 | 65J15 | 91B50 | MATHEMATICS, APPLIED

Proximal-like method | Numeric Computing | Theory of Computation | Regularized method | Strongly pseudomonotone bifunction | Algorithms | Algebra | 47J20 | Equilibrium problem | Numerical Analysis | Computer Science | Lipschitz-type bifunction | 47H05 | 47J25 | 65J15 | 91B50 | MATHEMATICS, APPLIED

Journal Article

2.
Full Text
Convergence analysis of a new algorithm for strongly pseudomontone equilibrium problems

Numerical algorithms, ISSN 1572-9265, 2017, Volume 77, Issue 4, pp. 983 - 1001

The paper introduces and analyzes the convergence of a new iterative algorithm for approximating solutions of equilibrium problems involving strongly...

Proximal-like method | Numeric Computing | Theory of Computation | Strongly pseudomonotone bifunction | Algorithms | Algebra | 47J20 | Equilibrium problem | Numerical Analysis | Computer Science | Lipschitz-type bifunction | Extragradient method | 47H05 | 47J25 | 65J15 | 91B50 | HILBERT-SPACES | MATHEMATICS, APPLIED | EXTRAGRADIENT METHODS | MAPPINGS | POINTS | Analysis

Proximal-like method | Numeric Computing | Theory of Computation | Strongly pseudomonotone bifunction | Algorithms | Algebra | 47J20 | Equilibrium problem | Numerical Analysis | Computer Science | Lipschitz-type bifunction | Extragradient method | 47H05 | 47J25 | 65J15 | 91B50 | HILBERT-SPACES | MATHEMATICS, APPLIED | EXTRAGRADIENT METHODS | MAPPINGS | POINTS | Analysis

Journal Article

Bulletin of the Brazilian Mathematical Society, New Series, ISSN 1678-7544, 9/2019, Volume 50, Issue 3, pp. 685 - 704

This paper presents Karush–Kuhn–Tucker necessary conditions for efficient and weak efficient solutions of nonsmooth vector equilibrium problems with general...

Vector equilibrium problems | 90C46 | 49J52 | Theoretical, Mathematical and Computational Physics | Mathematics, general | 90C29 | Mathematics | General inequality constraints | Metric regularity | Convexificators | Karush–Kuhn–Tucker necessary conditions | 91B50 | MATHEMATICS | STABILITY | Karush-Kuhn-Tucker necessary conditions | LAGRANGE MULTIPLIERS | OPTIMALITY CONDITIONS

Vector equilibrium problems | 90C46 | 49J52 | Theoretical, Mathematical and Computational Physics | Mathematics, general | 90C29 | Mathematics | General inequality constraints | Metric regularity | Convexificators | Karush–Kuhn–Tucker necessary conditions | 91B50 | MATHEMATICS | STABILITY | Karush-Kuhn-Tucker necessary conditions | LAGRANGE MULTIPLIERS | OPTIMALITY CONDITIONS

Journal Article

Journal of Optimization Theory and Applications, ISSN 0022-3239, 11/2016, Volume 171, Issue 2, pp. 643 - 665

Fritz John and Karush–Kuhn–Tucker necessary conditions for local efficient solutions of constrained vector equilibrium problems in Banach spaces in which those...

Vector equilibrium problems | Vector variational inequalities | Mathematics | Theory of Computation | Optimization | Regular points in the sense of Ioffe | 90C46 | Calculus of Variations and Optimal Control; Optimization | 49J52 | Applications of Mathematics | Engineering, general | Operation Research/Decision Theory | Fritz John and Karush–Kuhn–Tucker optimality conditions | Convexificators | Vector optimization problems | 91B50 | VARIATIONAL-INEQUALITIES | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | SUFFICIENT CONDITIONS | OPTIMIZATION | Fritz John and Karush-Kuhn-Tucker optimality conditions | Studies | Banach spaces | Mathematical analysis | Equilibrium | Constraints | Convexity | Banach space | Inequalities

Vector equilibrium problems | Vector variational inequalities | Mathematics | Theory of Computation | Optimization | Regular points in the sense of Ioffe | 90C46 | Calculus of Variations and Optimal Control; Optimization | 49J52 | Applications of Mathematics | Engineering, general | Operation Research/Decision Theory | Fritz John and Karush–Kuhn–Tucker optimality conditions | Convexificators | Vector optimization problems | 91B50 | VARIATIONAL-INEQUALITIES | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | SUFFICIENT CONDITIONS | OPTIMIZATION | Fritz John and Karush-Kuhn-Tucker optimality conditions | Studies | Banach spaces | Mathematical analysis | Equilibrium | Constraints | Convexity | Banach space | Inequalities

Journal Article

Journal of Global Optimization, ISSN 0925-5001, 2/2018, Volume 70, Issue 2, pp. 455 - 476

In this paper, we develop a cooperative game framework for modeling the pollution control problem in a time-dependent setting. We examine the situation in...

