A Generalized Method of Approximating the Set of Efficient Points with Respect to a Convex Cone

1981 ◽  
pp. 140-144 ◽  
Author(s):  
Mordechai I. Henig
Keyword(s):  
Convex Cone ◽  
Efficient Points

Fluctuations of random walk in R d and storage systems

1977 ◽  
Vol 9 (03) ◽  
pp. 566-587 ◽  
Author(s):  
Priscilla Greenwood ◽  
Moshe Shaked
Keyword(s):  
Random Walk ◽  
Unique Solution ◽  
Convex Cone ◽  
Storage Systems ◽  
Queueing Systems ◽  
Convolution Equation ◽  
Stopping Times ◽  
Multivariate Distributions ◽  
Explicit Formulas ◽  
And Storage

Two Wiener-Hopf type factorization identities for multivariate distributions are introduced. Properties of associated stopping times are derived. The structure that produces one factorization also provides the unique solution of the Wiener-Hopf convolution equation on a convex cone in R d . Some applications for multivariate storage and queueing systems are indicated. For a few cases explicit formulas are obtained for the transforms of the associated stopping times. A result of Kemperman is extended.

On the characterization of efficient points by means of monotone functionals

Optimization ◽  
1988 ◽  
Vol 19 (1) ◽  
pp. 53-69 ◽  
Author(s):  
Petra Weidner
Keyword(s):  
Efficient Points

scholarly journals Approximation of continuous convex-cone-valued functions by monotone operators

1992 ◽  
Vol 102 (2) ◽  
pp. 175-192 ◽  
Author(s):  
João B. Prolla
Keyword(s):  
Convex Cone ◽  
Monotone Operators

Properties of boundaries of an ND convex cone

2002 ◽  
Author(s):  
Chia-Lun J. Hu
Keyword(s):  
Convex Cone

Remarks on CCR and CAR flows over closed convex cones

2022 ◽  
Author(s):  
Anbu Arjunan
Keyword(s):  
Convex Cone ◽  
Convex Cones ◽  
Closed Convex Cone ◽  
Cocycle Conjugacy

For a closed convex cone [Formula: see text] in [Formula: see text] which is spanning and pointed, i.e. [Formula: see text] and [Formula: see text] we consider a family of [Formula: see text]-semigroups over [Formula: see text] consisting of a certain family of CCR flows and CAR flows over [Formula: see text] and classify them up to the cocycle conjugacy.

Equilibrium with Constant Returns

2011 ◽  
Author(s):  
Yves Balasko
Keyword(s):  
General Equilibrium ◽  
Equilibrium Model ◽  
Convex Cone ◽  
Supply And Demand ◽  
Returns To Scale ◽  
Price System ◽  
Production Sector ◽  
The One ◽  
Constant Returns To Scale ◽  
Privately Owned

This chapter analyzes an equilibrium model where privately owned firms feature either smooth decreasing or constant returns to scale. Profit of the constant returns to scale firms being equal to zero at equilibrium, the equilibrium of the model does not depend on the ownership structure of these firms. In addition, the convex conical production sets of these firms sum up into a convex cone. It is as if the production sector operating under constant returns consists of a unique firm. The general equilibrium model with decreasing and constant returns to scale firms is essentially the same model as the one considered in Chapter 10 with the addition of a unique firm operating under constant returns to scale. Nevertheless, this addition is enough to hamstring the approach of the preceding chapters based on the concept of price system that equates aggregate supply and demand. The solution is to add to that price system the activity of the constant returns to scale firm.

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