Calcul des probabilités et modélisation.
Se establece una caracterización de la función de valor de los juegos estocásticos continuos, similar a la contenida en [2] y [3] para juegos matriciales y en [4] para juegos estocásticos discretos. Tras la formulación del problema se señalan algunas propiedades de la función de valor. Más adelante se prueba que tales propiedades son suficientes para identificar el funcional que asigna a cada juego su valor.
Un grand nombre de situations de psychologie sociale peuvent être interprétées en termes de graphe, notamment celles qui traitent des phénomènes de relation et de communication. Les travaux de A. Bavelas et H. Leavitt ont révélé l'influence des différents types de réseaux sur le comportement des groupes ; ils ont mis en pleine lumière l'intérêt de la notion de centralité. Les recherches de C. Flament ont enrichi et fortement nuancé ces résultats en faisant apparaître le poids de la nature de la...
We explore reformulation of nonlinear stochastic programs with several joint chance constraints by stochastic programs with suitably chosen penalty-type objectives. We show that the two problems are asymptotically equivalent. Simpler cases with one chance constraint and particular penalty functions were studied in [6,11]. The obtained problems with penalties and with a fixed set of feasible solutions are simpler to solve and analyze then the chance constrained programs. We discuss solving both problems...
We focus on the special type of the continuous dynamical system which is generated by Euler equation branching. Euler equation branching is a type of differential inclusion , where are continuous and at every point . It seems this chaotic behaviour is typical for such dynamical system. In the second part we show an application in a new formulated overall macroeconomic equilibrium model. This new model is based on the fundamental macroeconomic aggregate equilibrium model called the IS-LM model....