The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 64 Next

Displaying 1261 – 1280 of 1948

Showing per page

On well-posedness for parametric vector quasiequilibrium problems with moving cones

Lam Quoc Anh, Dinh Vinh Hien (2016)

Applications of Mathematics

In this paper we consider weak and strong quasiequilibrium problems with moving cones in Hausdorff topological vector spaces. Sufficient conditions for well-posedness of these problems are established under relaxed continuity assumptions. All kinds of well-posedness are studied: (generalized) Hadamard well-posedness, (unique) well-posedness under perturbations. Many examples are provided to illustrate the essentialness of the imposed assumptions. As applications of the main results, sufficient conditions...

On β-favorability of the strong Choquet game

László Zsilinszky (2011)

Colloquium Mathematicae

In the main result, partially answering a question of Telgársky, the following is proven: if X is a first countable R₀-space, then player β (i.e. the EMPTY player) has a winning strategy in the strong Choquet game on X if and only if X contains a nonempty W δ -subspace which is of the first category in itself.

One-point solutions obtained from best approximation problems for cooperative games

Tetsuzo Tanino (2013)

Kybernetika

In this paper we focus on one-point (point-valued) solutions for transferable utility games (TU-games). Since each allocated profit vector is identified with an additive game, a solution can be regarded as a mapping which associates an additive game with each TU-game. Recently Kultti and Salonen proposed a minimum norm problem to find the best approximation in the set of efficient additive games for a given TU-game. They proved some interesting properties of the obtained solution. However, they...

On-line Ramsey theory.

Grytczuk, J.A., Hałuszczak, M., Kierstead, H.A. (2004)

The Electronic Journal of Combinatorics [electronic only]

Open topics in fuzzy coalitional games with transferable utility

Milan Mareš (2006)

Banach Center Publications

Vagueness is one of the phenomena which cannot be separated from the real bargaining and cooperative situations. The aim of this paper is to offer a brief survey of the recent state-of-art of the modelling of vagueness in coalitional games with transferable utility. It may be recognized in two components of these games, namely, in vague structure of coalitions where each player may simultaneously participate in several of them, and in vague expectations of coalitional pay-offs. Both these cases...

Optimal closing of a pair trade with a model containing jumps

Stig Larsson, Carl Lindberg, Marcus Warfheimer (2013)

Applications of Mathematics

A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely used investment strategy in the financial industry. Recently, Ekström, Lindberg, and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In the present work the model is generalized to also include jumps. More precisely, we assume that the difference between the assets is an...

Optimal investment strategy for a non-life insurance company: quadratic loss

Łukasz Delong (2005)

Applicationes Mathematicae

The aim of this paper is to construct an optimal investment strategy for a non-life insurance business. We consider an insurance company which provides, in exchange for a single premium, full coverage to a portfolio of risks which generates losses according to a compound Poisson process. The insurer invests the premium and trades continuously on the financial market which consists of one risk-free asset and n risky assets (Black-Scholes market). We deal with the insurer's wealth path dependent disutility...

Optimal investment under behavioural criteria - a dual approach

Miklós Rásonyi, José G. Rodríguez-Villarreal (2015)

Banach Center Publications

We consider a discrete-time, generically incomplete market model and a behavioural investor with power-like utility and distortion functions. The existence of optimal strategies in this setting has been shown in Carassus-Rásonyi (2015) under certain conditions on the parameters of these power functions. In the present paper we prove the existence of optimal strategies under a different set of conditions on the parameters, identical to the ones in Rásonyi-Rodrigues (2013), which...

Currently displaying 1261 – 1280 of 1948