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MOR
2006
13 years 9 months ago
2006
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
MOR
2006
13 years 9 months ago
2006
We study the multidimensional generalization of the classical Bin Packing problem: Given a collection of d-dimensional rectangles of specified sizes, the goal is to pack them into ...
MOR
2000
13 years 9 months ago
2000
We show that an interior-pointmethodfor monotonevariationalinequalitiesexhibits superlinear convergence provided that all the standard assumptions hold except for the well-known as...
MOR
2007
13 years 9 months ago
2007
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
MOR
2010
13 years 8 months ago
2010
We develop first-order smoothing techniques for saddle-point problems that arise in the Nash equilibria computation of sequential games. The crux of our work is a construction of ...