Non-compact random generalized games and random quasi-variational inequalities.
Non-cooperative game approach to multi-robot planning
A multi-robot environment with a STRIPS representation is considered. Under some assumptions such problems can be modelled as a STRIPS language (for instance, a Block World environment) with one initial state and a disjunction of goal states. If the STRIPS planning problem is invertible, then it is possible to apply the machinery for planning in the presence of incomplete information to solve the inverted problem and then to find a solution to the original problem. In the paper a planning algorithm...
Noncooperative games with noncompact joint strategies sets: increasing best responses and approximation to equilibrium points
In this paper conditions proposed in Flores-Hernández and Montes-de-Oca [3] which permit to obtain monotone minimizers of unbounded optimization problems on Euclidean spaces are adapted in suitable versions to study noncooperative games on Euclidean spaces with noncompact sets of feasible joint strategies in order to obtain increasing optimal best responses for each player. Moreover, in this noncompact framework an algorithm to approximate the equilibrium points for noncooperative games is supplied....
Nonempty intersection theorems minimax theorems with applications in generalized interval spaces.
Nonexpansive maps and option pricing theory
The famous Black–Sholes (BS) and Cox–Ross–Rubinstein (CRR) formulas are basic results in the modern theory of option pricing in financial mathematics. They are usually deduced by means of stochastic analysis; various generalisations of these formulas were proposed using more sophisticated stochastic models for common stocks pricing evolution. In this paper we develop systematically a deterministic approach to the option pricing that leads to a different type of generalisations of BS and CRR formulas...
Nonlinear dynamics in psychology.
Nonlinear elliptic systems in stochastic game theory.
Nonlinear Fokker-Planck equation in the model of asset returns.
Nonlinear variational inequalities and the existence of equilibrium in economies with a Riesz space of commodities
Nonlinearity in social dynamics -- order versus chaos.
Nonparametric statistical methods and the pricing of derivative securities.
Nonsmooth analysis approach to Isaac's equation.
Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing
2000 Mathematics Subject Classification: 65M06, 65M12.The paper is devoted to pricing options characterized by discontinuities in the initial conditions of the respective Black-Scholes partial differential equation. Finite difference schemes are examined to highlight how discontinuities can generate numerical drawbacks such as spurious oscillations. We analyze the drawbacks of the Crank-Nicolson scheme that is most frequently used numerical method in Finance because of its second order accuracy....
Non-terminating stochastic ratio game
Nonzero-sum semi-Markov games with countable state spaces
We consider nonzero-sum semi-Markov games with a countable state space and compact metric action spaces. We assume that the payoff, mean holding time and transition probability functions are continuous on the action spaces. The main results concern the existence of Nash equilibria for nonzero-sum discounted semi-Markov games and a class of ergodic semi-Markov games with the expected average payoff criterion.
Normalisation Affects The Results of MADM Methods
Normality assumption for the log-return of the stock prices
The normality of the log-returns for the price of the stocks is one of the most important assumptions in mathematical finance. Usually is assumed that the price dynamics of the stocks are driven by geometric Brownian motion and, in that case, the log-return of the prices are independent and normally distributed. For instance, for the Black-Scholes model and for the Black-Scholes pricing formula [4] this is one of the main assumptions. In this paper we will investigate if this assumption is verified...
Normalization of general coalition-games
Note On The Game Colouring Number Of Powers Of Graphs
We generalize the methods of Esperet and Zhu [6] providing an upper bound for the game colouring number of squares of graphs to obtain upper bounds for the game colouring number of m-th powers of graphs, m ≥ 3, which rely on the maximum degree and the game colouring number of the underlying graph. Furthermore, we improve these bounds in case the underlying graph is a forest.
Note sur la théorie mathématique des assurances contre l'invalidité