Country: Germany

Found 3096 papers in total
Portfolio optimization via stochastic programming: Methods of output analysis
Portfolio optimization via stochastic programming: Methods of output analysis
1999,
Solutions of portfolio optimization problems are often influenced by errors or...
Optimal investment and consumption models with non-linear stock dynamics
Optimal investment and consumption models with non-linear stock dynamics
1999,
We study a generalization of the Merton's original problem of optimal consumption and...
A utility maximization approach to hedging in incomplete markets
A utility maximization approach to hedging in incomplete markets
1999,
In this paper we introduce the notion of portfolio optimization by maximizing expected...
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
1999,
We consider a market where the price of the risky asset follows a stochastic...
Stochastic orders and their applications in financial optimization
Stochastic orders and their applications in financial optimization
1999,
Stochastic orders and inequalities are very useful tools in various areas of economics...
A note on the exact replication of a stock index with a multiplier rounding method
A note on the exact replication of a stock index with a multiplier rounding method
1999,
For full replication of a stock index one has to multiply the weights of the index...
Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand
Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand
1999,
In the paper a discrete time manufacturing system consisting of a machine that...
Order picking in an automatic warehouse: Solving online asymmetric travelling salesman problems
Order picking in an automatic warehouse: Solving online asymmetric travelling salesman problems
1999,
We report on a joint project with industry that had the aim to sequence transportation...
A transportation problem with a permuted demand vector
A transportation problem with a permuted demand vector
1999,
This paper deals with transportation problems whose demand vectors can be permuted....
A note on the complexity of the transportation problem with a permutable demand vector
A note on the complexity of the transportation problem with a permutable demand vector
1999,
In this note we investigate the computational complexity of the transportation problem...
Location of a moving service facility
Location of a moving service facility
1999,
In this paper we consider the general question in the field of mathematics of whether...
Inexact implicit methods for monotone general variational inequalities
Inexact implicit methods for monotone general variational inequalities
1999,
Solving a variational inequality problem is equivalent to finding a solution of a...
Interactive epistemology I: Knowledge
Interactive epistemology I: Knowledge
1999,
Formal Interactive Epistemology deals with the logic of knowledge and belief when...
Interactive epistemology II: Probability
Interactive epistemology II: Probability
1999,
Formal Interative Epistemology deals with the logic of knowledge and belief when there...
Hypothetical knowledge and counterfactual reasoning
Hypothetical knowledge and counterfactual reasoning
1999,
Samet introduced a notion of hypothetical knowledge and showed how it could be used to...
The hierarchical approach to modeling knowledge and common knowledge
The hierarchical approach to modeling knowledge and common knowledge
1999,
One approach to representing knowledge or belief of agents, used by economists and...
The difference between common knowledge of formulas and sets
The difference between common knowledge of formulas and sets
1999,
Common knowledge can be defined in at least two ways: syntactically as the common...
Appproximate common knowledge revisited
Appproximate common knowledge revisited
1999,
Suppose we replace ‘knowledge’ by ‘belief with probability p ’...
How to make sense of the common prior assumption under incomplete information
How to make sense of the common prior assumption under incomplete information
1999,
Recent contributions have questioned the meaningfulness of the Common Prior Assumption...
How canonical is the canonical model? A comment on Aumann's interactive epistemology
How canonical is the canonical model? A comment on Aumann's interactive epistemology
1999,
Aumann argued that the natural partitions on the space of all maximally consistent...
A characterization of the leximin solution of the bargaining problem
A characterization of the leximin solution of the bargaining problem
1999,
We show that the lexicographic maximin solution is the only solution that satisfies...
A perfectness concept for multicriteria games
A perfectness concept for multicriteria games
1999,
This paper considers a refinement of equilibria for multicriteria games based on the...
Coalition values and generalized characteristic functions
Coalition values and generalized characteristic functions
1999,
We study coalitional values for games in generalized characteristic function form....
A decomposition approach for undiscounted two-person zero-sum stochastic games
A decomposition approach for undiscounted two-person zero-sum stochastic games
1999,
Two-person zero-sum stochastic games are considered under the long-run average...
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