Infinite dimensional duality | Kyoto Protocol | Mathematics | Cooperative games | Optimization | 91B76 | Operations Research/Decision Theory | 49J40 | 49N15 | Computer Science, general | Evolutionary variational inequality | Real Functions | 91B50 | MATHEMATICS, APPLIED | EQUILIBRIUM PROBLEM | ENVIRONMENTAL PROJECTS | FORMULATION | INFINITE-DIMENSIONAL DUALITY | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | JOINT IMPLEMENTATION | GAME | OPTIMIZATION | Environmental aspects | Air quality management | Analysis | Equilibrium conditions | Mathematical models | Lagrange multipliers | Decision making | Game theory | Pollution control

Infinite dimensional duality | Kyoto Protocol | Mathematics | Cooperative games | Optimization | 91B76 | Operations Research/Decision Theory | 49J40 | 49N15 | Computer Science, general | Evolutionary variational inequality | Real Functions | 91B50 | MATHEMATICS, APPLIED | EQUILIBRIUM PROBLEM | ENVIRONMENTAL PROJECTS | FORMULATION | INFINITE-DIMENSIONAL DUALITY | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | JOINT IMPLEMENTATION | GAME | OPTIMIZATION | Environmental aspects | Air quality management | Analysis | Equilibrium conditions | Mathematical models | Lagrange multipliers | Decision making | Game theory | Pollution control

Journal Article

Journal of Optimization Theory and Applications, ISSN 0022-3239, 10/2017, Volume 175, Issue 1, pp. 158 - 171

In this paper, we prove the existence of the equilibrium in choice for games in choice form. Thus, we add to the research recently appeared in the scientific...

Equilibrium in choice | Game in choice form | Fixed-point theorem | Mathematics | Theory of Computation | Optimization | Selection theorem | Calculus of Variations and Optimal Control; Optimization | 91A06 | Operations Research/Decision Theory | Applications of Mathematics | Engineering, general | 91B52 | 91B50 | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Game theory

Equilibrium in choice | Game in choice form | Fixed-point theorem | Mathematics | Theory of Computation | Optimization | Selection theorem | Calculus of Variations and Optimal Control; Optimization | 91A06 | Operations Research/Decision Theory | Applications of Mathematics | Engineering, general | 91B52 | 91B50 | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Game theory

Journal Article

Applied Mathematics & Optimization, ISSN 0095-4616, 4/2019, Volume 79, Issue 2, pp. 257 - 277

In this paper, by introducing a new concept of the (f, g, h)-quasimonotonicity and applying the maximal monotonicity of bifunctions and KKM technique, we show...

Systems Theory, Control | Theoretical, Mathematical and Computational Physics | 74Q05 | Quasi mixed equilibrium | Mathematics | KKM principle | Mathematical Methods in Physics | Calculus of Variations and Optimal Control; Optimization | Optimal control | 90C33 | Numerical and Computational Physics, Simulation | ( f, g, h )-Quasimonotonicity | Maximal monotonicity | 91B50 | (f, g, h)-Quasimonotonicity | MATHEMATICS, APPLIED | h)-Quasimonotonicity | Computer science | Inclusions | Optimization | Differential equations

Systems Theory, Control | Theoretical, Mathematical and Computational Physics | 74Q05 | Quasi mixed equilibrium | Mathematics | KKM principle | Mathematical Methods in Physics | Calculus of Variations and Optimal Control; Optimization | Optimal control | 90C33 | Numerical and Computational Physics, Simulation | ( f, g, h )-Quasimonotonicity | Maximal monotonicity | 91B50 | (f, g, h)-Quasimonotonicity | MATHEMATICS, APPLIED | h)-Quasimonotonicity | Computer science | Inclusions | Optimization | Differential equations

Journal Article

Finance and Stochastics, ISSN 0949-2984, 1/2015, Volume 19, Issue 1, pp. 1 - 22

The existence of complete Radner equilibria is established in an economy whose parameters are driven by a diffusion process. Our results complement those in...

