We consider unconstrained finite minimax problems where the objective function is described as a maximum of functions f <Superscript>k</Superscript>∈C <Superscript>3</Superscript>(ℜ<Superscript>n</Superscript>,ℜ). We propose a parametric embedding for the minimax problem and, assuming that the corresponding parametric optimization problem belongs to the generic class...</superscript></superscript></superscript>

Solutions of portfolio optimization problems are often influenced by errors or misspecifications due to approximation, estimation and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented and their scope illustrated on generic...

Dupuis and Williams proved that a sufficient condition for the positive recurrence for a semimartingale reflecting Brownian motion in an orthant (SRBM) with data (θ, R, S, Δ), is that the corresponding Linear Skorohod Problem LSP (θ) is stable. In this paper we use the linear complementary...

A game on a convex geometry was introduced by Bilbao as a model of partial cooperation. We investigate some properties of the core of a game on a convex geometry. First, we show that if a game is quasi-convex, then the core is stable. This result can be seen as an extension of a result by...

In this paper, we deal with the extended well-posedness and strongly extended well-posedness of set-valued optimization problems. These two concepts are generalizations of the extended well-posedness of real-valued optimization probems defined by Zolezzi. We obtain some criteria and...

We study a notion of well-posedness in vector optimization through the behaviour of minimizing sequences of sets, defined in terms of Hausdorff set-convergence. We show that the notion of strict efficiency is related to the notion of well-posedness. Using the obtained results we identify a class...