Yamamoto Yoshitsugu

Yoshitsugu Yamamoto

Information about the author Yoshitsugu Yamamoto will soon be added to the site.
Found 15 papers in total
Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk Measures
Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk Measures
2011
We generalize the notion of arbitrage based on the coherent risk measure, and...
Ranking by relational power based on digraphs
Ranking by relational power based on digraphs
2009
In this paper we examine the ranking of objects whose relative merits are given by a...
A study on linear inequality representations of social welfare functions
A study on linear inequality representations of social welfare functions
2009
This paper presents a study on the recently proposed linear inequality representation...
Average tree solution and subcore for acyclic graph games
Average tree solution and subcore for acyclic graph games
2008
In this paper we consider cooperative transferable utility games with limited...
Outer approximation method for the minimum maximal flow problem
Outer approximation method for the minimum maximal flow problem
2007
The minimum maximal flow problem is the problem of minimizing the flow value on the...
Impossibility theorems on mutual evaluation
Impossibility theorems on mutual evaluation
2003
Arrow's impossibility theorem, which is a classical result in social choice theory,...
A parametric algorithm for the minimum norm point problem under a linear constraint and its application to portfolio optimization
A parametric algorithm for the minimum norm point problem under a linear constraint and its application to portfolio optimization
1997
We present an algorithm and its improvement for the problem of finding a minimum norm...
A note on a theorem of continuum of zero points
A note on a theorem of continuum of zero points
1998
By developing an algorithm, Herings, Talman and Yang recently proved the following...
Convex programs with an additional constraint on the product of several convex functions
Convex programs with an additional constraint on the product of several convex functions
1994
In this paper, we consider a special type of global optimization problem in which a...
Global optimization problem with multiple reverse convex constraints and its application to out-of-roundness problem
Global optimization problem with multiple reverse convex constraints and its application to out-of-roundness problem
1996
The authors consider a global minimization problem: , where X and Y are polytopes in...
A continuous deformation algorithm for variational inequality problems on polytopes
A continuous deformation algorithm for variational inequality problems on polytopes
1994
A continuous deformation algorithm is proposed for solving a variational inequality...
A recursive algorithm for finding the minimum norm point in a polytope and a pair of closest points in two polytopes
A recursive algorithm for finding the minimum norm point in a polytope and a pair of closest points in two polytopes
1993
For a given pair of finite point set P and Q in some Euclidean space the authors...
A parametric successive underestimation method for convex programming problems with an additional convex multiplicative constraint
A parametric successive underestimation method for convex programming problems with an additional convex multiplicative constraint
1992
This paper addresses itself to an algorithm for a convex minimization probelm with an...
The (n+1)2 m-ray algorithm: A new simplicial algorithm for the variational inequality problem on
The (n+1)2 m-ray algorithm: A new simplicial algorithm for the variational inequality problem on
1993
In this paper the authors propose a variable dimension simplicial algorithm for...
The path following algorithm for stationary point problems on polyhedral cones
The path following algorithm for stationary point problems on polyhedral cones
1989
Given a set ¦[ of R n and a function f:¦[ ⇒R n the problem of...
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