Showing econ.THShow all
2 papers · 1 filter
econ.TH2026
Stochastic Optimization and Coupling
Frank Yang, Kai Hao Yang
We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order i…
econ.TH2024
Monotone Function Intervals: Theory and Applications
Kai Hao Yang, Alexander K. Zentefis
A monotone function interval is the set of monotone functions that lie pointwise between two fixed monotone functions. We characterize the set of extreme points of monotone functio…