Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10008515422
<Para ID="Par1">This paper studies the problem of maximizing expected utility from terminal wealth in a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time and are modelled as locally bounded...</para>
Persistent link: https://www.econbiz.de/10011151669
Common knowledge can be defined in at least two ways: syntactically as the common knowledge of a set of formulas or semantically, as the meet of the knowledge partitions of the agents. In the multi-agent S5 logic with either finitely or countably many agents and primitive propositions, the...
Persistent link: https://www.econbiz.de/10005375556
In this paper, we study minimax regret equilibria. First, existence theorem of minimax regret equilibria is proved. Further, the generic stability of minimax regret equilibria is studied. We show that the set of minimax regret equilibria for most of problems (in sense of Baire category) is a...
Persistent link: https://www.econbiz.de/10010845817
With respect to the S5 multi-agent epistemic logic, we define a cell to be a minimal subset of knowledge structures known in common semantically by all the agents. A cell has finite fanout if at every knowledge strcuture every agent considers only a finite number of other knowledge structures to...
Persistent link: https://www.econbiz.de/10005752791
With the S5 multi-agent epistemic logic we consider the canonical maps from Krpke structures to knowledge structures. We define a cell to be a minimal subset of knowledge structures known in common semantically by the agents. A cell has finite fanout if at every point every agent considers only...
Persistent link: https://www.econbiz.de/10005752807
Persistent link: https://www.econbiz.de/10009149541
This paper att empts to give a unified approach to the existing three types of variational principles for vector valued functions: A. B. Nemeth (1986), Chr. Tammer (1992) and G. Isac (1996). Some of the results we obtain are variants of the authors' mentioned above. Some are even stronger than...
Persistent link: https://www.econbiz.de/10010847661
In recent years, there has been some interest in applying ideas and methods taken from Physics in order to approach several challenging mathematical problems, particularly the Riemann Hypothesis. Most of these kinds of contributions are suggested by some quantum statistical physics problems or...
Persistent link: https://www.econbiz.de/10010874161
This paper att empts to give a unified approach to the existing three types of variational principles for vector valued functions: A. B. Nemeth (1986), Chr. Tammer (1992) and G. Isac (1996). Some of the results we obtain are variants of the authors' mentioned above. Some are even stronger than...
Persistent link: https://www.econbiz.de/10010950083