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Generated fuzzy implications and fuzzy preference structures

Vladislav Biba, Dana Hliněná (2012)

Kybernetika

The notion of a construction of a fuzzy preference structures is introduced. The properties of a certain class of generated fuzzy implications are studied. The main topic in this paper is investigation of the construction of the monotone generator triplet ( p , i , j ) , which is the producer of fuzzy preference structures. Some properties of mentioned monotone generator triplet are investigated.

Gini indices and the moments of the share density function

Petr Zizler (2014)

Applications of Mathematics

The expected value of the share density of the income distribution can be expressed in terms of the Gini index. The variance of the share density of the income distribution is interesting because it gives a relationship between the first and the second order Gini indices. We find an expression for this variance and, as a result, we obtain some nontrivial bounds on these Gini indices. We propose new statistics on the income distribution based on the higher moments of the share density function. These...

Growth-optimal portfolios under transaction costs

Jan Palczewski, Łukasz Stettner (2008)

Applicationes Mathematicae

This paper studies a portfolio optimization problem in a discrete-time Markovian model of a financial market, in which asset price dynamics depends on an external process of economic factors. There are transaction costs with a structure that covers, in particular, the case of fixed plus proportional costs. We prove that there exists a self-financing trading strategy maximizing the average growth rate of the portfolio wealth. We show that this strategy has a Markovian form. Our result is obtained...

GTES : une méthode de simulation par jeux et apprentissage pour l'analyse des systèmes d'acteurs

Y. Caseau (2009)

RAIRO - Operations Research

Cet article décrit une approche de la modélisation d'un système d'acteurs, particulièrement adaptée à la modélisation des entreprises, fondée sur la théorie des jeux [11] et sur l'optimisation par apprentissage du comportement de ces acteurs. Cette méthode repose sur la combinaison de trois techniques : la simulation par échantillonnage (Monte-Carlo), la théorie des jeux pour ce qui concerne la recherche d'équilibre entre les stratégies, et les méthodes heuristiques d'optimisation locale,...

Guessing secrets.

Chung, Fan, Graham, Ronald, Leighton, Tom (2001)

The Electronic Journal of Combinatorics [electronic only]

Gδ -sets in topological spaces and games

Winfried Just, Marion Scheepers, Juris Steprans, Paul Szeptycki (1997)

Fundamenta Mathematicae

Players ONE and TWO play the following game: In the nth inning ONE chooses a set O n from a prescribed family ℱ of subsets of a space X; TWO responds by choosing an open subset T n of X. The players must obey the rule that O n O n + 1 T n + 1 T n for each n. TWO wins if the intersection of TWO’s sets is equal to the union of ONE’s sets. If ONE has no winning strategy, then each element of ℱ is a G δ -set. To what extent is the converse true? We show that:  (A) For ℱ the collection of countable subsets of X:   1. There are subsets...

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