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Computing integral solutions of complementarity problems
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2004
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...
Persistent link: https://www.econbiz.de/10011343323
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A Separating Equilibrium for Stock Repurchase Programs via PUT Options : Transforming a Mathematical Proof into Visual Form
Gyoshev, Stanley B. - 2012
of the issuer, which additionally complicates the payoff structure of the put option. This signaling equilibrium is … firm. We next develop a graphical presentation of the mathematical proof showing the separating equilibrium. We then show … how presenting visually the separating equilibrium before presenting the mathematical proof aids in understanding. We …
Persistent link: https://www.econbiz.de/10013097053
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Solving Discrete Systems of Nonlinear Equations
van der Laan, Gerard; Talman, Dolf; Yang, Zaifu - 2009
function itself. We apply the main existence result to prove the existence of a pure Cournot-Nash equilibrium in a Cournot …
Persistent link: https://www.econbiz.de/10010325776
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Optimal resource allocation in multiclass networks
Naumov, Valeriy; Martikainen, Olli - 2011
In this paper, we study resource allocation in multiclass networks having several types of flexible servers and general constraints on the number of servers at each station. Each job class is characterized by the station where the job is processed and by the amount of work allocated to that...
Persistent link: https://www.econbiz.de/10010326889
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Solving discrete systems of nonlinear equations
Laan, Gerard van der (contributor); Talman, Dolf (contributor) - 2008
Persistent link: https://www.econbiz.de/10003807167
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Combinatorial integer labeling theorems on finite sets with an application to discrete systems of nonlinear equations
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2007
Tucker's well-known combinatorial lemma states that for any given symmetric triangulation of the n-dimensional unit cube and for any integer labeling that assigns to each vertex of the triangulation a label from the set {1,2,...n,-1,-2,....-n} with the property that antipodal vertices on the...
Persistent link: https://www.econbiz.de/10011373836
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Solving discrete systems of nonlinear equations
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2009
function itself. We apply the main existence result to prove the existence of a pure Cournot-Nash equilibrium in a Cournot …
Persistent link: https://www.econbiz.de/10011378347
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Solving discrete zero point problems
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2004
Persistent link: https://www.econbiz.de/10011337990
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Solving discrete zero point problems with vector labeling
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2005
In this paper we present two general results on the existence of a discrete zero point of a function from the n-dimensional integer lattice Zn to the n-dimensional Euclidean space Rn. Under two different boundary conditions, we give a constructive proof using a combinatorial argument based on a...
Persistent link: https://www.econbiz.de/10011346458
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Optimal resource allocation in multiclass networks
Naumov, Valeriy; Martikainen, Olli - 2011
In this paper, we study resource allocation in multiclass networks having several types of flexible servers and general constraints on the number of servers at each station. Each job class is characterized by the station where the job is processed and by the amount of work allocated to that...
Persistent link: https://www.econbiz.de/10009388987