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~subject:"Bi-polar theorem"
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Bi-polar theorem
Convex cones
8
convex cones
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Theorie
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Theory
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Mathematical programming
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Mathematische Optimierung
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Conic optimization
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Duality
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Hammond order
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bi-polar theorem
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coherent risk rneasures
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conic optimization
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convex duality
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dorninance relations
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duality
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incornplete rnarkets
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portfolio optirnization
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valuation bounds
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Bi-objective resource allocation problem
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Biobjective programs
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Carathéodory's theorem
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Cones of matrices
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Convex cones approach
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Brinkhuis, Brinkhuis, J.
1
Brinkhuis, J.
1
Zhang, S.
1
Zhang, Zhang, S.
1
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Erasmus University Rotterdam, Econometric Institute
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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A D-induced duality and its applications
Brinkhuis, Brinkhuis, J.
;
Zhang, Zhang, S.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2002
This paper attempts to extend the notion of duality for
convex
cones
, by basing it on a predescribed conic ordering and …
Persistent link: https://www.econbiz.de/10010731905
Saved in:
2
A D-induced duality and its applications
Brinkhuis, J.
;
Zhang, S.
-
Erasmus University Rotterdam, Econometric Institute
-
2002
This paper attempts to extend the notion of duality for
convex
cones
, by basing it on a predescribed conic ordering and …
Persistent link: https://www.econbiz.de/10008584700
Saved in:
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