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Degeneracy resolution for bilinear utility functions

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Publication:650206
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DOI10.1007/S10957-011-9846-YzbMath1233.91095OpenAlexW2014137834MaRDI QIDQ650206

Michael J. Best, Xili Zhang

Publication date: 25 November 2011

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-011-9846-y


zbMATH Keywords

degeneracyactive set methodBland's least-index rulesloss-aversion


Mathematics Subject Classification ID

Utility theory (91B16)





Cites Work

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  • Beta in Linear Risk Tolerance Economies
  • New Finite Pivoting Rules for the Simplex Method
  • Prospect Theory: An Analysis of Decision under Risk




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