Multicriteria Decision Making by Fuzzy Integrals - Fuzzy Measures Determination
Multicriteria models for fair resource allocation
Multiobjective Thermal Generation Dispatch
Multiple criteria assignment problem : combining the collective criterion with individual preferences
Multiscale behavior of a simple model for stock markets.
Multistage risk premiums in portfolio optimization
This paper deals with a multistage stochastic programming portfolio selection problem with a new type of risk premium constraints. These risk premiums are constructed on the multistage scenario tree. Two ways of the construction are introduced and compared. The risk premiums are incorporated in the multistage stochastic programming portfolio selection problem. The problem maximizes the multivariate (multiperiod) utility function under condition that the multistage risk premiums are smaller than...
Multivariate Fréchet copulas and conditional value-at-risk.
Multivariate nonlinear analysis and prediction of Shanghai stock market.
Multivariate stochastic dominance for multivariate normal distribution
Stochastic dominance is widely used in comparing two risks represented by random variables or random vectors. There are general approaches, based on knowledge of distributions, which are dedicated to identify stochastic dominance. These methods can be often simplified for specific distribution. This is the case of univariate normal distribution, for which the stochastic dominance rules have a very simple form. It is however not straightforward if these rules are also valid for multivariate normal...
Nash equilibrium design and price-based coordination in hierarchical systems
This paper deals with the problem of designing Nash equilibrium points in noncooperative games in which agents anticipate values of Lagrange multipliers coordinating their payoff functions. The addressed model of agents' interactions, referred to as the price-anticipation game, is studied within the framework of coordination and mechanism design theory for hierarchical systems. Sufficient conditions are formulated for Nash implementation of a regular and isolated solution to a coordination problem....
Nash equilibrium for a multiobjective control problem related to wastewater management
This paper is concerned with mathematical modelling in the management of a wastewater treatment system. The problem is formulated as looking for a Nash equilibrium of a multiobjective pointwise control problem of a parabolic equation. Existence of solution is proved and a first order optimality system is obtained. Moreover, a numerical method to solve this system is detailed and numerical results are shown in a realistic situation posed in the estuary of Vigo (Spain).
National and ideological influence in the European Parliament
Neo-classical approach to modelling of investments
New existence of equilibria via connectedness.
New Methods for Combining Forecasts
New versions of the Fan-Browder fixed point theorem and existence of economic equilibria.
Newsboy Problem: Viability of Optimal Initial Selling Price and Ordering Policies in the Presence of Exogenous Price Decline and Random Lead Time
Analysis of empirical sales data lead us to consider newsboy model for four practical market conditions arising from the presence/absence of stochastic lead time and exogenous linear temporal decline in selling price when distribution of the stochastic demand depends upon initial selling price. Viability of the solutions is discussed for three strategies of obtaining optimal initial selling price and/or ordering quantity. Numerical studies are conducted to assess the effects of lead time and price...
Nochmals Prof. Rosmanith
Non-compact random generalized games and random quasi-variational inequalities.
Nonempty intersection theorems minimax theorems with applications in generalized interval spaces.