Now showing items 1-2 of 2

    • A derivation of Lovász' theta via augmented lagrange duality 

      Pınar, M. Ç. (E D P Sciences, 2003)
      A recently introduced dualization technique for binary linear programs with equality constraints, essentially due to Poljak et al. [13], and further developed in Lemar´echal and Oustry [9], leads to simple alternative ...
    • Set-valued shortfall and divergence risk measures 

      Ararat, C.; Hamel, A. H.; Rudloff, B. (World Scientific Publishing, 2017)
      Risk measures for multivariate financial positions are studied in a utility-based framework. Under a certain incomplete preference relation, shortfall and divergence risk measures are defined as the optimal values of ...