Results 31 to 40 of about 435 (145)
Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities
Mathematical Finance, Volume 36, Issue 1, Page 99-117, January 2026.ABSTRACT We study Pareto efficiency in a pure‐exchange economy where agents' preferences are represented by risk‐averse monetary utilities. These coincide with law‐invariant monetary utilities, and they can be shown to correspond to the class of monotone, (quasi‐)concave, Schur concave, and translation‐invariant utility functionals. This covers a large
Mario Ghossoub, Michael B. Zhu
wiley +1 more source
International Transactions on Electrical Energy Systems, Volume 2026, Issue 1, 2026.Escalating load demand at the distribution level necessitates the incorporation of distributed generators (DGs) into power systems. Consequently, the utilization of DGs into power systems based on renewable energy has become a primary approach in the pursuit of affordable and sustainable energy supply.
Asad Abbas +3 more
wiley +1 more source
International Transactions on Electrical Energy Systems, Volume 2026, Issue 1, 2026.The integration of high penetration of renewable energy sources (RES) in distribution networks introduces challenges, such as voltage instability, intermittency and high power losses. A hybrid optimisation method is proposed, which uses a combination of the Fibonacci search algorithm (FSA) and heuristic scheduling for the optimal reactive power flow ...
Tlotlollo Sidwell Hlalele +1 more
wiley +1 more source
A solving tool for fuzzy quadratic optimal control problems [PDF]
In this paper we propose an iterative method to solve an optimal control problem, with fuzzy target and constraints. The algorithm is developed in such a way as to satisfy the target function and the constraints.
Silvio Giove, Paolo Bortot
core
On Noncooperative Games, Minimax Theorems and Equilibrium Problems
In this chapter we give an overview on the theory of noncooperative games. In the first part we consider in detail for zero-sum (and constant-sum) noncooperative games under which necessary and sufficient conditions on the payoff function and different ...
Kassay, G., Frenk, J.B.G.
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ON NECESSARY CONDITIONS FOR EFFICIENCY IN DIRECTIONALLY DIFFERENTIABLE OPTIMIZATION PROBLEMS [PDF]
This paper deals with multiobjective programming problems with in- equality, equality and set constraints involving Dini or Hadamard differentiable func- tions.
Do Van Luu, Manh-Hung Nguyen
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Hybrid linear programming to estimate CAP impacts of flatter rates and environmental top-ups [PDF]
This paper examines evolutions of the Common Agricultural Policy (CAP) decoupling regime and their impacts on Greek arable agriculture. Policy analysis is performed by using mathematical programming tools.
Stelios Rozakis
core
Worst-case estimation for econometric models with unobservable components. [PDF]
A worst-case estimator for econometric models containing unobservable components, based on minimax principles for optimal selection of parameters, is proposed. Worst-case estimators are robust against the averse effects of unobservables.
Esteban Bravo, Mercedes +1 more
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, 1995 Techniques and principles of minimax theory play a key role in many areas of research, including game theory, optimization, and computational complexity.
Du, Ding-Zhu, Pardalos, Panos
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Optimizing Measures of Risk: A Simplex-like Algorithm [PDF]
The minimization of general risk or dispersion measures is becoming more and more important in Portfolio Choice Theory. There are two major reasons. Firstly, the lack of symmetry in the returns of many assets provokes that the classical optimization of ...
Silvia Mayoral +2 more
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