D52 | Finance/Investment/Banking | Endogenous completeness | 60G44 | D53 | Probability Theory and Stochastic Processes | G12 | Mathematics | Real-analytic functions | Quantitative Finance | Martingale representation | Statistics for Business/Economics/Mathematical Finance/Insurance | Economic Theory | 91B51 | 26E05 | Dynamic equilibrium | 91B50 | BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | EQUATIONS | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | COMPLETE MARKETS | CONTINUOUS-TIME | Studies | Stochastic models | Economic theory | Equilibrium | Finance

D52 | Finance/Investment/Banking | Endogenous completeness | 60G44 | D53 | Probability Theory and Stochastic Processes | G12 | Mathematics | Real-analytic functions | Quantitative Finance | Martingale representation | Statistics for Business/Economics/Mathematical Finance/Insurance | Economic Theory | 91B51 | 26E05 | Dynamic equilibrium | 91B50 | BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | EQUATIONS | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | COMPLETE MARKETS | CONTINUOUS-TIME | Studies | Stochastic models | Economic theory | Equilibrium | Finance

Journal Article

Journal of applied mathematics & computing, ISSN 1865-2085, 2016, Volume 53, Issue 1-2, pp. 531 - 554

In this paper, we propose two novel parallel hybrid methods for finding a common element of the set of solutions of a finite family of generalized equilibrium...

Computational Mathematics and Numerical Analysis | Hybrid method | Equilibrium problem | Mathematics of Computing | Appl.Mathematics/Computational Methods of Engineering | 47H09 | Mathematics | Theory of Computation | Strictly pseudocontractive mapping | Parallel computation | 65Y05 | 91B50 | MATHEMATICS | MATHEMATICS, APPLIED | NONEXPANSIVE-MAPPINGS | Strictly pseudocontractive apping | CONVERGENCE | FIXED-POINTS | Studies | Parallel processing | Mapping | Mathematical analysis | Equilibrium | Asymptotic methods | Theorems | Fixed points (mathematics) | Asymptotic properties | Equilibrium methods | Hilbert space | Mathematical models | Mathematics - Optimization and Control

Computational Mathematics and Numerical Analysis | Hybrid method | Equilibrium problem | Mathematics of Computing | Appl.Mathematics/Computational Methods of Engineering | 47H09 | Mathematics | Theory of Computation | Strictly pseudocontractive mapping | Parallel computation | 65Y05 | 91B50 | MATHEMATICS | MATHEMATICS, APPLIED | NONEXPANSIVE-MAPPINGS | Strictly pseudocontractive apping | CONVERGENCE | FIXED-POINTS | Studies | Parallel processing | Mapping | Mathematical analysis | Equilibrium | Asymptotic methods | Theorems | Fixed points (mathematics) | Asymptotic properties | Equilibrium methods | Hilbert space | Mathematical models | Mathematics - Optimization and Control

Journal Article

Computational & applied mathematics, ISSN 1807-0302, 2017, Volume 37, Issue 3, pp. 3832 - 3845

In this paper, we consider vector quasi-equilibrium problems under perturbation in terms of suitable asymptotically solving sequences, not embedding given...

Computational Mathematics and Numerical Analysis | Gap function | Mathematics | Quasi-variational inequalities | 90C31 | Mathematical Applications in Computer Science | 49K40 | Quasi-equilibrium problems | Painlevé–Kuratowski convergence | Nonlinear scalarization | Applications of Mathematics | Mathematical Applications in the Physical Sciences | 91B50

Computational Mathematics and Numerical Analysis | Gap function | Mathematics | Quasi-variational inequalities | 90C31 | Mathematical Applications in Computer Science | 49K40 | Quasi-equilibrium problems | Painlevé–Kuratowski convergence | Nonlinear scalarization | Applications of Mathematics | Mathematical Applications in the Physical Sciences | 91B50

Journal Article

Journal of Optimization Theory and Applications, ISSN 0022-3239, 2/2016, Volume 168, Issue 2, pp. 646 - 660

The main purpose of this paper is to investigate on the existence of a competitive equilibrium for a market with consumption and exchange. A variational...

