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Conditions for the uniqueness of optimal policies of discounted Markov decision processes
Cruz-Suárez, Daniel; Montes-de-Oca, Raúl; … - In: Mathematical Methods of Operations Research 60 (2004) 3, pp. 415-436
convexity assumptions, but the third one does not need this kind of assumptions. However, it needs certain stochastic order …
Persistent link: https://www.econbiz.de/10010999728
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SOME NONSTANDARD FEATURES OF BARGAINING PROBLEMS
AGNETIS, ALESSANDRO; FRAGNELLI, VITO - In: International Game Theory Review (IGTR) 15 (2013) 02, pp. 1340007-1
In this paper, we present two real-world situations in which the standard hypotheses of a bargaining problem do not hold, and discuss how to tackle these situations.
Persistent link: https://www.econbiz.de/10011011346
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Upper-semi-continuity and cone-concavity of multi-valued vector functions in a duality theory for vector optimization
Kouada, Issoufou - In: Mathematical Methods of Operations Research 46 (1997) 2, pp. 169-192
Following a few words on multifunctions in the mathematical literature, a very brief recall on dual spaces, some preliminary notations and definitions in the introduction, we give some results on those functions in the second paragraph. In the third paragraph, a duality theory in...
Persistent link: https://www.econbiz.de/10010950312
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A generalization of Fenchel duality in set-valued vector optimization
Song, Wen - In: Mathematical Methods of Operations Research 48 (1998) 2, pp. 259-272
A Fenchel duality result is presented for a convex set-valued vector optimization problem under boundedness or continuity hypotheses. Copyright Springer-Verlag Berlin Heidelberg 1998
Persistent link: https://www.econbiz.de/10010950394
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Fixed income strategies for trading and for asset management
Tinschert, Jonas; Cremers, Heinz - Frankfurt School of Finance and Management - 2012
Trading and investment strategies play an essential part in better understanding fixed income markets. Over-the-counter markets and thousands of different outstanding bonds increase the difficulties to identify adequate comparison methods. Market participants and their practices differ widely...
Persistent link: https://www.econbiz.de/10010957473
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The Average Tree Solution for Cooperative Games with Communication Structure
Herings, P. Jean-Jacques; Laan, Gerard van der; Talman, Dolf - Tinbergen Instituut - 2008
-free communication structure, it is the solution proposed by Herings, van der Laan and Talman (2008). We introduce the notion of link-convexity …, under which the game is shown to have a non-empty core and the average tree solution lies in the core. In general, link-convexity … is weaker than convexity. For games with a cycle-free communication structure, link-convexity is even weaker than super-additivity. …
Persistent link: https://www.econbiz.de/10011255465
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Stochastic Dominance: Convexity and Some Efficiency Tests
Lizyayev, Andrey M. - Tinbergen Instituut - 2009
convexity and efficient set characterization results on SD efficiency of a given portfolio relative to adiversified set of …
Persistent link: https://www.econbiz.de/10011256268
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Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run
Grandville, Olivier de La - The MIT Press
unified framework for understanding the basic tools of bond evaluation, including duration, convexity, and immunization. …
Persistent link: https://www.econbiz.de/10005237374
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Characterization of optimal strategies in matrix games with convexity properties
Radzik, Tadeusz - In: International Journal of Game Theory 29 (2000) 2, pp. 211-227
(quasi-) convexity-concavity of functions. The matrix games described by such payoff matrices well approximate continuous …
Persistent link: https://www.econbiz.de/10005375653