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conic optimization
Convex cones
8
convex cones
8
Theorie
7
Theory
7
Mathematical programming
5
Mathematische Optimierung
5
Bi-polar theorem
2
Conic optimization
2
Duality
2
Hammond order
2
Hilbert bases
2
Measurement of social welfare
2
Transaction costs
2
Welfare economics
2
Wohlfahrtsökonomik
2
bi-polar theorem
2
coherent risk rneasures
2
convex duality
2
dorninance relations
2
duality
2
incornplete rnarkets
2
portfolio optirnization
2
proportional transaction costs
2
robust hedging
2
valuation bounds
2
Allocation
1
Allokation
1
Balance
1
Bi-objective resource allocation problem
1
Biobjective programs
1
Carathéodory's theorem
1
Complementarity conditions
1
Complete ranking
1
Cones of matrices
1
Convex cones approach
1
Convex sets
1
Coverage
1
Critical angle
1
Data envelopment analysis
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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
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Econometric Institute Report
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Econometric Institute Research Papers
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RePEc
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A D-induced duality and its applications
Brinkhuis, Brinkhuis, J.
;
Zhang, Zhang, S.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2003
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/10010837922
Saved in:
2
A D-induced duality and its applications
Brinkhuis, J.
;
Zhang, S.
-
Erasmus University Rotterdam, Econometric Institute
-
2003
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/10008584754
Saved in:
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