Combination of anti-optimization and fuzzy-set-based analyses for structural optimization under uncertainty.
Combination trading with limit orders.
Combinations and transformations of some general coalition-games
Combinatorial games: Selected bibliography with a succinct gourmet introduction.
Combinatorics of Dyadic Intervals: Consistent Colourings
We study the problem of consistent and homogeneous colourings for increasing families of dyadic intervals. We determine when this problem can be solved and when it cannot.
Combinatorics of open covers (III): games, Cp (X)
Some of the covering properties of spaces as defined in Parts I and II are here characterized by games. These results, applied to function spaces of countable tightness, give new characterizations of countable fan tightness and countable strong fan tightness. In particular, each of these properties is characterized by a Ramseyan theorem.
Combinatorics of open covers (VII): Groupability
We use Ramseyan partition relations to characterize: ∙ the classical covering property of Hurewicz; ∙ the covering property of Gerlits and Nagy; ∙ the combinatorial cardinal numbers and add(ℳ ). Let X be a -space. In [9] we showed that has countable strong fan tightness as well as the Reznichenko property if, and only if, all finite powers of X have the Gerlits-Nagy covering property. Now we show that the following are equivalent: 1. has countable fan tightness and the Reznichenko property. 2....
Combining System Dynamic Modeling and the Datar–Mathews Method for Analyzing Metal Mine Investments
This paper presents how a dynamic system model can be used together with the Datar–Mathews real option analysis method for investment analysis of metal mining projects. The focus of the paper is on analyzing a project from the point of view of the project owner. The paper extends the Datar–Mathews real option analysis method by combining it with a dynamic system model. The model employs a dynamic discount rate that changes as the debt-level of the project changes. A numerical case illustration of...
Commande optimale d'un modèle économétrique du Canada
Comment modéliser les préférences au moyen de fonctions d'utilité auditives
Compact covering mappings between Borel ѕpaces
Comparaison de tendance centrale par l'analyse de transferts
La différence de tendance centrale entre deux distributions sur un ensemble fini est représentée par une série de transferts entre les modalités. Un modèle unique est proposé qui permet d'analyser ces différences pour des variables nominales, ordinales ou métriques aussi bien que pour les variables numériques. En particulier on définit un indice de différence entre les distributions qui se ramène à l'indice de distorsion de Gini dans le cas d'une variable nominale et à la différence entre les moyennes...
Comparaisons par paires : une interprétation et une généralisation de la méthode des scores
Comparing convolutions with Dhaene-Vandebroek and De Pril's recursions from a computational point of view.
Comparison of efficient seasonal indexes.
Comparison principle approach to utility maximization
We consider the problem of optimal investment for maximal expected utility in an incomplete market with trading strategies subject to closed constraints. Under the assumption that the underlying utility function has constant sign, we employ the comparison principle for BSDEs to construct a family of supermartingales leading to a necessary and sufficient condition for optimality. As a consequence, the value function is characterized as the initial value of a BSDE with Lipschitz growth.
Compatibilité entre conduites sociales réelles dans des groupes et les représentations symboliques de ces groupes : un essai de formalisation mathématique
Compatibility between pricing rules and risk measures: The CCVaR.
Competitive inventory models
Complementarities and the existence of strong Berge equilibrium
This paper studies the existence and the order structure of strong Berge equilibrium, a refinement of Nash equilibrium, for games with strategic complementarities à la strong Berge. It is shown that the equilibrium set is a nonempty complete lattice. Moreover, we provide a monotone comparative statics result such that the greatest and the lowest equilibria are increasing.