Payoff space in -games.
PDE-viscosity solution approach to some problems of large deviations
Penalty algorithm based on conjugate gradient method for solving portfolio management problem.
Performance of hedging strategies in interval models
For a proper assessment of risks associated with the trading of derivatives, the performance of hedging strategies should be evaluated not only in the context of the idealized model that has served as the basis of strategy development, but also in the context of other models. In this paper we consider the class of so-called interval models as a possible testing ground. In the context of such models the fair price of a derivative contract is not uniquely determined and we characterize the interval...
Periodicity and other structure in a colorful family of Nim-like arrays.
Permissive strategies : from parity games to safety games
It is proposed to compare strategies in a parity game by comparing the sets of behaviours they allow. For such a game, there may be no winning strategy that encompasses all the behaviours of all winning strategies. It is shown, however, that there always exists a permissive strategy that encompasses all the behaviours of all memoryless strategies. An algorithm for finding such a permissive strategy is presented. Its complexity matches currently known upper bounds for the simpler problem of finding...
Permissive strategies: from parity games to safety games
It is proposed to compare strategies in a parity game by comparing the sets of behaviours they allow. For such a game, there may be no winning strategy that encompasses all the behaviours of all winning strategies. It is shown, however, that there always exists a permissive strategy that encompasses all the behaviours of all memoryless strategies. An algorithm for finding such a permissive strategy is presented. Its complexity matches currently known upper bounds for the simpler problem...
Phonetik vom Standpunkt der Regelungslehre. Eine erste Näherung
Physics and the foundations of economic science: comments in memory of Ilya Prigogine.
Piecewise solutions of evolutionary variational inequalities. Application to double-layered dynamics modelling of equilibrium problems.
Pilesize dynamic one-pile Nim and Beatty's theorem.
Playing Nim on a simplicial complex.
Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
This paper deals with the problem of estimating the level sets L(c) = {F(x) ≥ c}, with c ∈ (0,1), of an unknown distribution function F on ℝ+2. A plug-in approach is followed. That is, given a consistent estimator Fn of F, we estimate L(c) by Ln(c) = {Fn(x) ≥ c}. In our setting, non-compactness property is a priori required for the level sets to estimate. We state consistency results with respect to the Hausdorff distance and the volume of the symmetric difference. Our results are motivated by...
Počítačová lingvistika ve vztahu k informatice
Poisson random sums of present Values of Continuous Uniform cash flows
Polarized category theory, modules, and game semantics.
Pôles, intermédiaires et centres dans un groupe d'opinions
Les opinions dont il s'agit sont des ordres totaux sur un ensemble d'objets. Par rapport à un groupe d'opinions exprimées, on définit les notions d'opinions «pôles», «intermédiaires» et «centres» : ces derniers peuvent servir de choix collectifs et on examine quelques-unes de leurs propriétés ; en particulier, ils appartiennent à l'intervalle convexe engendré par les opinions exprimées, autrement dit, ils conservent les avis unanimes.
Polyiamonds and polyhexes with minimum site-perimeter and achievement games.
Population growth and environment as a self-organizing system.
Population growth and the environment: Can we eat the cake and have it?