In this paper we study the (Berge) upper semicontinuity of a generic multifunction assigning to each parameter, in a metric space, a closed convex subset of the n-dimensional Euclidean space. A relevant particular case arises when we consider the feasible set mapping associated with a parametric...

We consider a project scheduling problem where the precedence constraints graph is an out-tree. The processing times can be compressed by using additional resources, which causes cost and simultaneously reduces the processing times of jobs. The objective is to minimize the sum of total lateness...

Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two-dimensional space of utility and risk. This is a rather general pattern....

Conditional distribution functions are important statistical objects for the analysis of a wide class of problems in econometrics and statistics. We propose flexible Gaussian representations for conditional distribution functions and give a concave likelihood formulation for their global...