All Questions

Given two strictly concave functions $u_{i}$ with continuous derivatives in $\mathbb{R}^{k}$. We define their upper levels at a point $x$ of these functions as the set of points y such that $u_i(y)>...

Consider a function $f(S): \mathcal{S} \to \mathbb{R}$, where $\mathcal{S}$ is the convex cone of all positive semidefinite complex $M\times M$ Hermitian matrices. The function $f(\cdot )$ is concave ...