49J53 | Calculus of Variations and Optimal Control; Optimization | Generalized quasi-variational inequalities | Perturbation procedure | Mathematics | Theory of Computation | Applications of Mathematics | Engineering, general | Operation Research/Decision Theory | Optimization | Competitive equilibrium | 91B50 | EXISTENCE | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Studies | Economic models | Theorems | Economic theory | Mathematical models | Equilibrium | Inequality | Exchange | Economics | Consumption | Utilities | Inequalities | Markets | Representations

49J53 | Calculus of Variations and Optimal Control; Optimization | Generalized quasi-variational inequalities | Perturbation procedure | Mathematics | Theory of Computation | Applications of Mathematics | Engineering, general | Operation Research/Decision Theory | Optimization | Competitive equilibrium | 91B50 | EXISTENCE | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Studies | Economic models | Theorems | Economic theory | Mathematical models | Equilibrium | Inequality | Exchange | Economics | Consumption | Utilities | Inequalities | Markets | Representations

Journal Article

Mathematica Slovaca, ISSN 0139-9918, 11/2017, Volume 67, Issue 6, pp. 1427 - 1450

Fuzzy measures and Choquet asymmetric integral are considered here. As an application to economics some Core-Walras results are given.

28B20 | 91B54 | Choquet integral | 28A25 | fuzzy measure | core of an economy | Walrasian equilibrium | Primary 28E10 | 91B50 | Core of an economy | Fuzzy measure | MATHEMATICS | CORE-WALRAS EQUIVALENCE | EXTREMELY DESIRABLE COMMODITIES | EQUILIBRIA | SPACES | FINITELY ADDITIVE ECONOMIES | NULL SETS | SET-VALUED FUNCTIONS | Usage | Models | Economic conditions | Research | Integrals | Mathematical research | Mathematics - Functional Analysis

28B20 | 91B54 | Choquet integral | 28A25 | fuzzy measure | core of an economy | Walrasian equilibrium | Primary 28E10 | 91B50 | Core of an economy | Fuzzy measure | MATHEMATICS | CORE-WALRAS EQUIVALENCE | EXTREMELY DESIRABLE COMMODITIES | EQUILIBRIA | SPACES | FINITELY ADDITIVE ECONOMIES | NULL SETS | SET-VALUED FUNCTIONS | Usage | Models | Economic conditions | Research | Integrals | Mathematical research | Mathematics - Functional Analysis

Journal Article

Positivity, ISSN 1385-1292, 12/2016, Volume 20, Issue 4, pp. 829 - 846

In this paper, two existence theorems concerning the strong efficient solutions and the weakly efficient solutions of generalized vector equilibrium problems...

Lower semicontinuity | Mathematics | Generalized vector equilibrium problem | 90C31 | Operator Theory | Fan-KKM theorem | Fourier Analysis | Potential Theory | Calculus of Variations and Optimal Control; Optimization | 49K40 | Solution mapping | Stackelberg equilibrium problem | Econometrics | Vector optimization problem | 91B50 | SPACES | SOLUTION MAPPINGS | VARIATIONAL-INEQUALITIES | MATHEMATICS | CONTINUITY | MAPS | SYSTEMS | SOLUTION SET | EFFICIENT SOLUTIONS | Studies | Theorems | Mathematical models | Equilibrium

Lower semicontinuity | Mathematics | Generalized vector equilibrium problem | 90C31 | Operator Theory | Fan-KKM theorem | Fourier Analysis | Potential Theory | Calculus of Variations and Optimal Control; Optimization | 49K40 | Solution mapping | Stackelberg equilibrium problem | Econometrics | Vector optimization problem | 91B50 | SPACES | SOLUTION MAPPINGS | VARIATIONAL-INEQUALITIES | MATHEMATICS | CONTINUITY | MAPS | SYSTEMS | SOLUTION SET | EFFICIENT SOLUTIONS | Studies | Theorems | Mathematical models | Equilibrium

Journal Article

4OR, ISSN 1619-4500, 6/2018, Volume 16, Issue 2, pp. 173 - 198

This article presents necessary and sufficient optimality conditions for weakly efficient solution, Henig efficient solution, globally efficient solution and...

