Hierarchical solution concept for static and multistage decision problems with two objectives
Hiérarchies conceptuelles de données binaires
En classification conceptuelle d'un ensemble d'objets décrits dans un espace de représentation, on cherche à construire une partition des objets en classes disjointes et simultanément une caractérisation de chaque classe dans les termes de l'espace de représentation. Dans le cas, très courant, où cet espace est engendré par des données binaires nous présentons deux algorithmes, dérivés des méthodes ascendantes et descendantes en classification qui maximisent localement un indice de cohésion des...
Historie matematické lingvistiky [Book]
Hopf bifurcation in the IS-LM business cycle model with time delay.
How long can a graph be kept planar?
How Long Can One Bluff in the Domination Game?
The domination game is played on an arbitrary graph G by two players, Dominator and Staller. The game is called Game 1 when Dominator starts it, and Game 2 otherwise. In this paper bluff graphs are introduced as the graphs in which every vertex is an optimal start vertex in Game 1 as well as in Game 2. It is proved that every minus graph (a graph in which Game 2 finishes faster than Game 1) is a bluff graph. A non-trivial infinite family of minus (and hence bluff) graphs is established. minus graphs...
How to play MetaSquares
How to state necessary optimality conditions for control problems with deviating arguments?
The aim of this paper is to give a general idea to state optimality conditions of control problems in the following form: , (1) where is a set of admissible controls and is the solution of the following equation: ; . (2). The results are nonlocal and new.
Hry takmer matematické [Book]
I modelli della ricerca operativa nella realizzazione di processi decisionali attraverso agenti autonomi
This paper presents a critical view on the use of optimization models in production environment. Distributed decision process based on the concepts of autonomous agents is introduced in the framework of a deterministic optimization model. The modeling problems and the underlying theoretical background are briefly discussed.
Identitäten bei den Stirling-Zahlen 2.Art aus kombinatorischen Überlegungen beim Würfelspiel.
Imperfect reworking process consideration in integrated inventory model under permissible delay in payments.
Implications of parameter uncertainty on option prices.
Imprecise notions in individual and group decision theory: Resolutions of Allais paradox and related problems.
This paper deals with two ways in which uncertainty notions enter social science models: 1) They can be used in an effort to make intelligible some phenomena that would otherwise be difficult to comprehend, or 2) They can be use to generalize or modify the domain of validity of some theoretical results.
Impulsivity in binary choices and the emergence of periodicity.
In search of a warning strategy against exchange-rate attacks: Forecasting tactics using artificial neural networks. (91Bxx.)
Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns
The authors introduce risk sensitivity to a model of sequential games where players don't know beforehand which of them will make a choice at each stage of the game. It is shown that every sequential game without a predetermined order of turns with risk sensitivity has a Nash equilibrium, as well as in the case in which players have types that are chosen for them before the game starts and that are kept from the other players. There are also a couple of examples that show how the equilibria might...
Incomplete Markets: the concept of generalized equilibrium and its existence theorem.
Incompleteness of the bond market with Lévy noise under the physical measure
The problem of completeness of the forward rate based bond market model driven by a Lévy process under the physical measure is examined. The incompleteness of market in the case when the Lévy measure has a density function is shown. The required elements of the theory of stochastic integration over the compensated jump measure under a martingale measure are presented and the corresponding integral representation of local martingales is proven.
Indices económicos. Modelo dinámico de inversión.
Se estudia el problema de inversión en un mercado en donde las rentabilidades aleatorias de los títulos satisfacen una relación temporal con rentabilidades anteriores y las interrelaciones vendrán dadas a través de unos índices, uno común a todos los títulos y otro específico del sector en que pueda incluirse cada título.