Notes on game theory equilibria
Notes on topological games
Numerical exploration of Kaldorian interregional macrodynamics: enhanced stability and predominance of period doubling under flexible exchange rates.
Numerical exploration of Kaldorian macrodynamics: Enhanced stability and predominance of period doubling and chaos with flexible exchange rates.
Numerical exploration of Kaldorian macrodynamics: Hopf-Neimark bifurcations and business cycles with fixed exchange rates.
Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment
This paper deals with the construction of numerical solution of the Black-Scholes (B-S) type equation modeling option pricing with variable yield discrete dividend payment at time . Firstly the shifted delta generalized function appearing in the B-S equation is approximated by an appropriate sequence of nice ordinary functions. Then a semidiscretization technique applied on the underlying asset is used to construct a numerical solution. The limit of this numerical solution is independent of the...
O matematické lingvistice
O mathematické a morální naději. [IV.]
O nepřetržitém úrokování
O teorii katastrof
O teorii strategických her
Objective function design for robust optimality of linear control under state-constraints and uncertainty
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
Objective function design for robust optimality of linear control under state-constraints and uncertainty
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
Observation on the problem of the gambler's ruin. (Poznámka k problemu ruinováni hrácu.)
Oligopoly equilibrium in pure exchange economies
Oligopoly Model of a Debit Card Network
JEL Classification: G21, L13.The paper builds an oligopoly model of a debit card network. It examines the competition between debit card issuers. We show that there is an optimal pricing for the debit card network, which maximizes all issuer’s revenues. The paper also shows that establishing a link between debit card networks averages the costs provided that there is no growth in the customer’s usage of the networks, resulting from the link.
On a class of nonlinear evasion games
On a class of risk processes with barriers and random incomes.
On a Combinatorial game
On a condition weaker than insatiability condition
A condition weaker than the insatiability condition is given.