Random vector variational inequalities and random noncooperative vector equilibrium.
Rangements BBTOPSIS fondés sur des intervalles de proximités relatives avec qualification des préférences
Rangements BBTOPSIS fondés sur des intervalles de proximités relatives avec qualification des préférences
In this work we propose a ranking procedure. This procedure uses an ordinal information about the criterion weights and a non-cardinal or mixed information for the potential actions evaluation. The advantage of this procedure is that it uses the linear programming software packages to compute the intervals of relative proximities from where the rankings are obtained.
Ranking of Banks in Serbia
Rate of convergence for a class of RCA estimators
This work deals with Random Coefficient Autoregressive models where the error process is a martingale difference sequence. A class of estimators of unknown parameter is employed. This class was originally proposed by Schick and it covers both least squares estimator and maximum likelihood estimator for instance. Asymptotic behavior of such estimators is explored, especially the rate of convergence to normal distribution is established.
Rational choice function derived from a fuzzy prference.
Rational probabilistic deciders. II: Collective behavior.
Rationality of induced ordered weighted operators based on the reliability of the source of information in group decision-making
The aggregation of preference relations in group decision-making (GDM) problems can be carried out based on either the reliability of the preference values to be aggregated, as is the case with ordered weighted averaging operators, or on the reliability of the source of information that provided the preferences, as is the case with weighted mean operators. In this paper, we address the problem of aggregation based on the reliability of the source of information, with a double aim: a) To provide...
Rationality principles for preferences on belief functions
A generalized notion of lottery is considered, where the uncertainty is expressed by a belief function. Given a partial preference relation on an arbitrary set of generalized lotteries all on the same finite totally ordered set of prizes, conditions for the representability, either by a linear utility or a Choquet expected utility are provided. Both the cases of a finite and an infinite set of generalized lotteries are investigated.
Rationality, property rights and thermodynamic approach to the market equilibrium.
Real-valued conditional convex risk measures in Lp(ℱ, R)
The numerical representation of convex risk measures beyond essentially bounded financial positions is an important topic which has been the theme of recent literature. In other direction, it has been discussed the assessment of essentially bounded risks taking explicitly new information into account, i.e., conditional convex risk measures. In this paper we combine these two lines of research. We discuss the numerical representation of conditional...
Recherche d'un quasi-ordre médian à partir d'un profil de relations floues
Recognition rules in weighted majority games and their implications
This paper examines implications of different random recognition rules used to select proposal-makers on the payoffs of players participating in a weighted majority game. In particular, incentives to strategically alter the set of players by strategic splits or mergers are investigated.
Recovery of time-dependent parameters of a Black-Scholes-type equation: An inverse Stieltjes moment approach.
Recursive estimation of the claim rates and sizes in an insurance model.
Réduites et jeux de hasard
Refracted Lévy processes
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted Lévy processes. The latter is a Lévy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More formally, whenever it exists, a refracted Lévy process is described by the unique strong solution to the stochastic differential equation dUt=−δ1{Ut>b} dt+dXt, where X={Xt : t≥0} is a Lévy...
Règle majoritaire et distributivité dans le permutoèdre
Règles positionnelles itératives, principe majoritaire et préférences unimodales
Regles positionnelles iteratives, principe majoritaire et preferences unimodales
Sequential scoring rules are multi-stage social choice tules that work as follows: at each stage of the process, a score is computed for each alternative by taking into account its position in the individual preference rankings, and the alternative with the lowest score is eliminated. The current paper studies the ability of these rules for choosing the Condorcet winner (or the strong Condorcet winner) when individual preferences are single-peaked.