All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 2 Next

Displaying 21 – 40 of 86

Showing per page

Coalitional fuzzy preferences

Milan Mareš (2002)

Kybernetika

The paper deals with the concept of coalitional preferences in the group decision-making situations in which the agents and coalitions have only vague idea about the comparative acceptability of particular outcomes. The coalitional games with vague utilities (see, e. g., [6]) can serve for a good example when some types of the game solutions (e. g., the von Neumann– Morgenstern one) are to be extended to the fuzzy game case. In this paper, we consider the fuzzy analogies of coalitional preferences...

Combining System Dynamic Modeling and the Datar–Mathews Method for Analyzing Metal Mine Investments

Jyrki Savolainen, Mikael Collan, Pasi Luukka (2016)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

This paper presents how a dynamic system model can be used together with the Datar–Mathews real option analysis method for investment analysis of metal mining projects. The focus of the paper is on analyzing a project from the point of view of the project owner. The paper extends the Datar–Mathews real option analysis method by combining it with a dynamic system model. The model employs a dynamic discount rate that changes as the debt-level of the project changes. A numerical case illustration of...

Comparaison de tendance centrale par l'analyse de transferts

Éric Térouanne (1996)

Mathématiques et Sciences Humaines

La différence de tendance centrale entre deux distributions sur un ensemble fini est représentée par une série de transferts entre les modalités. Un modèle unique est proposé qui permet d'analyser ces différences pour des variables nominales, ordinales ou métriques aussi bien que pour les variables numériques. En particulier on définit un indice de différence entre les distributions qui se ramène à l'indice de distorsion de Gini dans le cas d'une variable nominale et à la différence entre les moyennes...

Comparison principle approach to utility maximization

Peter Imkeller, Victor Nzengang (2015)

Banach Center Publications

We consider the problem of optimal investment for maximal expected utility in an incomplete market with trading strategies subject to closed constraints. Under the assumption that the underlying utility function has constant sign, we employ the comparison principle for BSDEs to construct a family of supermartingales leading to a necessary and sufficient condition for optimality. As a consequence, the value function is characterized as the initial value of a BSDE with Lipschitz growth.

Complementarities and the existence of strong Berge equilibrium

Kerim Keskin, H. Çağrı Sağlam (2014)

RAIRO - Operations Research - Recherche Opérationnelle

This paper studies the existence and the order structure of strong Berge equilibrium, a refinement of Nash equilibrium, for games with strategic complementarities à la strong Berge. It is shown that the equilibrium set is a nonempty complete lattice. Moreover, we provide a monotone comparative statics result such that the greatest and the lowest equilibria are increasing.

Compound Compound Poisson Risk Model

Minkova, Leda D. (2009)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 60K10, 62P05.The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular case of the Pólya-Aeppli...

Currently displaying 21 – 40 of 86