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.
Teoría de sistemas de infinitas ecuaciones lineales y programación semi-infinita.
The alternation hierarchy for the theory of -lattices.
The Association Between Technology Type and Diffusion Pattern Under Duopolistic Competition
The Banach Spaces ...p(n) for large p and n.
The convergence of the core of a fuzzy exchange economy
This paper focuses on a new model called fuzzy exchange economy (FXE), which integrates fuzzy consumption, fuzzy initial endowment and the agent’s fuzzy preference (vague attitude) in the fuzzy consumption set. Also, the existence of the fuzzy competitive equilibrium for the FXE is verified through a related pure exchange economy. We define a core-like concept (called weak fuzzy core) of the FXE and prove that any fuzzy competitive allocation belongs to the weak fuzzy core. The fuzzy replica economy,...
The cover pebbling theorem.
The equal split-off set for cooperative games
In this paper the equal split-off set is introduced as a new solution concept for cooperative games. This solution is based on egalitarian considerations and it turns out that for superadditive games the equal split-off set is a subset of the equal division core. Moreover, the proposed solution is single valued on the class of convex games and it coincides with the Dutta-Ray constrained egalitarian solution.
The even-odd hat problem
We answer a question of C. Hardin and A. Taylor concerning a hat-guessing game.
The Firm-Bank Interaction Regime and "Softness"
The first player wins the one-colour triangle avoidance game on 16 vertices
We consider the one-colour triangle avoidance game. Using a high performance computing network, we showed that the first player can win the game on 16 vertices.
The game as a contract and the “risicum" in the work of Olivi. (Le jeu comme contrat et le risicum chez Olivi.)
The game of Cutblock.
The game of Double-Silver on intervals.
The game of End-Nim.
The hexad game.
The Koebe Domain for Concave Univalent Functions
2000 Mathematics Subject Classification: 30C25, 30C45.K is the exact Koebe domain for the class of functions considered here.