EuDML | Browse

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

Items

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 84 Next

Displaying 1661 – 1680 of 1948

Symmetry and new solutions of the Black-Scholes equation.

Sukhomlin, Nikolay (2004)

Boletín de la Asociación Matemática Venezolana

Syntheses of differential games and pseudo-Riccati equations.

You, Yuncheng (2002)

Abstract and Applied Analysis

System analysis and mapping of interaction mechanisms of natural processes in mountainous-taiga landscapes

S. Myasnikova (2009)

Mathematical Modelling of Natural Phenomena

A spatial and temporal diversity of processes and phenomena is observed in mountaintaiga landscapes as the object of management. A knowledge of the mechanisms of their interactions makes it possible to effectively manage these processes and phenomena. The methodology of system analysis and mathematical models of interaction mechanisms are used in the analysis of these phenomena. A visualization of modelling results is carried out using geoinformation mapping methods.

Systemic risk through contagion in a core-periphery structured banking network

Oliver Kley, Claudia Klüppelberg, Lukas Reichel (2015)

Banach Center Publications

We contribute to the understanding of how systemic risk arises in a network of credit-interlinked agents. Motivated by empirical studies we formulate a network model which, despite its simplicity, depicts the nature of interbank markets better than a symmetric model. The components of a vector Ornstein-Uhlenbeck process living on the nodes of the network describe the financial robustnesses of the agents. For this system, we prove a LLN for growing network size leading to a propagation of chaos result....

Systems of variational inequalities related to economic equilibrium

Zdzisław Naniewicz, Magdalena Nockowska (2007)

Control and Cybernetics

Taming the wild in impartial combinatorial games.

Plambeck, Thane E. (2005)

Integers

Target achieving portfolio under model misspecification: quadratic optimization framework

Dariusz Zawisza (2012)

Applicationes Mathematicae

We incorporate model uncertainty into a quadratic portfolio optimization framework. We consider an incomplete continuous time market with a non-tradable stochastic factor. Two stochastic game problems are formulated and solved using Hamilton-Jacobi-Bellman-Isaacs equations. The proof of existence and uniqueness of a solution to the resulting semilinear PDE is also provided. The latter can be used to extend many portfolio optimization results.

Tarification par des jeux coopératifs avec demandes élastiques

F. Bendali, J. Mailfert, A. Quilliot (2001)

RAIRO - Operations Research - Recherche Opérationnelle

Nous proposons ici un modèle de Tarification basé sur une extension du formalisme des Jeux Coopératifs et qui prend en compte la notion d’Élasticité de la Demande. Nous présentons pour ce modèle un résultat d’existence ainsi qu’un algorithme de calcul associé. Nous interprétons enfin ce nouveau concept dans le cas d’un problème de production et nous le prolongeons au cas d’un problème de transport.

Tarification par des jeux Coopératifs avec Demandes Élastiques

F. Bendali, J. Mailfert, A. Quilliot (2010)

RAIRO - Operations Research

We propose here a pricing Model which is an extension of the Cooperative Game concept and which includes a notion of Elastic Demand. We present some existence results as well as some algorithms. We conclude by discussing this model in the context of some Production and Transportation problems.