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

Displaying 1541 – 1560 of 1948

Showing per page

Soluciones no dominadas en problemas multiobjetivo.

Luis Coladas Uría (1981)

Trabajos de Estadística e Investigación Operativa

La Teoría de Estructuras de Dominación, introducida por P. L. Yu como nuevo procedimiento de solución a problemas multiobjetivo, presenta bastantes lagunas, debidas sin duda a la novedad del tema. Nos hemos propuesto en este trabajo caracterizar completamente los puntos no dominados, por distintos procedimientos, así como seleccionar entre ellos un subconjunto más deseable ("soluciones propias"). Se abordan también condiciones para soluciones no dominadas en el espacio de decisiones.

Solution of option pricing equations using orthogonal polynomial expansion

Falko Baustian, Kateřina Filipová, Jan Pospíšil (2021)

Applications of Mathematics

We study both analytic and numerical solutions of option pricing equations using systems of orthogonal polynomials. Using a Galerkin-based method, we solve the parabolic partial differential equation for the Black-Scholes model using Hermite polynomials and for the Heston model using Hermite and Laguerre polynomials. We compare the obtained solutions to existing semi-closed pricing formulas. Special attention is paid to the solution of the Heston model at the boundary with vanishing volatility.

Solution set in a special case of generalized Nash equilibrium games

Josef Cach (2001)

Kybernetika

A special class of generalized Nash equilibrium problems is studied. Both variational and quasi-variational inequalities are used to derive some results concerning the structure of the sets of equilibria. These results are applied to the Cournot oligopoly problem.

Solutions de tournois : un spicilège

Jean-François Laslier (1996)

Mathématiques et Sciences Humaines

L'article passe en revue quelques Solutions de Tournois (correspondances de choix définies sur les tournois). On compare ces solutions entre elles, et on mentionne certaines de leurs propriétés.

Solving multi-objective fuzzy matrix games via multi-objective linear programming approach

Abha Aggarwal, Imran Khan (2016)

Kybernetika

A class of multi-objective fuzzy matrix games is studied and it is shown that solving such a game is equivalent to solving a pair of multi-objective linear programming problems. This work generalizes an earlier study of Fernandez et al. [7] from crisp scenario to fuzzy scenario on the lines of Bector et al. [4]. Further certain difficulties with similar studies reported in the literature are also discussed.

Solving Ratio-Dependent Predator-Prey System with Constant Effort Harvesting using Variational Iteration Method

Barari, A., Ghotbi, Abdoul R., Omidvar, M., Ganji, D. D. (2009)

Serdica Journal of Computing

Due to wide range of interest in use of bio-economic models to gain insight into the scientific management of renewable resources like fisheries and forestry,variational iteration method (VIM) is employed to approximate the solution of the ratio-dependent predator-prey system with constant effort prey harvesting.The results are compared with the results obtained by Adomian decomposition method and reveal that VIM is very effective and convenient for solving nonlinear differential equations.

Some applications of the point-open subbase game

D. Guerrero Sánchez, Vladimir Vladimirovich Tkachuk (2017)

Commentationes Mathematicae Universitatis Carolinae

Given a subbase 𝒮 of a space X , the game P O ( 𝒮 , X ) is defined for two players P and O who respectively pick, at the n -th move, a point x n X and a set U n 𝒮 such that x n U n . The game stops after the moves { x n , U n : n ø } have been made and the player P wins if n ø U n = X ; otherwise O is the winner. Since P O ( 𝒮 , X ) is an evident modification of the well-known point-open game P O ( X ) , the primary line of research is to describe the relationship between P O ( X ) and P O ( 𝒮 , X ) for a given subbase 𝒮 . It turns out that, for any subbase 𝒮 , the player P has a winning strategy...

Some Diagnostic Tools in Robust Econometrics

Jan Kalina (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

Highly robust statistical and econometric methods have been developed not only as a diagnostic tool for standard methods, but they can be also used as self-standing methods for valid inference. Therefore the robust methods need to be equipped by their own diagnostic tools. This paper describes diagnostics for robust estimation of parameters in two econometric models derived from the linear regression. Both methods are special cases of the generalized method of moments estimator based on implicit...

Currently displaying 1541 – 1560 of 1948