E105 - Institut für Stochastik und Wirtschaftsmathematik
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Date (published):
18-Mar-2024
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Event name:
OptAzur
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Event date:
18-Mar-2024
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Event place:
Nice, France
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Keywords:
Convex function; determination of a function
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Abstract:
A convex continuous function can be determined, up to a constant, by its remoteness (distance of the subdifferential to zero). Based on this result, I will discuss possible extensions in two directions: robustness (sensitivity analysis) and general determination theory.
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Project title:
Unilateralität und Asymmetrie in der Variationsanalyse: P 36344N (FWF - Österr. Wissenschaftsfonds)
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Research Areas:
Mathematical Methods in Economics: 50% Fundamental Mathematics Research: 50%
