Beiträge zur Theorie der Vermehrungsformeln
Bertrand oligopoly revisited.
Best proximity sets and equilibrium pairs for a finite family of multimaps.
Biased positional games and small hypergraphs with large covers.
Bifurcation analysis of a Kaldor-Kalecki model of business cycle with time delay.
Bifurcation routes to chaos in an extended Van der Pol's equation applied to economic models.
Bilateral sequential bargaining with perfect information and different protocols
Most research done in the bargaining literature concentrates on the situations in which players get to be proposers alternately, with the first player being the proposer in the first period, the second player being the proposer in the second period, and so on until the cycle ends and the order of proposers is repeated. However, allowing for only this kind of order is a rather simplifying assumption. This paper looks at the situation in which we allow for much more general kind of protocols. We characterize...
Bi-personal stochastic transient Markov games with stopping times and total reward criterion
The article is devoted to a class of Bi-personal (players 1 and 2), zero-sum Markov games evolving in discrete-time on Transient Markov reward chains. At each decision time the second player can stop the system by paying terminal reward to the first player. If the system is not stopped the first player selects a decision and two things will happen: The Markov chain reaches next state according to the known transition law, and the second player must pay a reward to the first player. The first player...
Blocking Wythoff Nim.
Boolean games – Classifying strategies and omitting cardinality assumptions
Borda efficiency of constant scoring rules with large electorates
Boundary-influenced robust controls: two network examples
We consider the differential game associated with robust control of a system in a compact state domain, using Skorokhod dynamics on the boundary. A specific class of problems motivated by queueing network control is considered. A constructive approach to the Hamilton-Jacobi-Isaacs equation is developed which is based on an appropriate family of extremals, including boundary extremals for which the Skorokhod dynamics are active. A number of technical lemmas and a structured verification theorem...
Boundedness in topological spaces
Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
Bounds of Ruin Probabilities for Insurance Companies in the Presence of Stochastic Volatility on Investments⋆⋆⋆
In this work we consider a model of an insurance company where the insurer has to face a claims process which follows a Compound Poisson process with finite exponential moments. The insurer is allowed to invest in a bank account and in a risky asset described by Geometric Brownian motion with stochastic volatility that depends on an external factor modelled as a diffusion process. By using exponential martingale techniques we obtain upper and lower...
Bounds on integrals with respect to multivariate copulas
In this paper, we present a method to obtain upper and lower bounds on integrals with respect to copulas by solving the corresponding assignment problems (AP’s). In their 2014 paper, Hofer and Iacó proposed this approach for two dimensions and stated the generalization to arbitrary dimensons as an open problem. We will clarify the connection between copulas and AP’s and thus find an extension to the multidimensional case. Furthermore, we provide convergence statements and, as applications, we consider...
Breaking symmetry on complete bipartite graphs of odd size.
Brève communication. Connexité de l'espace des équilibres d'une famille d'économies
Brève communication. Méthode de l'état adjoint par «relaxation»
Brève communication. Une méthode de résolution des problèmes de col