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Additive envelopes of continuous functions |
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| Authors: | Bruno H. Strulovici |
| Affiliation: | a Department of Economics, Northwestern University, 2001 Sheridan Road, Evanston, IL 60208-2600, United States b Department of Management Science and Engineering, 442 Terman Engineering Center, Stanford University, Stanford, CA 94305-4026, United States |
| Abstract: | We present an iterative method for constructing additive envelopes of continuous functions on a compact set, with contact at a specified point. For elements of a class of submodular functions we provide closed-form expressions for such additive envelopes. |
| Keywords: | Additive functions Pareto optimality Robust optimization Superposition |
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