Contingent derivatives | Industrial and Production Engineering | 90C29 | Steady functions | 90C48 | Henig efficient solutions | Weakly efficient solutions | Optimization | Optimality conditions | Globally efficient solutions | Business and Management | Unconstrained vector equilibrium problem | Stable functions | 90C46 | 49J52 | Operations Research/Decision Theory | Superefficient solutions | 91B50 | EXISTENCE | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EFFICIENT SOLUTIONS | Analysis | Optimality theory | Economic models | Banach spaces | Convexity | Derivatives | Nonlinear programming | Banach space | Equilibrium

Contingent derivatives | Industrial and Production Engineering | 90C29 | Steady functions | 90C48 | Henig efficient solutions | Weakly efficient solutions | Optimization | Optimality conditions | Globally efficient solutions | Business and Management | Unconstrained vector equilibrium problem | Stable functions | 90C46 | 49J52 | Operations Research/Decision Theory | Superefficient solutions | 91B50 | EXISTENCE | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EFFICIENT SOLUTIONS | Analysis | Optimality theory | Economic models | Banach spaces | Convexity | Derivatives | Nonlinear programming | Banach space | Equilibrium

Journal Article

Mathematical Programming, ISSN 0025-5610, 1/2008, Volume 111, Issue 1, pp. 315 - 348

We present polynomial-time interior-point algorithms for solving the Fisher and Arrow–Debreu competitive market equilibrium problems with linear utilities and...

Mathematical Methods in Physics | 90C51 | Mathematics of Computing | Calculus of Variations and Optimal Control; Optimization | 90C25 | Mathematical and Computational Physics | Numerical Analysis | Mathematics | Combinatorics | 91B50 | EXISTENCE | COMPUTER SCIENCE, SOFTWARE ENGINEERING | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | INTERIOR-POINT | ALGORITHM | Competition (Economics) | Algorithms | Management science | Studies | Optimization techniques | Linear programming | Mathematical models | Equilibrium

Mathematical Methods in Physics | 90C51 | Mathematics of Computing | Calculus of Variations and Optimal Control; Optimization | 90C25 | Mathematical and Computational Physics | Numerical Analysis | Mathematics | Combinatorics | 91B50 | EXISTENCE | COMPUTER SCIENCE, SOFTWARE ENGINEERING | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | INTERIOR-POINT | ALGORITHM | Competition (Economics) | Algorithms | Management science | Studies | Optimization techniques | Linear programming | Mathematical models | Equilibrium

Journal Article

Mathematical Programming, ISSN 0025-5610, 12/2014, Volume 148, Issue 1, pp. 223 - 239

Convexity has long had an important role in economic theory, but some recent developments have featured it all the more in problems of equilibrium. Here the...

Theoretical, Mathematical and Computational Physics | 90C29 | Mathematics | 90C15 | 91B55 | Mathematical Methods in Physics | 91B42 | Calculus of Variations and Optimal Control; Optimization | Mathematics of Computing | Numerical Analysis | 91B24 | 49J40 | 90C33 | Financial equilibrium | 91B25 | Combinatorics | 91B51 | Convex analysis | Variational inequalities | 91B50 | EXISTENCE | COMPUTER SCIENCE, SOFTWARE ENGINEERING | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MARKETS | ECONOMIC EQUILIBRIUM | Analysis | Financial markets | Studies | Economic theory | Mathematical programming | Economics | Platforms | Utilities | Maximization | Mathematical analysis | Inequalities | Markets | Mathematical models

Theoretical, Mathematical and Computational Physics | 90C29 | Mathematics | 90C15 | 91B55 | Mathematical Methods in Physics | 91B42 | Calculus of Variations and Optimal Control; Optimization | Mathematics of Computing | Numerical Analysis | 91B24 | 49J40 | 90C33 | Financial equilibrium | 91B25 | Combinatorics | 91B51 | Convex analysis | Variational inequalities | 91B50 | EXISTENCE | COMPUTER SCIENCE, SOFTWARE ENGINEERING | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MARKETS | ECONOMIC EQUILIBRIUM | Analysis | Financial markets | Studies | Economic theory | Mathematical programming | Economics | Platforms | Utilities | Maximization | Mathematical analysis | Inequalities | Markets | Mathematical models

Journal Article

Advances in Nonlinear Analysis, ISSN 2191-9496, 05/2014, Volume 3, Issue 2, pp. 69 - 80

This paper deals with solving equilibrium problems under
local conditions on equilibrium bifunctions. Some techniques first
considered for multivalued mixed...

