Taming the wild in impartial combinatorial games.
Target achieving portfolio under model misspecification: quadratic optimization framework
We incorporate model uncertainty into a quadratic portfolio optimization framework. We consider an incomplete continuous time market with a non-tradable stochastic factor. Two stochastic game problems are formulated and solved using Hamilton-Jacobi-Bellman-Isaacs equations. The proof of existence and uniqueness of a solution to the resulting semilinear PDE is also provided. The latter can be used to extend many portfolio optimization results.
Tarification par des jeux coopératifs avec demandes élastiques
Nous proposons ici un modèle de Tarification basé sur une extension du formalisme des Jeux Coopératifs et qui prend en compte la notion d’Élasticité de la Demande. Nous présentons pour ce modèle un résultat d’existence ainsi qu’un algorithme de calcul associé. Nous interprétons enfin ce nouveau concept dans le cas d’un problème de production et nous le prolongeons au cas d’un problème de transport.
Tarification par des jeux Coopératifs avec Demandes Élastiques
We propose here a pricing Model which is an extension of the Cooperative Game concept and which includes a notion of Elastic Demand. We present some existence results as well as some algorithms. We conclude by discussing this model in the context of some Production and Transportation problems.
Technika československého dělnického nemocenského pojištění
Technological changes on the macroeconomic level -- mathematical modeling.
Technologies homogènes et cônes localement compacts.
Telegraph models of financial markets.
Temporary workforce planning with firm contracts: a model and a simulated annealing heuristic.
Tender selection procedure in the power generating industry.
Teoría de sistemas de infinitas ecuaciones lineales y programación semi-infinita.
Teorie her
Teorie pravděpodobnosti a rukopisný spor
The advantage of capitalism vs. socialism depends on the criterion.
The alternation hierarchy for the theory of -lattices.
The angular distribution of asset returns in delay space.
The arrow impossibility theorem of social choice theory in an infinite society and limited principle of omniscience.
The Association Between Technology Type and Diffusion Pattern Under Duopolistic Competition
The Banach Spaces ...p(n) for large p and n.
The best financial administration of product's stocks or of the cash money stocks in probabilistic conditions.