Ausgabe 1-2/2017
Special issue on Optimization: Theory, Methods and Applications
Inhalt (20 Artikel)
Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities
Giancarlo Bigi, Mauro Passacantando
Generating the efficient frontier of a class of bicriteria generalized fractional programming
Riccardo Cambini, Laura Carosi, Laura Martein
Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel–Penot subdifferential
Giuseppe Caristi, Massimiliano Ferrara
Approximating exact expected utility via portfolio efficient frontiers
Alessandra Carleo, Francesco Cesarone, Andrea Gheno, Jacopo Maria Ricci
A migration equilibrium model with uncertain data and movement costs
A. Causa, B. Jadamba, F. Raciti
Robust games: theory and application to a Cournot duopoly model
Giovanni Paolo Crespi, Davide Radi, Matteo Rocca
Existence of optimal strategies in linear multisector models with several consumption goods
Giuseppe Freni, Fausto Gozzi, Neri Salvadori
A set optimization approach to utility maximization under transaction costs
Andreas H. Hamel, Sophie Qingzhen Wang
Convex and convex-like optimization over a range inclusion problem and first applications
Hocine Mokhtar-Kharroubi
Weighted average price in the Heston stochastic volatility model
M. Papi, L. Pontecorvi, C. Donatucci
Convex incentives in financial markets: an agent-based analysis
Annalisa Fabretti, Tommy Gärling, Stefano Herzel, Martin Holmen