On the Chvàtal-Erdős triangle game.
On the closed-form solution of the improved labor augmented Solow-Swan model.
On the complexity of -player Hackenbush.
On the complexity of problems on simple games
Simple games cover voting systems in which a single alternative, such as a bill or an amendment, is pitted against the status quo. A simple game or a yes-no voting system is a set of rules that specifies exactly which collections of “yea” votes yield passage of the issue at hand. Each of these collections of “yea” voters forms a winning coalition. We are interested in performing a complexity analysis on problems defined on such families of games. This analysis as usual depends on the game representation...
On the complexity of problems on simple games
Simple games cover voting systems in which a single alternative, such as a bill or an amendment, is pitted against the status quo. A simple game or a yes-no voting system is a set of rules that specifies exactly which collections of “yea” votes yield passage of the issue at hand. Each of these collections of “yea” voters forms a winning coalition. We are interested in performing a complexity analysis on problems defined on such families of games....
On the complexity of the Shapley-Scarf economy with several types of goods
In the Shapley-Scarf economy each agent is endowed with one unit of an indivisible good (house) and wants to exchange it for another, possibly the most preferred one among the houses in the market. In this economy, core is always nonempty and a core allocation can be found by the famous Top Trading Cycles algorithm. Recently, a modification of this economy, containing Q >= 2 types of goods (say, houses and cars for Q=2) has been introduced. We show that if the number of agents is 2, a complete...
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Min-stable multivariate exponential (MSMVE) distributions constitute an important family of distributions, among others due to their relation to extreme-value distributions. Being true multivariate exponential models, they also represent a natural choicewhen modeling default times in credit portfolios. Despite being well-studied on an abstract level, the number of known parametric families is small. Furthermore, for most families only implicit stochastic representations are known. The present paper...
On the control of the difference between two Brownian motions: an application to energy markets modeling
We derive a model based on the structure of dependence between a Brownian motion and its reflection according to a barrier. The structure of dependence presents two states of correlation: one of comonotonicity with a positive correlation and one of countermonotonicity with a negative correlation. This model of dependence between two Brownian motions B1 and B2 allows for the value of [...] to be higher than 1/2 when x is close to 0, which is not the case when the dependence is modeled by a constant...
On the core of an incomplete -person game
On the determination of optimal time horizon in a control problem in natural resource economics.
On the Distribution of the Present Value of Interest in Continuous Compounding
On the economic risk capital of portfolio insurance.
On the Equality of Pay-Off Matrices.
On the equiponderate equation and a representation of weight quadruplets.
On the equivalence between CH and the existence of certain -Luzin subsets of .
On the existence of certainty equivalents of various relevant types.
On the existence of the price equilibrium by different methods
We have given several proofs on the existence of the price equilibrium --- via variational inequality --- via degree theory and via Brouwer's theorems.
On the first occurrence of strings.
On the foundations of mathematical modeling of economy.
On the general minimax theorem