Convex analysis

Results: 1100



#Item
531Polytopes / Convex analysis / Convex geometry / Lie groups / Linear algebra / Convex hull / Cyclic polytope / Convex polytope / Cross-polytope / Algebra / Geometry / Mathematics

stml638-655-and-659el-driver.dvi

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Source URL: www.ams.org

Language: English - Date: 2006-05-10 10:26:06
532Birnbaum–Orlicz space / Harmonic analysis / Real analysis / Convex function / Function / Mathematical analysis / Mathematics / Banach spaces

BFS 6th World Congress Toronto 23, June, 2010 Convex risk measures on Orlicz spaces: inf-convolution and shortfall

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 18:40:04
533Transforms / Economics / Utility / Convex conjugate / Risk aversion / Preference / Mathematics / Convex analysis / Consumer theory / Microeconomics

(Ir)rational Exuberance: Optimism, Ambiguity and Risk Anat Bracha and Don Brown Boston FRB and Yale University October[removed]Revised)

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Source URL: economics.yale.edu

Language: English - Date: 2013-11-05 09:59:18
534Quantum field theory / Mathematics / Analysis / Regularization / Local volatility / Volatility / Well-posed problem / Calibration / Mathematical finance / Mathematical analysis / Inverse problems

A Convex-Regularization Framework for Local-Volatility Calibration in Derivative Markets Jorge P. Zubelli IMPA Joint work with A. De Cezaro (FURG,Brazil)

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 10:57:40
535Convex analysis / Decision theory / Linear programming / Convex optimization / Utility / Duality / R. Tyrrell Rockafellar / Economic model / Dual / Mathematical optimization / Mathematical analysis / Operations research

Question Robust Rockafellar Theorem Duality

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:41:36
536Fourier transform / Boehmians / Czesław Olech / Mathematical analysis / Fourier analysis / Integral transform

77 References [1] H. S. Al-Amiri and T. S. Fernando, On close-to-convex function of complex

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Source URL: prr.hec.gov.pk

Language: English - Date: 2011-05-26 02:48:48
537Convex analysis / Operations research / Convex optimization / Convex function / Big O notation / Gradient descent / Mathematical optimization / Mathematical analysis / Numerical analysis

JMLR: Workshop and Conference Proceedings[removed]–436 24th Annual Conference on Learning Theory Beyond the regret minimization barrier: an optimal algorithm for stochastic strongly-convex optimization

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Source URL: www.jmlr.org

Language: English - Date: 2012-01-02 12:01:13
538Operator theory / Functional analysis / Convex function / Equivalence relation / Hilbert space / Convex set / Reflexive space / Banach–Alaoglu theorem / Mathematical analysis / Mathematics / Convex analysis

55 Internat. J. Math. & Math. Sci. VOL. 14 NO[removed]

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Source URL: www.kurims.kyoto-u.ac.jp

Language: English - Date: 2010-03-26 17:33:05
539Functional analysis / Banach spaces / Convex analysis / General topology / Convex geometry / Reflexive space / Convex function / Hahn–Banach theorem / Weak topology / Mathematical analysis / Mathematics / Topology

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 130, Number 12, Pages 3687–3692 S[removed][removed]Article electronically published on July 2, 2002

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Source URL: www.mat.ucm.es

Language: English - Date: 2002-08-20 10:25:38
540Nonlinear programming / Convex optimization / Karush–Kuhn–Tucker conditions / Linear programming / Optimal control / Constraint / Interior point method / Quadratic programming / Lagrange multiplier / Mathematical optimization / Mathematical analysis / Numerical analysis

NONLINEAR AND DYNAMIC OPTIMIZATION From Theory to Practice IC-32: Winter Semester[removed]

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Source URL: infoscience.epfl.ch

Language: English - Date: 2011-07-09 03:35:23
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