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More on the tournament equilibrium set

G. Laffond, J. F. Laslier, M. Le Breton (1993)

Mathématiques et Sciences Humaines

Schwartz (1990) proposed a new solution concept for choosing from a tournament ; called the Tournament Equilibrium Set. He stated four problems concerning this solution. In this paper we introduce further questions and demonstrate some logical relationship between these questions.

Motion planning in cartesian product graphs

Biswajit Deb, Kalpesh Kapoor (2014)

Discussiones Mathematicae Graph Theory

Let G be an undirected graph with n vertices. Assume that a robot is placed on a vertex and n − 2 obstacles are placed on the other vertices. A vertex on which neither a robot nor an obstacle is placed is said to have a hole. Consider a single player game in which a robot or obstacle can be moved to adjacent vertex if it has a hole. The objective is to take the robot to a fixed destination vertex using minimum number of moves. In general, it is not necessary that the robot will take a shortest path...

Multiagent opinion dynamics influenced by individual susceptibility and anchoring effect

Zihan Chen, Yu Xing, Huashu Qin (2019)

Kybernetika

This paper studies a new model of social opinion dynamics in multiagent system by counting in two important factors, individual susceptibility and anchoring effect. Different from many existing models only focusing on one factor, this model can exhibit not only agreement phenomena, but also disagreement phenomena such as clustering and fluctuation, during opinion evolution. Then we provide several conditions to show how individual susceptibility and anchoring effect work on steady-state behaviors...

Multi-attribute evaluation with imprecise vector utility

Sixto Ríos-Insua, Alfonso Mateos (1996)

Revista de la Real Academia de Ciencias Exactas Físicas y Naturales

We consider the multi-attribute decision making problem with incomplete information on the decision maker's preferences, given by an imprecise vector utility function. We introduce an approximation set to the utility efficient set which may be used to aid a decision maker in reaching a final compromise strategy. We provide sorne properties and an interactive procedure based on such approximation set.

Multiperiod supply chain network equilibrium model with electronic commerce and multicriteria decision-making

Guoshan Liu, Shiqin Xu (2012)

RAIRO - Operations Research - Recherche Opérationnelle

In this paper, we develop a supply chain network equilibrium model in which electronic commerce in the presence of both B2B (business-to-business) and B2C (business-to-consumer) transactions, multiperiod decision-making and multicriteria decision-making are integrated. The model consists of three tiers of decision-makers (manufacturers, retailers and consumers at demand markets) who compete within a tier but may cooperate between tiers. Both manufacturers and retailers are concerned with maximization...

Multiperiod supply chain network equilibrium model with electronic commerce and multicriteria decision-making∗∗∗

Guoshan Liu, Shiqin Xu (2012)

RAIRO - Operations Research

In this paper, we develop a supply chain network equilibrium model in which electronic commerce in the presence of both B2B (business-to-business) and B2C (business-to-consumer) transactions, multiperiod decision-making and multicriteria decision-making are integrated. The model consists of three tiers of decision-makers (manufacturers, retailers and consumers at demand markets) who compete within a tier but may cooperate between tiers. Both manufacturers and retailers are concerned with maximization...

Multistage risk premiums in portfolio optimization

Miloš Kopa, Barbora Petrová (2017)

Kybernetika

This paper deals with a multistage stochastic programming portfolio selection problem with a new type of risk premium constraints. These risk premiums are constructed on the multistage scenario tree. Two ways of the construction are introduced and compared. The risk premiums are incorporated in the multistage stochastic programming portfolio selection problem. The problem maximizes the multivariate (multiperiod) utility function under condition that the multistage risk premiums are smaller than...

Multivariate extensions of expectiles risk measures

Véronique Maume-Deschamps, Didier Rullière, Khalil Said (2017)

Dependence Modeling

This paper is devoted to the introduction and study of a new family of multivariate elicitable risk measures. We call the obtained vector-valued measures multivariate expectiles. We present the different approaches used to construct our measures. We discuss the coherence properties of these multivariate expectiles. Furthermore, we propose a stochastic approximation tool of these risk measures.

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