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MOR
2007
100views more  MOR 2007»
14 years 8 months ago
Variational Inequalities and Economic Equilibrium
Alejandro Jofré, R. Terry Rockafellar, Roge...
MOR
2007
83views more  MOR 2007»
14 years 8 months ago
Subgame-Perfect Equilibria for Stochastic Games
Ashok P. Maitra, William D. Sudderth
MOR
2007
87views more  MOR 2007»
14 years 8 months ago
A Minority Game with Bounded Recall
Jérôme Renault, Marco Scarsini, Trist...
45
Voted
MOR
2007
82views more  MOR 2007»
14 years 8 months ago
On the Starting and Stopping Problem: Application in Reversible Investments
Said Hamadène, Monique Jeanblanc
MOR
2007
138views more  MOR 2007»
14 years 8 months ago
The Demand-Matching Problem
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
77
Voted
MOR
2007
116views more  MOR 2007»
14 years 8 months ago
Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do
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
MOR
2007
140views more  MOR 2007»
14 years 8 months ago
Adaptive Control Variates for Finite-Horizon Simulation
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
45
Voted
MOR
2007
116views more  MOR 2007»
14 years 8 months ago
On the Closedness of the Linear Image of a Closed Convex Cone
Gábor Pataki
38
Voted
MOR
2007
77views more  MOR 2007»
14 years 8 months ago
Minimally Infeasible Set-Partitioning Problems with Balanced Constraints
Michele Conforti, Marco Di Summa, Giacomo Zambelli
43
Voted
MOR
2007
87views more  MOR 2007»
14 years 8 months ago
Hilbert-Valued Perturbed Subgradient Algorithms
Kengy Barty, Jean-Sébastien Roy, Cyrille St...