We develop a duality theory for weakly minimal points of multiple objective linear programs which has several advantages in contrast to other theories. For instance, the dual variables are vectors rather than matrices and the dual feasible set is a polyhedron. We use a set-valued dual objective...

We develop a duality theory for weakly minimal points of multiple objective linear programs which has several advantages in contrast to other theories. For instance, the dual variables are vectors rather than matrices and the dual feasible set is a polyhedron. We use a set-valued dual objective...

The microscopic market models of Kim–Markowitz and of Lux–Marchesi are simulated for varying number of investors. If this number goes to infinity, in some quantities nearly periodic oscillations occur.

The purpose of this note is to present a reformulation of the model presented by Konno and Yamazaki (1991). In their paper, it was claimed that (under the assumption that there is no upper limit on the investment in an asset) the number of nonzero assets in the optimal portfolio is at most 2T +...