2 papers
math.OC2019
An Iterative Vertex Enumeration Method for Objective Space Based Vector Optimization Algorithms
Irfan Caner Kaya, Firdevs Ulus
An application area of vertex enumeration problem (VEP) is the usage within objective space based linear/convex {vector} optimization algorithms whose aim is to generate (an approx…
math.OC2019
Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization
Birgit Rudloff, Firdevs Ulus
For incomplete preference relations that are represented by multiple priors and/or multiple -- possibly multivariate -- utility functions, we define a certainty equivalent as well…