O matematické lingvistice
O mathematické a morální naději. [IV.]
O nepřetržitém úrokování
O teorii katastrof
O teorii strategických her
Objective function design for robust optimality of linear control under state-constraints and uncertainty
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
Objective function design for robust optimality of linear control under state-constraints and uncertainty
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
Observation on the problem of the gambler's ruin. (Poznámka k problemu ruinováni hrácu.)
Oligopoly equilibrium in pure exchange economies
Oligopoly Model of a Debit Card Network
JEL Classification: G21, L13.The paper builds an oligopoly model of a debit card network. It examines the competition between debit card issuers. We show that there is an optimal pricing for the debit card network, which maximizes all issuer’s revenues. The paper also shows that establishing a link between debit card networks averages the costs provided that there is no growth in the customer’s usage of the networks, resulting from the link.
On a class of nonlinear evasion games
On a class of risk processes with barriers and random incomes.
On a Combinatorial game
On a condition weaker than insatiability condition
A condition weaker than the insatiability condition is given.
On a continuous majority rule.
On a differential game of evasion described by a class of nonlinear Volterra integrodifferential equations
On a dual network exterior point simplex type algorithm and its computational behavior
The minimum cost network flow problem, (MCNFP) constitutes a wide category of network flow problems. Recently a new dual network exterior point simplex algorithm (DNEPSA) for the MCNFP has been developed. This algorithm belongs to a special “exterior point simplex type” category. Similar to the classical dual network simplex algorithm (DNSA), this algorithm starts with a dual feasible tree-solution and after a number of iterations, it produces a solution that is both primal and dual feasible, i.e....
On a dual network exterior point simplex type algorithm and its computational behavior∗
The minimum cost network flow problem, (MCNFP) constitutes a wide category of network flow problems. Recently a new dual network exterior point simplex algorithm (DNEPSA) for the MCNFP has been developed. This algorithm belongs to a special “exterior point simplex type” category. Similar to the classical dual network simplex algorithm (DNSA), this algorithm starts with a dual feasible tree-solution and after a number of iterations, it produces a...
On a Formulation of Discrete, N-Person Non Cooperative Games.
On a functional differential equation arising in the theory of the distribution of wealth.