On plain absolute equilibrium points in general non-ordered games with perfect information. II
On plain absolute equilibrium points in general non-ordered games with perfect information. I
On political realization of a given luxury goods supply
On polyhedral games
On pricing American and Asian options with PDE methods.
On random processes as an implicit solution of equations
Random processes with convenient properties are often employed to model observed data, particularly, coming from economy and finance. We will focus our interest in random processes given implicitly as a solution of a functional equation. For example, random processes AR, ARMA, ARCH, GARCH are belonging in this wide class. Their common feature can be expressed by requirement that stated random process together with incoming innovations must fulfill a functional equation. Functional dependence is...
On recursively directed hypercubes.
On risk reserve under distribution constraints
The purpose of this work is a study of the following insurance reserve model: , t ∈ [0,T], P(η ≥ c) ≥ 1-ϵ, ϵ ≥ 0. Under viability-type assumptions on a pair (p,σ) the estimation γ with the property: is considered.
On robust consensus of multi-agent systems with communication delays
In this paper, two robust consensus problems are considered for a multi-agent system with various disturbances. To achieve the robust consensus, two distributed control schemes for each agent, described by a second-order differential equation, are proposed. With the help of graph theory, the robust consensus stability of the multi-agent system with communication delays is obtained for both fixed and switching interconnection topologies. The results show the leaderless consensus can be achieved with...
On second-order Taylor's series approximation and linear homogeneity.
On Shapley KKMS theorem
On smoothing of parametric minimax-functions and generalized max-functions via regularization.
On solution concepts for multi-choice cooperative games.
On solving games constructed using both short and long conjunctive sums.
On Solving Stochastic MADM Problems
On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model
We find a probabilistic representation of the Laplace transform of some special functional of geometric Brownian motion using squared Bessel and radial Ornstein-Uhlenbeck processes. Knowing the transition density functions of these processes, we obtain closed formulas for certain expectations of the relevant functional. Among other things we compute the Laplace transform of the exponent of the T transforms of Brownian motion with drift used by Donati-Martin, Matsumoto, and Yor in a variety of identities...
On some geometric properties of -homogeneous production functions in microeconomics
On some joint-life annuities
On some layer-based risk measures with applications to exponential dispersion models.
On some problem of A. Rosłanowski
We present a negative answer to problem 3.7(b) posed on page 193 of [2], where, in fact, A. Rosłanowski asked: Does every set of Lebesgue measure zero belong to some Mycielski ideal?