相关论文: Constructing the demand function of a strictly con…
Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that appear in imprecise-probabilistic decision…
We give sufficient conditions for the expected excess and the upper semideviation of recourse functions to be strongly convex. This is done in the setting of two-stage stochastic programs with complete linear recourse and random right-hand…
A principal wishes to transact business with a multidimensional distribution of agents whose preferences are known only in the aggregate. Assuming a twist (= generalized Spence-Mirrlees single-crossing) hypothesis and that agents can choose…
We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…
Establishing that a demand mapping is injective is core first step for a variety of methodologies. When a version of the law of demand holds, global injectivity can be checked by seeing whether the demand mapping is constant over any line…
In this paper, we introduce a new subclass of close-to-convex harmonic functions. We present a sufficient coefficient condition for a function to be a member of this class. Furthermore, we establish a distortion theorem. These results lay…
We give a sufficient condition for the local limit theorem. To construct it, we employ infinite times of convolutions of probability density functions.
A structure called a decision making problem is considered. The set of outcomes (consequences) is partially ordered according to the decision maker's preferences. The problem is how these preferences affect a decision maker to prefer one of…
We provide an explicit method to construct dynamical systems which admit an a-priori prescribed attracting set. As application, we provide a method to construct perturbations of conservative dynamical systems, which admit an a-priori…
We consider a sub-class of the $f$-divergences satisfying a stronger convexity property, which we refer to as strongly convex, or $\kappa$-convex divergences. We derive new and old relationships, based on convexity arguments, between…
The paper deals with partial and weak preference relations defined on infinite-dimensional vector spaces and compatible with algebraic operations. By a partial preference we mean an asymmetric and transitive binary relation, while a weak…
For an arbitrary set $E \subset \mathbb{R}^n$, and functions $f:E \to \mathbb{R}$, $G: E\to \mathbb{R}^n$ with $G$ bounded, we construct $C^1(\mathbb{R}^n)$ convex extensions $(F, \nabla F)$ of $(f,G)$ with the sharp Lipschitz constant $$…
Object queries are essential in information seeking and decision making in vast areas of applications. However, a query may involve complex conditions on objects and sets, which can be arbitrarily nested and aliased. The objects and sets…
In this paper we consider Positive Definite functions on products $\Omega_{2q}\times\Omega_{2p}$ of complex spheres, and we obtain a condition, in terms of the coefficients in their disc polynomial expansions, which is necessary and…
For incomplete preference relations that are represented by multiple priors and/or multiple -- possibly multivariate -- utility functions, we define a certainty equivalent as well as the utility buy and sell prices and indifference price…
We provide sufficient conditions on the components of a vector field, which ensure the existence of Dulac functions depending on special functions for such vector field. We also present some applications and examples in order to illustrate…
It is well-known that every convex function admits an affine support at every interior point of a domain. Convex functions of higher order (precisely of an odd order) have a similar property: they are supported by the polynomials of degree…
We study conditions for the existence of stable and group-strategy-proof mechanisms in a many-to-one matching model with contracts if students' preferences are monotone in contract terms. We show that "equivalence", properly defined, to a…
We provide a sufficient condition for an invertible (locally strongly) convex vector-valued function on $\mathbb{R}^N$ to have a (locally strongly) convex inverse. We show under suitable conditions that if the gradient of each component of…
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…