A note on reinsurance contracts with multiple reinstatements
A note on risk averse newsboy problem
A note on robust Nash equilibria with uncertainties
In this short note, we investigate the framework where agents or players have some uncertainties upon their payoffs or losses, the behavior (or the type, number or any other characteristics) of other players. More specifically, we introduce an extension of the concept of Nash equilibria that generalize different solution concepts called by their authors, and depending on the context, either as robust, ambiguous, partially specified or with uncertainty aversion. We provide a simple necessary and...
A note on stochastic integration with respect to optional semimartingales.
A note on the closedness of the convex hull and its applications.
A note on the first occurrence of strings.
A note on the optimal portfolio problem in discrete processes
We deal with the optimal portfolio problem in discrete-time setting. Employing the discrete Itô formula, which is developed by Fujita, we establish the discrete Hamilton–Jacobi–Bellman (d-HJB) equation for the value function. Simple examples of the d-HJB equation are also discussed.
A note on the Uzawa-Lucas model with unskilled labor.
A note on the voting problem.
Let v(n) be the minimum number of voters with transitive preferences which are needed to generate any strong preference pattern (ties not allowed) on n candidates. Let k = [log2n]. Then it is shown that v(n) ≤ n-k if n and k have different parity, and v(n) ≤ n-k+1 otherwise.
A note to D. Gale's productivity
A note to mathematical aspects of the political decision theory
A paintability version of the combinatorial Nullstellensatz, and list colorings of -partite -uniform hypergraphs.
A pairing strategy for tic-tac-toe on the integer lattice with numerous directions.
A Partial Backlogging Inventory Model for Non-Instantaneous Deteriorating Items With Stock-Dependent Consumption Rate Under Inflation
A Primer on Media Theory.
A priori error estimates for reduced order models in finance
Mathematical models for option pricing often result in partial differential equations. Recent enhancements are models driven by Lévy processes, which lead to a partial differential equation with an additional integral term. In the context of model calibration, these partial integro differential equations need to be solved quite frequently. To reduce the computational cost the implementation of a reduced order model has shown to be very successful numerically. In this paper we give a priori error...
A probabilistic approach to automaton-environment systems
A probability density function estimation using F-transform
The aim of this paper is to propose a new approach to probability density function (PDF) estimation which is based on the fuzzy transform (F-transform) introduced by Perfilieva in [10]. Firstly, a smoothing filter based on the combination of the discrete direct and continuous inverse F-transform is introduced and some of the basic properties are investigated. Next, an alternative approach to PDF estimation based on the proposed smoothing filter is established and compared with the most used method...
À propos de la signification des dépendances entre critères : quelle place et quels modes de prise en compte pour l'aide à la décision ?
Soit F une famille de critères conçue pour asseoir un modèle de préférences global sur un ensemble A d'actions potentielles (ou alternatives). On se place ici dans une perspective d'aide à la décision et dans l'hypothèse où des dépendances (encore appelées interactions) sont susceptibles d'exister entre certains des critères de F. On commence (cf. Sect. 2.1) par préciser ce que signifie l'affirmation "il existe des dépendances entre certains des critères de F" (Déf. 1). On s'intéresse ensuite...
A Prototype of an Extension to the UDDI Registry Allowing Pubilcation and Search Based on Subjective Evaluations
The paper has been presented at the International Conference Pioneers of Bulgarian Mathematics, Dedicated to Nikola Obreshko and Lubomir Tschakalo , So a, July, 2006.The current paper introduces the usage of subjective evaluations by others as a tool that can support consumers' decisions. It summarizes the features of the main UDDI registry providers and presents an extension to any UDDI registry allowing users of the registry to publish subjective evaluations for any artifact found in it and to...