Stability, instability and complex behavior in macrodynamic models with policy lag.
Stability of coalition structures and imputations in coalition-games
Stability of Nash equilibria in locational games
Stable Sets of Weak Tournaments
Stable solutions to homogeneous difference-differential equations with constant coefficients: Analytical instruments and an application to monetary theory
In economic systems, reactions to external shocks often come with a delay. On the other hand, agents try to anticipate future developments. Both can lead to difference-differential equations with an advancing argument. These are more difficult to handle than either difference or differential equations, but they have the merit of added realism and increased credibility. This paper generalizes a model from monetary economics by von Kalckreuth and Schröder. Working out its stability properties, we...
Stable-1/2 bridges and insurance
We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an information-based approach to the reserving problem, we derive the process of the conditional distribution of the ultimate loss. The "best-estimate ultimate loss process" is given by the conditional expectation of the ultimate loss. We derive explicit expressions for the...
Stackelberg solution concept for general multistage games
Standard and nonstandard representability of positive uncertainty orderings
Axioms are given for positive comparative probabilities and plausibilities defined either on Boolean algebras or on arbitrary sets of events. These axioms allow to characterize binary relations representable by either standard or nonstandard measures (i. e. taking values either on the real field or on a hyperreal field). We also study relations between conditional events induced by preferences on conditional acts.
Starshapedness and its applications to input-output models
Stationary and convergent strategies in Choquet games
If Nonempty has a winning strategy against Empty in the Choquet game on a space, the space is said to be a Choquet space. Such a winning strategy allows Nonempty to consider the entire finite history of previous moves before making each new move; a stationary strategy only permits Nonempty to consider the previous move by Empty. We show that Nonempty has a stationary winning strategy for every second-countable T₁ Choquet space. More generally, Nonempty has a stationary winning strategy for...
Stationary Strategies in Topological Games
Statistical analysis of algorithms: A case study of market-clearing mechanisms in the power industry.
Statistical analysis of multiple moving average processes using periodicity
Statistický odhad sémantické informace
Statistische Interferenz und strategisches Spiel.
Steps toward models of language learning
Stiemke theorem as a toll for some mathematical models of economics
Stimulus, expectations, desires and response strategies: The building blocks of nonlinear interaction dynamics.
Stochastic analysis of Bernoulli processes.
Stochastic control optimal in the Kullback sense
The paper solves the problem of minimization of the Kullback divergence between a partially known and a completely known probability distribution. It considers two probability distributions of a random vector on a sample space of dimensions. One of the distributions is known, the other is known only partially. Namely, only the conditional probability distributions of given are known for . Our objective is to determine the remaining conditional probability distributions of given such...