Convex analysis

Results: 1100



#Item
121Actuarial science / Financial risk / Independence / Applied mathematics / Mathematical analysis / Economy / Mathematical finance / Convex analysis / Copula / Coherent risk measure / Convex function / Comonotonicity

Risk Aggregation with Dependence Uncertainty Carole Bernard∗, Xiao Jiang† and Ruodu Wang‡ November 2013§ Abstract Risk aggregation with dependence uncertainty refers to the sum of individual risks with

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2016-03-25 06:23:06
122Mathematical analysis / Mathematics / Analysis / Functions and mappings / Convex function / Continuous function / Injective function / General topology / Bijection /  injection and surjection / Expected value / Limit of a function / Morphism of algebraic varieties

MATHEMATICS OF OPERATIONS Vol. 18, No. 2, May 1993 Printed in U.S.A. RESEARCH

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Source URL: www.maths.lse.ac.uk

Language: English - Date: 2010-10-28 13:08:02
123Algebra / Mathematics / Mathematical analysis / Financial risk / Mathematical finance / Linear algebra / Convex geometry / Functional analysis / Acceptance set / Risk measure / Convex cone / Support function

Working Paper Series _______________________________________________________________________________________________________________________ National Centre of Competence in Research Financial Valuation and Risk Manageme

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Source URL: www.nccr-finrisk.uzh.ch

Language: English - Date: 2016-02-22 11:43:56
124Mathematics / Mathematical analysis / Topology / Banach spaces / Convex analysis / Calculus / Modulus and characteristic of convexity / Continuous function / Banach fixed-point theorem / Uniformly smooth space / Metric space / Open set

On the computational content of convergence proofs via Banach limits U. Kohlenbach1∗, L. Leu¸stean2 1 Department of Mathematics, Technische Universit¨

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Source URL: www.mathematik.tu-darmstadt.de

Language: English - Date: 2011-09-19 11:38:22
125Geometry / Mathematics / Space / Polytopes / Operations research / Convex analysis / Real algebraic geometry / Linear algebra / Simplex / Linear programming / Mathematical optimization / Convex hull

THE COMPUTATIONAL COMPLEXITY OF CONVEX BODIES Alexander Barvinok and Ellen Veomett October 2006 Abstract. We discuss how well a given convex body B in a real d-dimensional vector space V can be approximated by a set X f

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Source URL: www.math.lsa.umich.edu

Language: English - Date: 2006-10-10 09:53:29
126Mathematical optimization / Mathematical analysis / Convex analysis / Convex function / Analysis / Regret / Loss function / Expected value / Lipschitz continuity

JMLR: Workshop and Conference Proceedings vol 40:1–13, 2015 Bandit Convex Optimization: √

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Source URL: jmlr.org

Language: English - Date: 2015-07-20 20:08:35
127Real analysis / Order theory / Numerical analysis / Functions and mappings / Functional analysis / Monotonic function / Interval arithmetic / Limit of a function / Convex function / Interval / Affine arithmetic / Taylor series

Improving interval enclosures Arnold Neumaier Fakult¨at f¨ ur Mathematik, Universit¨at Wien Nordbergstr. 15, A-1090 Wien, Austria email:

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Source URL: www.mat.univie.ac.at

Language: English - Date: 2015-07-18 03:53:37
128Mathematical analysis / Mathematics / Operator theory / Analysis / Banach space / Hilbert space / Convex function / Fourier analysis

Quantitative image recovery theorems Muhammad Aqeel Ahmad Khan1,2 , Ulrich Kohlenbach2,∗ 1 Department of Mathematics, The Islamia University of Bahawalpur, Bahawalpur, 63100, Pakistan 2 Department of Mathematics, Techn

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Source URL: www.mathematik.tu-darmstadt.de

Language: English - Date: 2014-06-10 06:18:14
129Mathematical optimization / Mathematical analysis / Numerical analysis / Convex analysis / Convex optimization / Operations research / Linear programming / Convex function / Gradient descent / Derivative / Convex set / Ellipsoid method

A Mini-Course on Convex Optimization with a view toward designing fast algorithms Nisheeth K. Vishnoi i

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Source URL: theory.epfl.ch

Language: English - Date: 2015-10-07 04:19:12
130

Constructive Convex Analysis and Disciplined Convex Programming Stephen Boyd and Steven Diamond and Jaehyun Park EE & CS Departments Stanford University

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Source URL: stanford.edu

Language: English - Date: 2016-04-11 02:24:13
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