scientific article; zbMATH DE number 3320765

zbMATH Open0202.14303MaRDI QIDQ5599348FDOQ5599348

Authors: R. T. Rockafellar 

Publication date: 1970

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Cited In (only showing first 100 items - show all)

• Isotonic regression and isotonic projection
• A dual view of equilibrium problems
• On the necessity of the invariance conditions for reach control on polytopes
• Characterization of geodesics in the small in multidimensional psychological spaces
• On optimal completion of incomplete pairwise comparison matrices
• The e-support function of an e-convex set and conjugacy for e-convex functions
• Projection algorithms for solving nonmonotone equilibrium problems in Hilbert space
• A limited memory quasi-Newton trust-region method for box constrained optimization
• Excess action and broken characteristics for Hamilton-Jacobi equations
• Solving Optimization Problems over the Weakly Efficient Set
• \((p,r)\)-invex sets and functions
• The free boundary of variational inequalities with gradient constraints
• Existence of solutions in variational relation problems without convexity
• Robust probability updating
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
• Dealing with moment measures via entropy and optimal transport
• Stable pseudomonotone variational inequality in reflexive Banach spaces
• Higher order duality in multiobjective fractional programming with support functions
• High-dimensional change-point estimation: combining filtering with convex optimization
• Positive operators on the \(n\)-dimensional ice cream cone
• Maps on positive definite matrices preserving Bregman and Jensen divergences
• Local incentive compatibility with transfers
• Conjugate convex functions in optimal stochastic control
• Conditional gradient algorithms with open loop step size rules
• Extended Newton methods for conic inequalities: approximate solutions and the extended Smale \(\alpha\)-theory
• Partial identification of probability distributions with misclassified data
• Necessary and sufficient global optimality conditions for convex maximization revisited
• On the rate of convergence of continuous-time fictitious play
• Extreme lower previsions
• Higher-order symmetric duality in nondifferentiable multiobjective programming problems.
• A problem of conflict control with hereditary information.
• On the approximation of strongly convex functions by an upper or lower operator
• Approximate dynamic programming for stochastic linear control problems on compact state spaces
• On the enumeration of chains in regular chain-groups
• Motzkin decomposition of closed convex sets
• Weak linear bilevel programming problems: existence of solutions via a penalty method
• Extremal structure of the set of absolute norms on \(\mathbb R^2\) and the von Neumann-Jordan constant
• Optimization over the efficient set
• Convergence analysis of the Gauss-Newton method for convex inclusion and convex-composite optimization problems
• A convexity of functions on convex metric spaces of Takahashi and applications
• Existence of equilibria via Ekeland's principle
• Inequality systems and optimization
• Duality in D. C. programming: The case of several D. C. constraints
• Newton-type methods for inverse singular value problems with multiple singular values
• Constrained inference in linear regression
• DC approximation approaches for sparse optimization
• On the identification of the global reference set in data envelopment analysis
• A new algorithm for linearly constrained c-convex vector optimization with a supply chain network risk application
• Behaviors of the energy of solutions of the wave equation with damping and external force
• Cores of cooperative games, superdifferentials of functions, and the Minkowski difference of sets
• Conditioned weighted \(L\)-\(R\) approximations of fuzzy numbers
• Formulation, analysis and numerical study of an optimization-based conservative interpolation (remap) of scalar fields for arbitrary Lagrangian-Eulerian methods
• Payoffs in exact TU economies
• Containment control of continuous-time linear multi-agent systems with aperiodic sampling
• On Chebyshev functions and Klee functions
• On the robustness of learning in games with stochastically perturbed payoff observations
• Existence of equilibria in incomplete markets with non-ordered preferences
• Optimality and mixed saddle point criteria in multiobjective optimization
• On the framework of \(L_p\) summations for functions
• Closed images of convex multivalued mappings in linear topological spaces with applications
• Dual variational inequalities
• A chain rule for \(\varepsilon\)-subdifferentials with applications to approximate solutions in convex Pareto problems
• On the different notions of arbitrage and existence of equilibrium
• Moral hazard and subjective evaluation
• Calculus of variations in mean and convex Lagrangians
• Second-order directional derivatives for nonsmooth functions
• On symmetric linear games
• Distributed containment control of singular heterogeneous multi-agent systems
• Moment measures
• Normality and modulability indices. II: Convex cones in Hilbert spaces
• Robust solutions to multi-objective linear programs with uncertain data
• Perfect and proper equilibria of large games
• Generalized standard media and variational principles in classical and finite strain elastoplasticity
• Nonsmooth semi-infinite programming problems with mixed constraints
• Metric selection in fast dual forward-backward splitting
• Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications
• On the weak monotonicity of Gini means and other mixture functions
• Mixed generalized dimensions of self-similar measures
• Isolated minimizers and proper efficiency for \(C^{0,1}\) constrained vector optimization problems
• A characterization of random variables with minimum \(L^ 2\)-distance
• Inexact subgradient methods for quasi-convex optimization problems
• On the optimality of not allocating
• Analysis of the strain-stress relation in plasticity with non-associated laws
• Combinatorial behavior of extreme points of perturbed polyhedra
• Necessary and sufficient conditions for boundedness of extreme points of unbounded convex sets
• Continuous versus measurable recourse in N-stage stochastic programming
• Measures as Lagrange multipliers in multistage stochastic programming
• Fixed-point theorems and Morse's lemma for Lipschitzian functions
• Risk, ambiguity, and Giffen assets
• Conjugates of integral functionals on continuous functions
• Existence and uniqueness of solutions for a boundary value problem arising from granular matter theory
• Nonlinear weighted best simultaneous approximation in Banach spaces
• On the determination of the number of periodic (or closed) solutions of a scalar differential equation with convexity
• A simple proof of inequalities of integrals of composite functions
• Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions.
• A game theoretic approach-evasion problem for a linear system with integral constraints imposed on the player control
• Gradients of local linear hulls in finite-difference operators for the Hamilton-Jacobi equations
• A perspective-based convex relaxation for switched-affine optimal control
• Discrete taut strings and real interpolation
• A nonsmooth approach to envelope theorems

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