Showing 1 - 10 of 123
For a multifunction a condition sufficient for lower hemicontinuity is presented. It is shown that under convexity of …
Persistent link: https://www.econbiz.de/10011257819
Several applications in medical imaging and non-destructive material testing lead to inverse elliptic coefficient problems, where an unknown coefficient function in an elliptic PDE is to be determined from partial knowledge of its solutions. This is usually a highly non-linear ill-posed inverse...
Persistent link: https://www.econbiz.de/10014501823
In this paper, a method for estimating monotone, convex and log-concave densities is proposed. The estimation procedure consists of an unconstrained kernel estimator which is modi?ed in a second step with respect to the desired shape constraint by using monotone rearrangements. It is shown that...
Persistent link: https://www.econbiz.de/10010300696
convexity and efficient set characterization results on SD efficiency of a given portfolio relative to adiversified set of …
Persistent link: https://www.econbiz.de/10010325820
We study the structure of pairwise stable networks from a very general point. Rather than assuming a particular functional form of utility, we simply assume that the society is homogeneous, i.e. that agents' utilities differ only with respect to their network position while their names do not...
Persistent link: https://www.econbiz.de/10010427185
time Malmquist productivity indices. Danish vessels provide an illustration for the convexity issue. …
Persistent link: https://www.econbiz.de/10009444247
Persistent link: https://www.econbiz.de/10005375848
In many fields, we come across problems where we want to optimize several conflicting objectives simultaneously. To find a good solution for such multi-objective optimization problems, an approximation of the Pareto set is often generated. In this paper, we con- sider the approximation of Pareto...
Persistent link: https://www.econbiz.de/10011091925
We introduce two subclasses of convex measures of risk, referred to as entropy coherent and entropy convex measures of risk. We prove that convex, entropy convex and entropy coherent measures of risk emerge as certainty equivalents under variational, homothetic and multiple priors preferences,...
Persistent link: https://www.econbiz.de/10011091991
convexity of the associated cooperative games. …
Persistent link: https://www.econbiz.de/10011092827