'Boyd and Vandenberghe have written a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics: Convex Optimization is a very readable introduction to this modern field of research.' Mathematics o
In this article, we study two broad classes of convex order related optimal insurance decision problems, in which the objective function or the premium valuation is a general functional of the expectation, Value-at-Risk and Average Value-at-Risk of
Convex Analysis and Minimization Algorithms II Advanced Theory and Bundle Methods Authors: Hiriart-Urruty, Jean-Baptiste, Lemarechal, Claude From the reviews: "The account is quite detailed and is written in a manner that will appeal to analysts and
