Generalized gradients for probabilistic/robust (probust) constraints

Optimization ◽  
2019 ◽  
Vol 69 (7-8) ◽  
pp. 1451-1479 ◽  
Author(s):  
Wim van Ackooij ◽  
René Henrion ◽  
Pedro Pérez-Aros
Keyword(s):  
Generalized Gradients

scholarly journals Market equilibria and money

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Sjur Didrik Flåm
Keyword(s):  
Fixed Point ◽  
Steady State ◽  
Value Added ◽  
Pareto Optimal ◽  
Generalized Gradients ◽  
Market Mechanisms ◽  
Mathematical Arguments ◽  
Second Welfare Theorem ◽  
Market Equilibria ◽  
Welfare Theorem

AbstractBy the first welfare theorem, competitive market equilibria belong to the core and hence are Pareto optimal. Letting money be a commodity, this paper turns these two inclusions around. More precisely, by generalizing the second welfare theorem we show that the said solutions may coincide as a common fixed point for one and the same system.Mathematical arguments invoke conjugation, convolution, and generalized gradients. Convexity is merely needed via subdifferentiablity of aggregate “cost”, and at one point only.Economic arguments hinge on idealized market mechanisms. Construed as algorithms, each stops, and a steady state prevails if and only if price-taking markets clear and value added is nil.

Generalized gradients of monotone type

2004 ◽  
Vol 56 (2) ◽  
pp. 201-212
Author(s):  
Pandelis Dodos
Keyword(s):  
Generalized Gradients ◽  
Monotone Type

A formula of the calculus of stochastic generalized gradients

1993 ◽  
Vol 4 (4) ◽  
pp. 331-335
Author(s):  
S. K. Zavriev ◽  
A. G. Perevozchikov
Keyword(s):  
Generalized Gradients

scholarly journals Generalized gradients on Lie algebroids

2013 ◽  
Vol 44 (3) ◽  
pp. 319-337 ◽  
Author(s):  
Bogdan Balcerzak ◽  
Antoni Pierzchalski
Keyword(s):  
Lie Algebroids ◽  
Generalized Gradients
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