Subprime risk and insurance with regret.
Subtraction with a Muller twist.
Sufficient conditions for infinite-horizon calculus of variations problems
Sufficient conditions for infinite-horizon calculus of variations problems
After a brief survey of the literature about sufficient conditions, we give different sufficient conditions of optimality for infinite-horizon calculus of variations problems in the general (non concave) case. Some sufficient conditions are obtained by extending to the infinite-horizon setting the techniques of extremal fields. Others are obtained in a special qcase of reduction to finite horizon. The last result uses auxiliary functions. We treat five notions of optimality. Our problems are essentially motivated...
Sufficient conditions for the solution existence in general coalition games
Suggestion of a cooperative market model
Sugli sviluppi della matematica applicata in un settore interdisciplinare: la finanza matematica
La moderna finanza matematica è un settore interdisciplinare tra economia e matematica che, allo stato attuale, è a forte contenuto matematico, soprattutto probabilistico. Iniziamo questo articolo accennando alle origini di questa disciplina, che non sono molto lontane nel tempo e che erano di natura più economica/econometrica. Successivamente arriveremo a descrivere gli sviluppi più recenti e più tipicamente matematici.
Sumbers -- sums of ups and downs.
Sum-fuzzy implementation of a choice function using artificial learning procedure with fixed fraction
In one if his paper Luo transformed the problem of sum-fuzzy rationality into artificial learning procedure and gave an algorithm which used the learning rule of perception. This paper extends the Luo method for finding a sum-fuzzy implementation of a choice function and offers an algorithm based on the artificial learning procedure with fixed fraction. We also present a concrete example which uses this algorithm.
Superadditivity in general fuzzy coalition games
The superadditivity and related concepts belong to the fundamental ones in the coalition game theory. Their definition in general coalition games (games without side-payments) is based on the set theoretical approaches. It means that in the case of fuzzy coalition games the set theoretical model can be modified into the fuzzy set theoretical one. In this paper, the coalition games without side-payments and with fuzzy expectations of the pay-offs of players are considered and it is shown that for...
Superconvergence estimates of finite element methods for American options
In this paper we are concerned with finite element approximations to the evaluation of American options. First, following W. Allegretto etc., SIAM J. Numer. Anal. 39 (2001), 834–857, we introduce a novel practical approach to the discussed problem, which involves the exact reformulation of the original problem and the implementation of the numerical solution over a very small region so that this algorithm is very rapid and highly accurate. Secondly by means of a superapproximation and interpolation...
Supertypes of voters in a model of general elections
Support prices for weakly maximal programs of a growth model with uncertainty
We consider an infinite dimensional, nonstationary growth model with uncertainty. Using techniques from functional analysis and the subdifferentiation theory of concave functions, we establish the existence of a supporting price system for a weakly maximal program.
Sur diverses formes de la «règle de Condorcet» d'agrégation des préférences
Nous appelons ici règle ou procédure de Condorcet la procédure d'agrégation d'ordres des préférences individuelles en un ordre collectif consistant à chercher un ordre recueillant le nombre maximum de suffrages sur toutes les préférences par paires qu'il exprime. La définition précise de cette procédure et la raison de son appellation se trouvent dans l'introduction. Le reste du texte présente de multiples formes équivalentes pour la définir et donne des indications historiques et bibliographiques...
Sur le calul par groupes des réserves mathématiques dans l'assurance invalidité
Sur le jeu de Saint-Pétersbourg
Sur le modèle historique de Thom-Pomian
Sur le problème des procédures de scrutin garantissant une expression sincère des opinions
Sur le problème d'ordonnancement dans la fabrication en série
Sur l’équilibre fort selon Berge
Dans cet article nous étudions les propriétés essentielles de l’équilibre fort selon Berge (EFSB) pour les jeux à personnes, ensuite nous prouvons son existence en utilisant l’inégalité de Ky Fan et donnons un procédé adéquat pour sa recherche pratique.