We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a...

Very preliminary bioeconomic assessments are reported in respect to fishery situation in Kenya. In the case of the shrimp fishery, it is concluded that the contemporary trawler fleet is substantially in excess of that required to maximise fishery profits. The second situation concerns the...

A general form of the yield equation is presented. This is used to investigate the effects of seasonal growth oscillations on estimation of yield per recruit. The results show that these effects will be strongest in short-lived organisms such as penaeid shrimps.

Рассматриваются вопросы прогнозирования в маркетинговых исследованиях рынка. Предлагается использование метода прогнозирования на основеразложения функций...

The non-stationary gamma process is a non-decreasing stochastic process with independent increments. By this monotonic behavior this stochastic process serves as a natural candidate for modelling time-dependent phenomena such as degradation. In condition-based maintenance the first time such a...

The non-stationary gamma process is a non-decreasing stochastic process with independent increments. By this monotonic behavior this stochastic process serves as a natural candidate for modelling time-dependent phenomena such as degradation. In condition-based maintenance the first time such a...

In this paper we study a class of quadratic maximization problems and their semidefinite programming (SDP) relaxation. For a special subclass of the problems we show that the SDP relaxation provides an exact optimal solution. Another subclass, which is ${\\cal NP}$-hard, guarantees that the SDP...