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Explicit conversion from the Casimir force to Planck's law of radiation

Fukushima, Kenji; Ohta, Koichi - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 3, pp. 455-460

system. The temperature inversion symmetry and the duality relation in the thermodynamics are also discussed. We conclude …

Persistent link: https://www.econbiz.de/10010589681

Fa-Yueh Wu's contributions in physics

Maillard, J.-M. - In: Physica A: Statistical Mechanics and its Applications 321 (2003) 1, pp. 28-44

We sketch a subset of Professor F.Y. Wu's contributions in lattice statistical mechanics, solid state physics, graph theory, enumerative combinatorics and other domains of physics and mathematics. We will recall some of F.Y. Wu's most important and well-known classic results and we will also...

Persistent link: https://www.econbiz.de/10010589777

On solving continuous-time dynamic network flows

Hashemi, S.; Nasrabadi, Ebrahim - In: Journal of Global Optimization 53 (2012) 3, pp. 497-524

Persistent link: https://www.econbiz.de/10010557854

Nonsmooth semi-infinite programming problem using Limiting subdifferentials

Mishra, S.; Jaiswal, M.; Thi, H. Le - In: Journal of Global Optimization 53 (2012) 2, pp. 285-296

Persistent link: https://www.econbiz.de/10010557857

Recursive Methods for Incentive Problems

Messner, Matthias; Pavoni, Nicola; Sleet, Christopher - In: Review of Economic Dynamics 15 (2012) 4, pp. 501-525

Many dynamic incentive problems have primal recursive formulations in which utility promises serve as state variables. We associate families of dual recursive problems with these by selectively dualizing constraints. We make transparent the connections between recursive primal and dual...

Persistent link: https://www.econbiz.de/10010570164

The time to ruin and the number of claims until ruin for phase-type claims

Frostig, Esther; Pitts, Susan M.; Politis, Konstadinos - In: Insurance: Mathematics and Economics 51 (2012) 1, pp. 19-25

is via the duality between a risk model with phase-type claims and a particular single server queueing model with phase …

Persistent link: https://www.econbiz.de/10010572720

Duality and the Geometry of the Income and Substitution Effects

Panik, Michael J. - In: International Journal of Business and Economics 1 (2002) 3, pp. 225-233

The geometry of the Hicks-Slutsky income and substitution effect is framed in terms of the consumers expenditure function and expenditure equation and thus can be studied with-out resorting to the indifference map of a direct utility function.

Persistent link: https://www.econbiz.de/10010600172

Strong duality and minimal representations for cone optimization

Tunçel, Levent; Wolkowicz, Henry - In: Computational Optimization and Applications 53 (2012) 2, pp. 619-648

The elegant theoretical results for strong duality and strict complementarity for linear programming, LP, lie behind …. We take a fresh look at known and new results for duality, optimality, constraint qualifications, CQ, and strict … and examples on the surprising theoretical connection between duality gaps in the original primal-dual pair and lack of …

Persistent link: https://www.econbiz.de/10010600749

Risk Aversion over Incomes and Risk Aversion over Commodities

Quah, John; Martinez-Legaz, Juan E. - Department of Economics, Oxford University - 2003

This note determines the precise connection between an agent`s attitude towards income risks and his attitude over risks in the underlying consumption space. Our results follow a general mathematical theory connecting the curvature properties of an objective function with the ray-curvature...

Persistent link: https://www.econbiz.de/10010605232

Multistage optimization of option portfolio using higher order coherent risk measures

Matmoura, Yassine; Penev, Spiridon - In: European Journal of Operational Research 227 (2013) 1, pp. 190-198

Choosing a suitable risk measure to optimize an option portfolio’s performance represents a significant challenge. This paper is concerned with illustrating the advantages of Higher order coherent risk measures to evaluate option risk’s evolution. It discusses the detailed implementation of...

Persistent link: https://www.econbiz.de/10010608496