quasimonotonicity | Equilibrium problem | pseudomonotonicity | 90C33 | 65K10 | variational inequality problem | multivalued mapping | hemicontinuity | 91B50 | Variational inequality problem | Multivalued mapping | Pseudomonotonicity | Hemicontinuity | Quasimonotonicity | GENERALIZED MONOTONE BIFUNCTIONS | MATHEMATICS, APPLIED | SPACES | QUASI-MONOTONE | VARIATIONAL-INEQUALITIES | MATHEMATICS | MAPPINGS

quasimonotonicity | Equilibrium problem | pseudomonotonicity | 90C33 | 65K10 | variational inequality problem | multivalued mapping | hemicontinuity | 91B50 | Variational inequality problem | Multivalued mapping | Pseudomonotonicity | Hemicontinuity | Quasimonotonicity | GENERALIZED MONOTONE BIFUNCTIONS | MATHEMATICS, APPLIED | SPACES | QUASI-MONOTONE | VARIATIONAL-INEQUALITIES | MATHEMATICS | MAPPINGS

Journal Article

Journal of Optimization Theory and Applications, ISSN 0022-3239, 7/2015, Volume 166, Issue 1, pp. 306 - 320

Recently, it was shown that coherent risk measures are not robust with respect to changes in large data. On the other hand, in this article, we show that...

Good deals | Mathematics | Theory of Computation | Optimization | Representative agent hedging problem | Pricing rules | Calculus of Variations and Optimal Control; Optimization | 91B16 | Operations Research/Decision Theory | Minimal modification | 91B70 | Robustness | Applications of Mathematics | Engineering, general | Risk measures | 91B50 | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | GENERAL DEVIATION MEASURES | OPTIMALITY | Measurement | Hedging (Finance) | Pricing | Studies | Economic theory | Mathematical analysis | Risk assessment | Pricing policies | Hedging | Decision making | Tradeoffs | Coherence | Position measurement | Risk | Markets

Good deals | Mathematics | Theory of Computation | Optimization | Representative agent hedging problem | Pricing rules | Calculus of Variations and Optimal Control; Optimization | 91B16 | Operations Research/Decision Theory | Minimal modification | 91B70 | Robustness | Applications of Mathematics | Engineering, general | Risk measures | 91B50 | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | GENERAL DEVIATION MEASURES | OPTIMALITY | Measurement | Hedging (Finance) | Pricing | Studies | Economic theory | Mathematical analysis | Risk assessment | Pricing policies | Hedging | Decision making | Tradeoffs | Coherence | Position measurement | Risk | Markets

Journal Article

Mathematical methods of operations research (Heidelberg, Germany), ISSN 1432-5217, 2013, Volume 79, Issue 2, pp. 163 - 177

Necessary optimality conditions for efficient solutions of unconstrained and vector equilibrium problems with equality and inequality constraints are derived....

partial $$ ∂ -Pseudoconvex functions | Quasiinteriors | Quasirelative interiors | Dini subdifferentials | Efficient solutions | Mathematics | partial _D$$ ∂ D -Quasiconvex functions | Clarke subdifferentials | 90C46 | Calculus of Variations and Optimal Control; Optimization | 49J52 | Operations Research/Decision Theory | Business/Management Science, general | 91B50 | Pseudoconvex functions | D -Quasiconvex functions | MATHEMATICS, APPLIED | SPACES | VARIATIONAL-INEQUALITIES | partial derivative-Pseudoconvex functions | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | partial derivative(D)-Quasiconvex functions | CONSTRAINTS | OPTIMIZATION | DUALITY-THEORY | Studies | Operations research | Vector space | Equilibrium | Analysis | Mathematical analysis | Inequalities | Convexity | Vectors (mathematics) | Order disorder | Optimization

partial $$ ∂ -Pseudoconvex functions | Quasiinteriors | Quasirelative interiors | Dini subdifferentials | Efficient solutions | Mathematics | partial _D$$ ∂ D -Quasiconvex functions | Clarke subdifferentials | 90C46 | Calculus of Variations and Optimal Control; Optimization | 49J52 | Operations Research/Decision Theory | Business/Management Science, general | 91B50 | Pseudoconvex functions | D -Quasiconvex functions | MATHEMATICS, APPLIED | SPACES | VARIATIONAL-INEQUALITIES | partial derivative-Pseudoconvex functions | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | partial derivative(D)-Quasiconvex functions | CONSTRAINTS | OPTIMIZATION | DUALITY-THEORY | Studies | Operations research | Vector space | Equilibrium | Analysis | Mathematical analysis | Inequalities | Convexity | Vectors (mathematics) | Order disorder | Optimization

Journal Article