Related papers: Conditional cores and conditional convex hulls of …

In this paper, we study the mixed-integer nonlinear set given by a separable quadratic constraint on continuous variables, where each continuous variable is controlled by an additional indicator. This set occurs pervasively in optimization…

Many results on the convex order in the literature were stated for random variables with finite mean. For instance, a fundamental result in dependence modeling is that the sum of a pair of random random variables is upper bounded in convex…

We study the polyhedral convex hull structure of a mixed-integer set which arises in a class of cardinality-constrained concave submodular minimization problems. This class of problems has an objective function in the form of $f(a^\top x)$,…

The notion of super weak compactness for subsets of Banach spaces is a strengthening of the weak compactness that can be described as a local version of super-reflexivity. A recent result of K. Tu which establishes that the closed convex…

We furnish a simple way of constructing an unbounded closed linear operator in a complex Banach space, whose spectrum is an arbitrary nonempty closed, in particular compact, subset of the complex plane.

Many key quantities in statistics and probability theory such as the expectation, quantiles, expectiles and many risk measures are law-determined maps from a space of random variables to the reals. We call such a law-determined map, which…

Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…

Orthonormal systems in commutative $L_2$ spaces can be used to classify Banach spaces. When the system is complete and satisfies certain norm condition the unconditionality with respect to the system characterizes Hilbert spaces. As a…

We prove that weakly unconditionally Cauchy (w.u.C.) series and unconditionally converging (u.c.) series are preserved under the action of polynomials or holomorphic functions on Banach spaces, with natural restrictions in the latter case.…

To provide a solid analytic foundation for the module approach to conditional risk measures, our purpose is to establish a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of…

The concepts of a conditional set, a conditional inclusion relation and a conditional Cartesian product are introduced. The resulting conditional set theory is sufficiently rich in order to construct a conditional topology, a conditional…

This paper deals with the regularization of the sum of functions defined on a locally convex spaces through their closed-convex hulls in the bidual space. Different conditions guaranteeing that the closed-convex hull of the sum is the sum…

A subset $A$ of a Banach space is called Banach-Saks when every sequence in $A$ has a Ces{\`a}ro convergent subsequence. Our interest here focusses on the following problem: is the convex hull of a Banach-Saks set again Banach-Saks? By…

The problem of minimizing a multilinear function of binary variables is a well-studied NP-hard problem. The set of solutions of the standard linearization of this problem is called the multilinear set. We study a cardinality constrained…

Set differential equations are usually formulated in terms of the Hukuhara differential, which implies heavy restrictions for the nature of a solution. We propose to reformulate set differential equations as ordinary differential equations…

This paper extends the Kadison duality between compact convex sets and function systems to the setting of partial convexity. A partially convex set is a set that is convex in a designated set of convex variables when the others are held…

We consider a stochastic control problem for a class of nonlinear kernels. More precisely, our problem of interest consists in the optimisation, over a set of possibly non-dominated probability measures, of solutions of backward stochastic…

Randomized clinical trials eliminate confounding but impose strict exclusion criteria that limit recruitment to a subset of the population. Observational datasets are more inclusive but suffer from confounding -- often providing overly…

We prove new characterisations of exponential stability for positive linear discrete-time systems in ordered Banach spaces, in terms of small-gain conditions. Such conditions have played an important role in the finite-dimensional systems…

We consider the nonconvex set $\mathcal S_n = \{(x,X,z): X = x x^T, \; x (1-z) =0,\; x \geq 0,\; z \in \{0,1\}^n\}$, which is closely related to the feasible region of several difficult nonconvex optimization problems such as the best…