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AML
2010
91views more  AML 2010»
15 years 4 months ago
The limitations of cupping in the local structure of the enumeration degrees
Abstract We prove that a sequence of sets containing representatives of cupping partners for every nonzero 0 2 enumeration degree cannot have a 0 2 enumeration. We also prove that ...
Mariya Ivanova Soskova
ANOR
2010
89views more  ANOR 2010»
15 years 4 months ago
Convex approximations for a class of mixed-integer recourse models
We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recour...
Maarten H. van der Vlerk
CSDA
2010
99views more  CSDA 2010»
15 years 4 months ago
Robust M-estimation of multivariate GARCH models
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
Kris Boudt, Christophe Croux
MANSCI
2010
73views more  MANSCI 2010»
14 years 11 months ago
Timing of Effort and Reward: Three-Sided Moral Hazard in a Continuous-Time Model
Businesses often need to face the problem of providing incentives for employees to work together effectively on projects that develop over time. This paper derives the optimal con...
Jun Yang
SIAMCO
2010
110views more  SIAMCO 2010»
14 years 11 months ago
Stabilization of Second Order Evolution Equations with Unbounded Feedback with Time-Dependent Delay
der abstract second order evolution equations with unbounded feedback with time-varying delay. Existence results are obtained under some realistic assumptions. We prove the expone...
Emilia Fridman, Serge Nicaise, Julie Valein