dc.creatorFlores Bazán, Fabián
dc.creatorFlores Bazán, Fernando
dc.creatorLaengle Scarlazetta, Sigifredo
dc.date.accessioned2015-08-13T19:15:26Z
dc.date.available2015-08-13T19:15:26Z
dc.date.created2015-08-13T19:15:26Z
dc.date.issued2015
dc.identifierJ Optim Theory Appl (2015) 164:455–478
dc.identifierDOI 10.1007/s10957-014-0558-y
dc.identifierhttps://repositorio.uchile.cl/handle/2250/132712
dc.description.abstractSome production models in finance require infinite-dimensional commodity spaces, where efficiency is defined in terms of an ordering cone having possibly empty interior. Since weak efficiency is more tractable than efficiency from a mathematical point of view, this paper characterizes the equality between efficiency and weak efficiency in infinite-dimensional spaces without further assumptions, like closedness or free disposability. This is obtained as an application of our main result that characterizes the solutions to a unified vector optimization problem in terms of its scalarization. Standard models as efficiency, weak efficiency (defined in terms of quasi-relative interior), weak strict efficiency, strict efficiency, or strong solutions are carefully described. In addition, we exhibit two particular instances and compute the efficient and weak efficient solution set in Lebesgue spaces.
dc.languageen_US
dc.publisherSpringer
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/3.0/cl/
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 Chile
dc.subjectVector optimization
dc.subjectScalarization
dc.subjectEfficiency
dc.subjectInfinite-dimensional commodity space
dc.subjectQuasi-relative interior
dc.titleCharacterizing Efficiency on Infinite-dimensional Commodity Spaces with Ordering Cones Having Possibly Empty Interior
dc.typeArtículo de revista


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