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    Variational Inequalities and Economic Equilibrium
    15 years 9 days ago
    Variational Inequalities and Economic Equilibrium
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    Alejandro Jofré, R. Terry Rockafellar, Roge...
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    63
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    83views more  MOR 2007»
    Subgame-Perfect Equilibria for Stochastic Games
    15 years 9 days ago
    Subgame-Perfect Equilibria for Stochastic Games
    Download  www.econ.yale.edu
    Ashok P. Maitra, William D. Sudderth
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    61
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    87views more  MOR 2007»
    A Minority Game with Bounded Recall
    15 years 9 days ago
    A Minority Game with Bounded Recall
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    Jérôme Renault, Marco Scarsini, Trist...
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    62
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    On the Starting and Stopping Problem: Application in Reversible Investments
    15 years 9 days ago
    On the Starting and Stopping Problem: Application in Reversible Investments
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    Said Hamadène, Monique Jeanblanc
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    109
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    138views more  MOR 2007»
    The Demand-Matching Problem
    15 years 9 days ago
    The Demand-Matching Problem
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    The objective of the demand matching problem is to obtain the subset M of edges which is feasible and where the sum of the profits of each of the edges is maximized. The set M is...
    F. Bruce Shepherd, Adrian Vetta
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    101
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    116views more  MOR 2007»
    Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do
    15 years 9 days ago
    Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do
    Download  hal.archives-ouvertes.fr
    A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
    Laurence Carassus, Miklós Rásonyi
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    95
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    Adaptive Control Variates for Finite-Horizon Simulation
    15 years 9 days ago
    Adaptive Control Variates for Finite-Horizon Simulation
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    Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
    Sujin Kim, Shane G. Henderson
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    58
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    On the Closedness of the Linear Image of a Closed Convex Cone
    15 years 9 days ago
    On the Closedness of the Linear Image of a Closed Convex Cone
    Download  www.unc.edu
    Gábor Pataki
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    55
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    Minimally Infeasible Set-Partitioning Problems with Balanced Constraints
    15 years 9 days ago
    Minimally Infeasible Set-Partitioning Problems with Balanced Constraints
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    Michele Conforti, Marco Di Summa, Giacomo Zambelli
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    56
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    Hilbert-Valued Perturbed Subgradient Algorithms
    15 years 9 days ago
    Hilbert-Valued Perturbed Subgradient Algorithms
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    Kengy Barty, Jean-Sébastien Roy, Cyrille St...
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