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Borm, Peter; Estevez Fernandez, M.A.; Mosquera, M.A.; … - Tilburg University, Center for Economic Research - 2006

In a proportionate flow shop problem several jobs have to be processed through a fixed sequence of machines and the processing time of each job is equal on all machines.By identifying jobs with agents, whose costs linearly depend on the completion time of their jobs, and assuming an initial...

Persistent link: https://www.econbiz.de/10011091972

Entropy Coherent and Entropy Convex Measures of Risk

Stadje, Mitja; Laeven, R.J.A. - Tilburg University, Center for Economic Research - 2011

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

Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing

Den Hertog, Dick; Siem, A.Y.D.; Hoffmann, A.L. - Tilburg University, Center for Economic Research - 2005

The main contents of this paper is two-fold.First, we present a method to approximate multivariate convex functions by piecewise linear upper and lower bounds.We consider a method that is based on function evaluations only.However, to use this method, the data have to be convex.Unfortunately,...

Persistent link: https://www.econbiz.de/10011092088

Convex Games with Countable Number of Players and Sequencing Situations

Fragnelli, V.; Llorca, N.; Sánchez-Soriano, J.; Tijs, S.H. - Tilburg University, Center for Economic Research - 2006

AMS classification: 91A12;

Persistent link: https://www.econbiz.de/10011092431

Convexity in Stochastic Cooperative Situations

Borm, Peter; Timmer, J.B.; Tijs, S.H. - Tilburg University, Center for Economic Research - 2000

AMS classification: 90D12.

Persistent link: https://www.econbiz.de/10011092547

A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations

Den Hertog, Dick; Siem, A.Y.D.; Hoffmann, A.L. - Tilburg University, Center for Economic Research - 2007

In this paper, piecewise linear upper and lower bounds for univariate convex functions are derived that are only based on function value information. These upper and lower bounds can be used to approximate univariate convex functions. Furthermore, new Sandwich algo- rithms are proposed, that...

Persistent link: https://www.econbiz.de/10011092687

On the Convexity of Games Corresponding to Sequencing Situations with Due Dates

Borm, Peter; Fiestras-Janeiro, G.; Hamers, H.J.M.; … - Tilburg University, Center for Economic Research - 1999

convexity of the associated cooperative games. …

Persistent link: https://www.econbiz.de/10011092827

Solutions For Games With General Coalitional Structure And Choice Sets

Talman, Dolf; Koshevoy, G.A.; Suzuki, T. - Tilburg University, Center for Economic Research - 2013

-building set. Properties of this solution are also studied. To establish core stability we introduce appropriate convexity …

Persistent link: https://www.econbiz.de/10011092854

Concavifying the Quasiconcave

Connell, Christopher; Rasmusen, Eric - Department of Business Economics and Public Policy, … - 2012

We show that if and only if a real-valued function f is strictly quasiconcave except possibly for a at interval at its maximum, and furthermore belongs to an explicitly determined regularity class, does there exist a strictly monotonically increasing function g such that g o f is strictly...

Persistent link: https://www.econbiz.de/10011096415

Supermodular NTU-games

Talman, Dolf; Koshevoy, G.A.; Suzuki, T. - Tilburg University, Center for Economic Research - 2014

coalition of players. For cooperative games with transferable utility (TU-games) the notion of convexity was introduced to … guarantee that the Shapley value, being the average of all marginal vectors of the game, is an element of the core. Convexity of … convexity. Under super-modularity of an NTU-game it is shown that all appropriately dened marginal vectors of the game are …

Persistent link: https://www.econbiz.de/10011144434