Cyclical monotonicity

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In mathematics, cyclical monotonicity is a generalization of the notion of monotonicity to the case of vector-valued function. [1] [2]

Contents

Definition

Let denote the inner product on an inner product space and let be a nonempty subset of . A correspondence is called cyclically monotone if for every set of points with it holds that [3]

Properties

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References

  1. Levin, Vladimir (1 March 1999). "Abstract Cyclical Monotonicity and Monge Solutions for the General Monge–Kantorovich Problem". Set-Valued Analysis. Germany: Springer Science+Business Media. 7: 7–32. doi:10.1023/A:1008753021652. S2CID   115300375.
  2. Beiglböck, Mathias (May 2015). "Cyclical monotonicity and the ergodic theorem". Ergodic Theory and Dynamical Systems. Cambridge University Press. 35 (3): 710–713. doi:10.1017/etds.2013.75. S2CID   122460441.
  3. Chambers, Christopher P.; Echenique, Federico (2016). Revealed Preference Theory. Cambridge University Press. p. 9.
  4. Rockafellar, R. Tyrrell, 1935- (2015-04-29). Convex analysis. Princeton, N.J. ISBN   9781400873173. OCLC   905969889.{{cite book}}: CS1 maint: multiple names: authors list (link)[ page needed ]
  5. http://www.its.caltech.edu/~kcborder/Courses/Notes/CyclicalMonotonicity.pdf [ bare URL PDF ]