Results 71 to 80 of about 101 (91)

Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints

Statistics & Risk Modeling, 2006
SUMMARY This paper considers a class of one dimensional calculus of variations problems with monotonicity and comonotonicity constraints arising in economic and financial models where law invariant concave criteria (or law invariant convex measures of risk) are used.
Dana, Rose-Anne, Carlier, Guillaume
openaire   +2 more sources

Riesz Type Integral Representations for Comonotonically Additive Functionals

2011
The Daniell-Stone type representation theorem of Greco leads us to another proof and an improvement of the Riesz type representation theorem of Sugeno, Narukawa, and Murofushi for comonotonically additive, monotone functionals.
openaire   +1 more source

Comonotone approximation of twice differentiable periodic functions

Ukrainian Mathematical Journal, 2009
In the case where a 2π-periodic function f is twice continuously differentiable on the real axis ℝ and changes its monotonicity at different fixed points y i ∈ [− π, π), i = 1,…, 2s, s ∈ ℕ (i.e., on ℝ, there exists a set Y := {y i }
openaire   +1 more source

On *-Associated Comonotone Functions

We give a positive answer to two open problems stated by Boczek and Kaluszka in their recent paper. The first one deals with an algebraic characterization of comonotonicity. We show that the class of binary operations solving this problem contains any strictly monotone right continuous operation.
Hutník, Ondrej, Pócs, Jozef
openaire   +1 more source

An Iterative Approach for the Solution of the Constrained OWA Aggregation Problem with Two Comonotone Constraints

Information (Switzerland), 2022
Lucian Coroianu, Robert Fuller, Coroianu Lucian   +2 more
exaly  

Competitive equilibria in a comonotone market

Economic Theory, 2020
Tim J Boonen, Fangda Liu, Ruodu Wang
exaly  

From comonotone commuting properties of seminormed fuzzy integrals to solving two open problems

Information Sciences, 2021
Tran Nhat Luan, Do Huy Hoang
exaly  

Positive Results and Counterexamples in Comonotone Approximation

Constructive Approximation, 2012
D Leviatan, Danylo Radchenko, I A Shevchuk   +2 more
exaly  

More on Comonotone Polynomial Approximation

Constructive Approximation, 2000
I A Shevchuk, Leviatan D, Shevchuk I A
exaly  

C1 comonotone Hermite interpolation via parametric cubics

Journal of Computational and Applied Mathematics, 1996
Carla Manni
exaly