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  • Search: subject:"Lipschitz functions"
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Year of publication
Subject
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Lipschitz functions 3 Locally Lipschitz functions 2 46E15 1 91B06 1 Bernoulli utility 1 Compactness results 1 Convergence 1 Convex functions 1 Critical points 1 Differential inclusions 1 Erwartungsnutzen 1 Expected utility 1 Generalized Lipschitz functions 1 Kantorovich-Rubinstein space 1 Lipschitz preorders 1 Lower Lipschitz functions 1 Mathematical programming 1 Mathematische Optimierung 1 Multi objective optimisation 1 Nonconvex analysis 1 Nonconvex optimization 1 Nonsmooth analysis 1 Nutzen 1 Nutzenfunktion 1 Nutzentheorie 1 Pareto efficiency 1 Pareto minimum 1 Pareto-Optimum 1 Proper Pareto minimum 1 Saddle point 1 Theorie 1 Theory 1 Utility 1 Utility function 1 Utility theory 1 Wasserstein metric 1 Weak subdifferentials 1 Welfare economics 1 Wohlfahrtsökonomik 1 expected utility representation 1
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Online availability
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Undetermined 4
Type of publication
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Article 4 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 5 English 2
Author
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Jouini, Elyès 3 Atasever, İlknur 1 Deb, K. 1 Dutta, Joydeep 1 Kesarwani, P. 1 Kristály, Alexandru 1 Küçük, Mahide 1 Küçük, Yalçın 1 Marzantowicz, Waclaw 1 Ok, Efe A. 1 Shukla, P. K. 1 Varga, Csaba 1 Weaver, Nik 1
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Institution
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Université Paris-Dauphine (Paris IX) 3
Published in...
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Economics Papers from University Paris Dauphine 3 Journal of Global Optimization 2 Mathematical methods of operations research : ZOR 1 Mathematics of operations research 1
Source
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RePEc 5 ECONIS (ZBW) 2
Showing 1 - 7 of 7
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Lipschitz Bernoulli utility functions
Ok, Efe A.; Weaver, Nik - In: Mathematics of operations research 48 (2023) 2, pp. 728-747
Persistent link: https://www.econbiz.de/10014314893
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Approximations for Pareto and proper Pareto solutions and their KKT conditions
Kesarwani, P.; Shukla, P. K.; Dutta, Joydeep; Deb, K. - In: Mathematical methods of operations research : ZOR 96 (2022) 1, pp. 123-148
Persistent link: https://www.econbiz.de/10013454970
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Weak Fenchel and weak Fenchel-Lagrange conjugate duality for nonconvex scalar optimization problems
Küçük, Yalçın; Atasever, İlknur; Küçük, Mahide - In: Journal of Global Optimization 54 (2012) 4, pp. 813-830
In this work, by using weak conjugate maps given in (Azimov and Gasimov, in Int J Appl Math 1:171–192, <CitationRef CitationID="CR1">1999</CitationRef>), weak Fenchel conjugate dual problem, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${(D_F^w)}$$</EquationSource> </InlineEquation> , and weak Fenchel Lagrange conjugate dual problem <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$${(D_{FL}^w)}$$</EquationSource> </InlineEquation> are constructed. Necessary and sufficient conditions for...</equationsource></inlineequation></equationsource></inlineequation></citationref>
Persistent link: https://www.econbiz.de/10010994028
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A non-smooth three critical points theorem with applications in differential inclusions
Kristály, Alexandru; Marzantowicz, Waclaw; Varga, Csaba - In: Journal of Global Optimization 46 (2010) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10008458193
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Generalized Lipschitz functions
Jouini, Elyès - Université Paris-Dauphine (Paris IX) - 2000
is organized as follows. In the next section we shall define the concept of Q-Lipschitz functions, where Q is a convex …
Persistent link: https://www.econbiz.de/10010708587
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Functions with constant generalized gradients
Jouini, Elyès - Université Paris-Dauphine (Paris IX) - 1990
In this paper we show that for every nonempty convex compact subset K of a finite dimensional space E there exists a Lipschitz function F: E → R, such that ∂F, generalized gradient of F in the sense of Clarke [4] is equal everywhere to K.
Persistent link: https://www.econbiz.de/10011072407
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A remark on Clarke's normal cone and the marginal cost pricing rule
Jouini, Elyès - Université Paris-Dauphine (Paris IX) - 1988
This paper constructs a closed set Y in Rl such that for all y in the boundary of Y, Clarke's normal cone to Y at y is equal to Rl+. If Y is the production set of a firm, then the marginal cost pricing rule imposes no restriction. The existence of Y is shown to be equivalent to the existence of...
Persistent link: https://www.econbiz.de/10011073458
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