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A method of multiobjective decision making using a vector value function.

Sixto Ríos-Insua, Jacinto González Pachón, Alfonso Mateos (1994)

Qüestiió

A decision situation with partial information on preferences by means of a vector value function is assumed. The concept of minimum value dispersion solution as a reference point joined with a pseudodistance function from such a point and a dispersion level ε, lead to the notion of ε-dispersion set. The dispersion level represents the amount of value that the decision maker can be indifferent to, therefore he should choose his most preferred solution in this set. Convergence properties, as well...

A multi-agent brokerage platform for media content recommendation

Bruno Veloso, Benedita Malheiro, Juan Carlos Burguillo (2015)

International Journal of Applied Mathematics and Computer Science

Near real time media content personalisation is nowadays a major challenge involving media content sources, distributors and viewers. This paper describes an approach to seamless recommendation, negotiation and transaction of personalised media content. It adopts an integrated view of the problem by proposing, on the business-to-business (B2B) side, a brokerage platform to negotiate the media items on behalf of the media content distributors and sources, providing viewers, on the business-to-consumer...

A multimodal beta distribution with application to economic data

Saralees Nadarajah, Samuel Kotz (2007)

Applicationes Mathematicae

Beta distributions are popular models for economic data. In this paper, a new multimodal beta distribution with bathtub shaped failure rate function is introduced. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to consumer price indices...

A natural characterization of nonlinear cost rules

G. Stoica (2010)

Applicationes Mathematicae

We prove a new characterization of cost rules based on the relationship between the classes of unambiguous and nonwasteful assets in incomplete frictionless markets.

A note on a class of equilibrium problems with equilibrium constraints

Jiří V. Outrata (2004)

Kybernetika

The paper concerns a two-level hierarchical game, where the players on each level behave noncooperatively. In this way one can model eg an oligopolistic market with several large and several small firms. We derive two types of necessary conditions for a solution of this game and discuss briefly the possibilities of its computation.

A note on a problem arising from risk theory

Ulrich Abel, Ovidiu Furdui, Ioan Gavrea, Mircea Ivan (2010)

Czechoslovak Mathematical Journal

In this note we give an answer to a problem of Gheorghiță Zbăganu that arose from the study of the properties of the moments of the iterates of the integrated tail operator.

A note on a property of the Gini coefficient

Marian Genčev (2019)

Communications in Mathematics

The scope of this note is a self-contained presentation of a mathematical method that enables us to give an absolute upper bound for the difference of the Gini coefficients G ( σ 1 , ⋯ , σ n ) - G ( γ 1 , ⋯ , γ n ) , where ( γ 1 , ⋯ , γ n ) represents the vector of the gross wages and ( σ 1 , ⋯ , σ n ) represents the vector of the corresponding super-gross wages that is used in the Czech Republic for calculating the net wage. Since (as of June 2019) σ i = 100 · 1 . 34 γ i / 100 , the study of the above difference seems to be somewhat inaccessible for many economists. However, our estimate based...

A note on economic equilibrium with nonsatiated utility functions

Magdalena Nockowska-Rosiak (2013)

Applicationes Mathematicae

The purpose of this paper is to prove the existence of a Walrasian equilibrium for the Arrow-Debreu and Arrow-Debreu-McKenzie models with positive price vector with nonsatiated utility functions of consumers by using variational inequalities. Moreover, the same technique is used to give an alternative proof of the existence of a Walrasian equilibrium for the Arrow-Debreu and Arrow-Debreu-McKenzie models with nonnegative, nonzero price vector with nonsatiated utility functions.

A note on robust Nash equilibria with uncertainties

Vianney Perchet (2014)

RAIRO - Operations Research - Recherche Opérationnelle

In this short note, we investigate the framework where agents or players have some uncertainties upon their payoffs or losses, the behavior (or the type, number or any other characteristics) of other players. More specifically, we introduce an extension of the concept of Nash equilibria that generalize different solution concepts called by their authors, and depending on the context, either as robust, ambiguous, partially specified or with uncertainty aversion. We provide a simple necessary and...

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