Country: Germany

Found 3096 papers in total
Scheduling railway traffic at a construction site
Scheduling railway traffic at a construction site
2002,
We consider the problem of rescheduling trains in the case where one track of a...
Multivariate stable ARMA processes with time dependent coefficients
Multivariate stable ARMA processes with time dependent coefficients
2001,
This paper considers the class of m -variate autoregressive moving average (ARMA)...
Optimal hydrothermal scheduling with variable production coefficient
Optimal hydrothermal scheduling with variable production coefficient
2002,
We consider the optimal operation of a hydroelectric plant supplemented by a set of...
Robust portfolio optimization
Robust portfolio optimization
2002,
We address the problem of estimating risk-minimizing portfolios from a sample of...
The impact of fat tailed returns on asset allocation
The impact of fat tailed returns on asset allocation
2002,
This paper analyzes the asset allocation problem of an investor who can invest in...
Portfolio selection with stable distributed returns
Portfolio selection with stable distributed returns
2002,
This paper analyzes and discusses the stable distributional approach in portfolio...
Superreplication of European multiasset derivatives with bounded stochastic volatility
Superreplication of European multiasset derivatives with bounded stochastic volatility
2002,
In this paper we analyze the superreplication approach in stochastic volatility models...
Shortfall risk minimization under model uncertainty in the binomial case: Adaptive and robust approaches
Shortfall risk minimization under model uncertainty in the binomial case: Adaptive and robust approaches
2001,
We consider the problem of minimizing the shortfall risk when the aim is to hedge a...
Reward functionals, salvage values, and optimal stopping
Reward functionals, salvage values, and optimal stopping
2001,
We consider the optimal stopping of a linear diffusion in a problem subject to both a...
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
2001,
In this paper necessary and sufficient conditions for a multicriteria stochastic...
A flexible brand choice model based on neural net methodology
A flexible brand choice model based on neural net methodology
2002,
Brand choice models as a rule have a linear (deterministic) utility function, i.e....
New product introduction: Goodwill, time and advertising cost
New product introduction: Goodwill, time and advertising cost
2002,
The advertising activity has an important role in the introduction of a new product....
A comparison result for Forward–Backward Stochastic Differential Equations with applications to decision theory
A comparison result for Forward–Backward Stochastic Differential Equations with applications to decision theory
2001,
In general, a comparison Lemma for the solutions of Forward–Backward Stochastic...
The generation of formulas held in common knowledge
The generation of formulas held in common knowledge
2001,
Common knowledge of a finite set of formulas implies a special relationship between...
Flexibility of disagreement actions in negotiations
Flexibility of disagreement actions in negotiations
2001,
Negotiation games in which two players engage in disagreement games to determine their...
Repeated communication through the mechanism ‘and’
Repeated communication through the mechanism ‘and’
2001,
We consider the ‘and’ communication device that receives inputs from two...
A value for mixed action-set games
A value for mixed action-set games
2001,
We extend the Aumann–Shapley value to mixed action-set games, i.e., multilevel...
On the computation of the nucleolus of a cooperative game
On the computation of the nucleolus of a cooperative game
2001,
We consider classes of cooperative games. We show that we can efficiently compute an...
On the NP-completeness of finding an optimal strategy in games with common payoffs
On the NP-completeness of finding an optimal strategy in games with common payoffs
2001,
Consider a very simple class of (finite) games: after an initial move by nature, each...
Almost global convergence to p-dominant equilibrium
Almost global convergence to p-dominant equilibrium
2001,
A population of players repeatedly plays an n strategy symmetric game. Players update...
The semireactive bargaining set of a cooperative game
The semireactive bargaining set of a cooperative game
2001,
The semireactive bargaining set, a solution for cooperative games, is introduced. This...
On the existence of a cooperative solution for a coalitional game with externalities
On the existence of a cooperative solution for a coalitional game with externalities
2001,
This paper analyzes a game in coalitional form that is derived from a simple economy...
On the set of Lorenz-maximal imputations in the core of a balanced game
On the set of Lorenz-maximal imputations in the core of a balanced game
2001,
This paper considers the set of Lorenz-maximal imputations in the core of a balanced...
An axiomatization of the modified Banzhaf–Coleman index
An axiomatization of the modified Banzhaf–Coleman index
2001,
In this paper we provide a characterization for the modified Banzhaf–Coleman...
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