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作者：Müller, A; Scarsini, M
作者单位：Helmholtz Association; Karlsruhe Institute of Technology; G d'Annunzio University of Chieti-Pescara
摘要：We consider two random vectors X and Y, such that the components of X are dominated in the convex order by the corresponding components of Y. We want to find conditions under which this implies that any positive linear combination of the components of X is dominated in the convex order by the same positive linear combination of the components of Y. This problem has a motivation in the comparison of portfolios in terms of risk. The conditions for the above dominance will concern the dependence ...
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作者：Burachik, RS; Svaiter, BF
作者单位：Universidade Federal do Rio de Janeiro; Instituto Nacional de Matematica Pura e Aplicada (IMPA)
摘要：We propose a new kind of inexact scheme for a family of generalized proximal point methods for the monotone complementarity problem. These methods, studied by Auslender, Teboulle, and Ben-Tiba, converge under the sole assumption of existence of solutions. We prove convergence of our new scheme and discuss its implementability.
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作者：Naddef, D; Pochet, Y
作者单位：Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble
摘要：In this paper we present a tour of the symmetric traveling salesman polytope, focusing on inequalities that can be defined on sets of nodes. Most widely known inequalities are of this type. Many papers have appeared that give increasingly complex valid inequalities for this polytope, but little intuition on why these inequalities are valid has been given. To help in understanding these inequalities, we develop an intuition into their validity by giving a unifying way of defining them through a...
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作者：Ghirardato, P; Marinacci, M
作者单位：California Institute of Technology; University of Turin
摘要：We introduce a general model of static choice under uncertainty, arguably the weakest model achieving a separation of cardinal utility and a unique representation of beliefs. Must of the nonexpected utility models existing in the literature are special cases of it. Such separation is motivated by the view that tastes are constant, whereas beliefs change with new information. The model has a simple and natural axiomatization. Elsewhere (forthcoming), we show that it can be very helpful in the c...
