1 citations · 1 across the 1 of their papers we have counts for
Showing math.OCShow all
3 papers · 1 filter
math.OC2021
Convex Projection and Convex Multi-Objective Optimization
Gabriela Kováčová, Birgit Rudloff
In this paper we consider a problem, called convex projection, of projecting a convex set onto a subspace. We will show that to a convex projection one can assign a particular mult…
math.OC2020
Dynamic Set Values for Nonzero Sum Games with Multiple Equilibriums
Zachary Feinstein, Birgit Rudloff, Jianfeng Zhang
Nonzero sum games typically have multiple Nash equilibriums (or no equilibrium), and unlike the zero sum case, they may have different values at different equilibriums. Instead of…
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…