Coincidence theorems for families of multimaps and their applications to equilibrium problems.
For k ≥ 2 we define a class of graphs 𝓗 ₖ = {G: every block of G has at most k vertices}. The class 𝓗 ₖ contains among other graphs forests, Husimi trees, line graphs of forests, cactus graphs. We consider the colouring game and the generalized colouring game on graphs from 𝓗 ₖ.
We study the problem of consistent and homogeneous colourings for increasing families of dyadic intervals. We determine when this problem can be solved and when it cannot.
Some of the covering properties of spaces as defined in Parts I and II are here characterized by games. These results, applied to function spaces of countable tightness, give new characterizations of countable fan tightness and countable strong fan tightness. In particular, each of these properties is characterized by a Ramseyan theorem.
We use Ramseyan partition relations to characterize: ∙ the classical covering property of Hurewicz; ∙ the covering property of Gerlits and Nagy; ∙ the combinatorial cardinal numbers and add(ℳ ). Let X be a -space. In [9] we showed that has countable strong fan tightness as well as the Reznichenko property if, and only if, all finite powers of X have the Gerlits-Nagy covering property. Now we show that the following are equivalent: 1. has countable fan tightness and the Reznichenko property. 2....
This paper presents how a dynamic system model can be used together with the Datar–Mathews real option analysis method for investment analysis of metal mining projects. The focus of the paper is on analyzing a project from the point of view of the project owner. The paper extends the Datar–Mathews real option analysis method by combining it with a dynamic system model. The model employs a dynamic discount rate that changes as the debt-level of the project changes. A numerical case illustration of...
La différence de tendance centrale entre deux distributions sur un ensemble fini est représentée par une série de transferts entre les modalités. Un modèle unique est proposé qui permet d'analyser ces différences pour des variables nominales, ordinales ou métriques aussi bien que pour les variables numériques. En particulier on définit un indice de différence entre les distributions qui se ramène à l'indice de distorsion de Gini dans le cas d'une variable nominale et à la différence entre les moyennes...
We consider the problem of optimal investment for maximal expected utility in an incomplete market with trading strategies subject to closed constraints. Under the assumption that the underlying utility function has constant sign, we employ the comparison principle for BSDEs to construct a family of supermartingales leading to a necessary and sufficient condition for optimality. As a consequence, the value function is characterized as the initial value of a BSDE with Lipschitz growth.