Abstract
A sufficient condition is given for the existence of a solution to a generalized Pareto maximization problem in which maximization is defined in terms of cones. This result generalizes the fact that an upper semicontinuous real-valued function achieves its maximum on a compact set.
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Communicated by L. Cesari
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Corley, H.W. An existence result for maximizations with respect to cones. J Optim Theory Appl 31, 277–281 (1980). https://doi.org/10.1007/BF00934115
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DOI: https://doi.org/10.1007/BF00934115