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Wage bargaining with discount rates varying in time under different strike decisions

Ahmet ozkardas, Agnieszka rusinowska (2014)

RAIRO - Operations Research - Recherche Opérationnelle

We present a non-cooperative union-firm wage bargaining model in which the union must choose between strike and holdout if a proposed wage contract is rejected. The innovative element that our model brings to the existing literature on wage bargaining concerns the parties’ preferences which are not expressed by constant discount rates, but by sequences of discount factors varying in time. First, we determine subgame perfect equilibria if the strike decision of the union is exogenous. We analyze...

Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces

Nils Reich (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

For a class of anisotropic integrodifferential operators ℬ arising as semigroup generators of Markov processes, we present a sparse tensor product wavelet compression scheme for the Galerkin finite element discretization of the corresponding integrodifferential equations ℬ u = f on [0,1]n with possibly large n. Under certain conditions on ℬ , the scheme is of essentially optimal and dimension independent complexity 𝒪 (h-1| log h |2(n-1)) without corrupting the convergence or smoothness requirements...

Wavelets and prediction in time series

Mošová, Vratislava (2015)

Programs and Algorithms of Numerical Mathematics

Wavelets (see [2, 3, 4]) are a recent mathematical tool that is applied in signal processing, numerical mathematics and statistics. The wavelet transform allows to follow data in the frequency as well as time domain, to compute efficiently the wavelet coefficients using fast algorithm, to separate approximations from details. Due to these properties, the wavelet transform is suitable for analyzing and forecasting in time series. In this paper, Box-Jenkins models (see [1, 5]) combined with wavelets...

Weak infinitesimal operators and stochastic differential games.

Ramón Ardanuy, A. Alcalá (1992)

Stochastica

This article considers the problem of finding the optimal strategies in stochastic differential games with two players, using the weak infinitesimal operator of process xi the solution of d(xi) = f(xi,t,u1,u2)dt + sigma(xi,t,u1,u2)dW. For two-person zero-sum stochastic games we formulate the minimax solution; analogously, we perform the solution for coordination and non-cooperative stochastic differential games.

Weakly α-favourable measure spaces

David Fremlin (2000)

Fundamenta Mathematicae

I discuss the properties of α-favourable and weakly α-favourable measure spaces, with remarks on their relations with other classes.

Weighted entropies

Bruce Ebanks (2010)

Open Mathematics

We present an axiomatic characterization of entropies with properties of branching, continuity, and weighted additivity. We deliberately do not assume that the entropies are symmetric. The resulting entropies are generalizations of the entropies of degree α, including the Shannon entropy as the case α = 1. Such “weighted” entropies have potential applications to the “utility of gambling” problem.

Weighted means and weighting functions

Radko Mesiar, Jana Špirková (2006)

Kybernetika

We present some properties of mixture and generalized mixture operators, with special stress on their monotonicity. We introduce new sufficient conditions for weighting functions to ensure the monotonicity of the corresponding operators. However, mixture operators, generalized mixture operators neither quasi-arithmetic means weighted by a weighting function need not be non- decreasing operators, in general.

What is the best approximation of ruin probability in infinite time?

Krzysztof Burnecki, Paweł Miśta, Aleksander Weron (2005)

Applicationes Mathematicae

We compare 12 different approximations of ruin probability in infinite time studying typical light- and heavy-tailed claim size distributions, namely exponential, mixture of exponentials, gamma, lognormal, Weibull, loggamma, Pareto and Burr. We show that approximation based on the Pollaczek-Khinchin formula gives most accurate results, in fact it can be chosen as a reference method. We also introduce a promising modification to the De Vylder approximation.

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