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A Solution Concept for a Very General Class of Decision Problems

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Ökonomie und Mathematik

Summary

A branch and bound method is proposed for solving a very general class of global multiextremal decision problems where the objective is the sum of a convex and a concave function and the feasible set is the intersection of a convex set with the complement of a convex set.

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© 1987 Springer-Verlag Berlin Heidelberg

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Horst, R., Van Dien, L. (1987). A Solution Concept for a Very General Class of Decision Problems. In: Opitz, O., Rauhut, B. (eds) Ökonomie und Mathematik. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-72672-9_14

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  • DOI: https://doi.org/10.1007/978-3-642-72672-9_14

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-72673-6

  • Online ISBN: 978-3-642-72672-9

  • eBook Packages: Springer Book Archive

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