Continuous Optimization in Finance

Date

2009-01-01

Author

Weber, Gerhard Wilhelm

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

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Subject Keywords

Operations Research & Management Science, Mathematics, Applied

URI

https://hdl.handle.net/11511/56451

Journal

OPTIMIZATION

DOI

https://doi.org/10.1080/02331930902741713

Collections

Graduate School of Applied Mathematics, Article

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Cooperative games under interval uncertainty: on the convexity of the interval undominated cores Branzei, R.; ALPARSLAN GÖK, Sırma Zeynep; Branzei, O. (Springer Science and Business Media LLC, 2011-12-01) Uncertainty is a daily presence in the real world. It affects our decision making and may have influence on cooperation. Often uncertainty is so severe that we can only predict some upper and lower bounds for the outcome of our actions, i.e., payoffs lie in some intervals. A suitable game theoretic model to support decision making in collaborative situations with interval data is that of cooperative interval games. Solution concepts that associate with each cooperative interval game sets of interval allocat...

Citation Formats

G. W. Weber, “Continuous Optimization in Finance,” OPTIMIZATION, pp. 263–265, 2009, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/56451.