Country: Germany

Found 3096 papers in total
New cases of the cutting stock problem having MIRUP
New cases of the cutting stock problem having MIRUP
1998,
The modified integer round-up property (MIRUP) for a linear integer minimization...
On the empirical identification of risk factors in arbitrage pricing models
On the empirical identification of risk factors in arbitrage pricing models
1998,
In the last ten years multiple factor models were widely used both in the academic and...
Value preserving portfolio strategies and the minimal martingale measure
Value preserving portfolio strategies and the minimal martingale measure
1998,
We consider some relations between the minimal martingale measure and the value...
Combining make to order and make to stock
Combining make to order and make to stock
1998,
In inventory control and production planning one is tempted to use one of two...
Application of average dynamic programming to inventory systems
Application of average dynamic programming to inventory systems
1998,
We show the existence of average cost (AC-) optimal policy for an inventory system...
Multi-objective optimal allocation of resources to increase the seismic reliability of highways
Multi-objective optimal allocation of resources to increase the seismic reliability of highways
1998,
To reduce the risk of disruption of lifeline systems during the emergency following an...
Linear optimal control problem for discrete 2-D systems with constraints
Linear optimal control problem for discrete 2-D systems with constraints
1998,
Optimal control problem for linear two-dimensional (2-D) discrete systems with mixed...
On the incentive properties of multi-item auctions
On the incentive properties of multi-item auctions
1998,
In a market of indivisible obects where a buyer consumes at most one object, the...
Multi-level evolution in population games
Multi-level evolution in population games
1998,
In this paper, we analyze a generalization of the evolutionary model of Kandori,...
The MC-value for monotonic NTU-games
The MC-value for monotonic NTU-games
1998,
The MC-value is introduced as a new single-valued solution concept for monotonic...
Rationality and the definition of consistent pairs
Rationality and the definition of consistent pairs
1998,
A consistent pair specifies a set of ‘rational’ strategies for both...
On the existence of good stationary strategies for nonleavable stochastic games
On the existence of good stationary strategies for nonleavable stochastic games
1998,
This paper discusses the problem regarding the existence of optimal or nearly optimal...
Nash equilibrium and the law of large numbers
Nash equilibrium and the law of large numbers
1998,
Pascoa showed that the failure of the law of large numbers for a continuum of...
Pure equilibria of repeated games with public observation
Pure equilibria of repeated games with public observation
1998,
The set of payoffs associated with pure uniform equilibria of a repeated game with...
Geanakoplos and Sebenius model with noise
Geanakoplos and Sebenius model with noise
1998,
Assume that two risk neutral agents with asymmetric information simultaneously expect...
Values and potential of games with cooperation structure
Values and potential of games with cooperation structure
1998,
Games with cooperation structure are cooperative games with a family of feasible...
Perfect folk theorems. Does public randomization matter?
Perfect folk theorems. Does public randomization matter?
1998,
I consider two-player games, where player 1 can use only pure strategies, and player 2...
On implementation via demand commitment games
On implementation via demand commitment games
1998,
A simple version of the Demand Commitment Game is shown to implement the Shapley value...
On consistent solutions for strategic games
On consistent solutions for strategic games
1998,
Nash equilibria for strategic games were characterized by Peleg and Tijs as those...
Equilibria in repeated games of incomplete information: The general symmetric case
Equilibria in repeated games of incomplete information: The general symmetric case
1998,
Every two-person repeated game of symmetric incomplete information, in which the...
The multiresolution histogram
The multiresolution histogram
1997,
We introduce a new method for locally adaptive histogram construction that does not...
On decompositions of some random variables
On decompositions of some random variables
1997,
The aim of this paper is to present several stochastic analogs of classical formulae...
A note on reliability properties of k-record statistics
A note on reliability properties of k-record statistics
1997,
Let Y k,n denote the n th (upper) k -record value of an infinite sequence of...
A bound on the expected overshoot for some concave boundaries
A bound on the expected overshoot for some concave boundaries
1997,
Let X 1 , X 2 , ... be independent, identically distributed with finite mean μ >...
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