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prove this we use a simplicial algorithm that terminates with a zero point within a finite number of iterations. The …
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For more than three decades, empirical analysis of stochastic dominance was restricted to settings with mutually exclusive choice alternatives. In recent years, a number of methods for testing efficiency of diversified portfolios have emerged, which can be classified into three main categories:...
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-called peer group games being non-negative additive games on a permission tree. We provide a polynomial time algorithm for …
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In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The … algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying … dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral …
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