Publication: An algorithm for computing solutions of variational problems with global convexity constraints
An algorithm for computing solutions of variational problems with global convexity constraints
Date
Date
Date
2010
Journal Article
Published version
| cris.lastimport.scopus | 2025-06-05T03:42:11Z | |
| cris.lastimport.wos | 2025-07-23T01:31:08Z | |
| dc.contributor.institution | University of Zurich | |
| dc.date.accessioned | 2020-11-24T14:50:03Z | |
| dc.date.available | 2020-11-24T14:50:03Z | |
| dc.date.issued | 2010 | |
| dc.description.abstract | We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivation behind the numerical method is to compute solutions to Adverse Selection problems within a Principal-Agent framework. Problems such as product lines design, optimal taxation, structured derivatives design, etc. can be studied through the scope of these models. We develop a method to estimate their optimal pricing schedules. | |
| dc.identifier.doi | 10.1007/s00211-009-0270-2 | |
| dc.identifier.issn | 0029-599X | |
| dc.identifier.other | merlin-id:7968 | |
| dc.identifier.scopus | 2-s2.0-76849087816 | |
| dc.identifier.uri | https://www.zora.uzh.ch/handle/20.500.14742/174329 | |
| dc.identifier.wos | 000274549100002 | |
| dc.language.iso | eng | |
| dc.subject.ddc | 330 Economics | |
| dc.title | An algorithm for computing solutions of variational problems with global convexity constraints | |
| dc.type | article | |
| dcterms.accessRights | info:eu-repo/semantics/closedAccess | |
| dcterms.bibliographicCitation.journaltitle | Numerische Mathematik | |
| dcterms.bibliographicCitation.number | 1 | |
| dcterms.bibliographicCitation.originalpublishername | Springer | |
| dcterms.bibliographicCitation.pageend | 69 | |
| dcterms.bibliographicCitation.pagestart | 45 | |
| dcterms.bibliographicCitation.volume | 115 | |
| dspace.entity.type | Publication | en |
| uzh.contributor.affiliation | The University of British Columbia | |
| uzh.contributor.affiliation | Humboldt-Universität zu Berlin | |
| uzh.contributor.author | Ekeland, Ivar | |
| uzh.contributor.author | Moreno-Bromberg, Santiago | |
| uzh.contributor.correspondence | No | |
| uzh.contributor.correspondence | Yes | |
| uzh.document.availability | no_document | |
| uzh.eprint.datestamp | 2020-11-24 14:50:03 | |
| uzh.eprint.lastmod | 2025-07-23 02:07:16 | |
| uzh.eprint.statusChange | 2020-11-24 14:50:03 | |
| uzh.harvester.eth | No | |
| uzh.harvester.nb | No | |
| uzh.jdb.eprintsId | 24045 | |
| uzh.oastatus.unpaywall | closed | |
| uzh.oastatus.zora | Closed | |
| uzh.publication.citation | Ekeland, Ivar; Moreno-Bromberg, Santiago (2010). An algorithm for computing solutions of variational problems with global convexity constraints. Numerische Mathematik, 115(1):45-69. | |
| uzh.publication.originalwork | original | |
| uzh.publication.publishedStatus | final | |
| uzh.publication.scope | disciplinebased | |
| uzh.relatedUrl.type | pub | |
| uzh.relatedUrl.url | https://link.springer.com/content/pdf/10.1007/s00211-009-0270-2.pdf | |
| uzh.scopus.impact | 18 | |
| uzh.scopus.subjects | Computational Mathematics | |
| uzh.scopus.subjects | Applied Mathematics | |
| uzh.workflow.chairSubject | Banking | |
| uzh.workflow.chairSubject | ProfJeanCharlesRochet1 | |
| uzh.workflow.doaj | uzh.workflow.doaj.false | |
| uzh.workflow.eprintid | 192342 | |
| uzh.workflow.fulltextStatus | none | |
| uzh.workflow.revisions | 43 | |
| uzh.workflow.rightsCheck | keininfo | |
| uzh.workflow.status | archive | |
| uzh.wos.impact | 17 | |
| Publication available in collections: |