• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Generalized Lipschitz functions

Jouini, Elyès (2000), Generalized Lipschitz functions, Nonlinear Analysis: Theory, Methods & Applications, 41, 3-4, p. 371-382. http://dx.doi.org/10.1016/S0362-546X(98)00282-X

Type
Article accepté pour publication ou publié
Date
2000-07
Journal name
Nonlinear Analysis: Theory, Methods & Applications
Volume
41
Number
3-4
Publisher
Elsevier
Pages
371-382
Publication identifier
http://dx.doi.org/10.1016/S0362-546X(98)00282-X
Metadata
Show full item record
Author(s)
Jouini, Elyès
Abstract (EN)
The aim of this paper is to establish a compactness result on some function sets. The main idea is very simple : it suffices to change the axis in order to transform a family of nondecreasing functions in Lipschitz ones and then to apply Ascoli's theorem. As we will see, this simple geometrical approach can be extended to a wider class of functions. The paper is organized as follows. In the next section we shall define the concept of Q-Lipschitz functions, where Q is a convex cone and we shall construct a particular topology on this set. In Section 2, we shall establish our compactness result and we shall explore some properties of the considered topology. In Section 3, we shall extend the previous result to a more general class of functions and in Section 4 we shall present some applications of our result.
Subjects / Keywords
Compactness results; Convergence; Generalized Lipschitz functions
JEL
C02 - Mathematical Methods

Related items

Showing items related by title and author.

  • Thumbnail
    Functions with constant generalized gradients 
    Jouini, Elyès (1990-05) Article accepté pour publication ou publié
  • Thumbnail
    Optimal Risk Sharing for Law Invariant Monetary Utility Functions 
    Jouini, Elyès; Schachermayer, Walter; Touzi, Nizar (2008) Article accepté pour publication ou publié
  • Thumbnail
    Convergence of utility functions and convergence of optimal strategies 
    Napp, Clotilde; Jouini, Elyès (2004) Article accepté pour publication ou publié
  • Thumbnail
    Production planning and inventories optimization with a general storage cost function 
    Tharaoui, Rabah; Chazal, Marie; Jouini, Elyès (2003) Article accepté pour publication ou publié
  • Thumbnail
    From Discrete Sugeno integrals to generalized lattice polynomial functions: axiomatizations and representations 
    Marichal, Jean-Luc; Couceiro, Miguel (2009) Communication / Conférence
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo