Martinet, Vincent; Gajardo, Pedro; De Lara, Michel Bargaining on monotonic social choice environments. (English) Zbl 07812624 Theory Decis. 96, No. 2, 209-238 (2024). MSC: 91B14 91B26 PDFBibTeX XMLCite \textit{V. Martinet} et al., Theory Decis. 96, No. 2, 209--238 (2024; Zbl 07812624) Full Text: DOI
Lee, Ji Hyung; Sasaki, Yuya; Toda, Alexis Akira; Wang, Yulong Tuning parameter-free nonparametric density estimation from tabulated summary data. (English) Zbl 07803939 J. Econom. 238, No. 1, Article ID 105568, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. H. Lee} et al., J. Econom. 238, No. 1, Article ID 105568, 24 p. (2024; Zbl 07803939) Full Text: DOI arXiv
Sorger, Gerhard Discounted dynamic optimization and Bregman divergence. (English) Zbl 07799790 J. Math. Econ. 110, Article ID 102935, 6 p. (2024). MSC: 91B55 91B62 62P20 PDFBibTeX XMLCite \textit{G. Sorger}, J. Math. Econ. 110, Article ID 102935, 6 p. (2024; Zbl 07799790) Full Text: DOI
Guyon, Julien Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle. (English) Zbl 07782838 Finance Stoch. 28, No. 1, 27-79 (2024). MSC: 91G20 60G42 60H05 94A17 91G80 PDFBibTeX XMLCite \textit{J. Guyon}, Finance Stoch. 28, No. 1, 27--79 (2024; Zbl 07782838) Full Text: DOI
Nutz, Marcel; Wiesel, Johannes; Zhao, Long Limits of semistatic trading strategies. (English) Zbl 1522.91249 Math. Finance 33, No. 1, 185-205 (2023). MSC: 91G15 PDFBibTeX XMLCite \textit{M. Nutz} et al., Math. Finance 33, No. 1, 185--205 (2023; Zbl 1522.91249) Full Text: DOI arXiv
Mattsson, Lars-Göran; Weibull, Jörgen W. An analytically solvable principal-agent model. (English) Zbl 1519.91159 Games Econ. Behav. 140, 33-49 (2023). MSC: 91B43 91B41 PDFBibTeX XMLCite \textit{L.-G. Mattsson} and \textit{J. W. Weibull}, Games Econ. Behav. 140, 33--49 (2023; Zbl 1519.91159) Full Text: DOI
He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin Smoothed quantile regression with large-scale inference. (English) Zbl 07648718 J. Econom. 232, No. 2, 367-388 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. He} et al., J. Econom. 232, No. 2, 367--388 (2023; Zbl 07648718) Full Text: DOI arXiv
Nutz, Marcel; Wiesel, Johannes; Zhao, Long Martingale Schrödinger bridges and optimal semistatic portfolios. (English) Zbl 1503.91131 Finance Stoch. 27, No. 1, 233-254 (2023). MSC: 91G20 91G10 60G42 60H30 PDFBibTeX XMLCite \textit{M. Nutz} et al., Finance Stoch. 27, No. 1, 233--254 (2023; Zbl 1503.91131) Full Text: DOI arXiv
Costa, Giorgio; Kwon, Roy H. Data-driven distributionally robust risk parity portfolio optimization. (English) Zbl 1510.91153 Optim. Methods Softw. 37, No. 5, 1876-1911 (2022). MSC: 91G10 90C17 PDFBibTeX XMLCite \textit{G. Costa} and \textit{R. H. Kwon}, Optim. Methods Softw. 37, No. 5, 1876--1911 (2022; Zbl 1510.91153) Full Text: DOI arXiv
Gahururu, Deborah; Hintermüller, Michael; Stengl, Steven-Marian; Surowiec, Thomas M. Generalized Nash equilibrium problems with partial differential operators: theory, algorithms, and risk aversion. (English) Zbl 1507.49003 Hintermüller, Michael (ed.) et al., Non-smooth and complementarity-based distributed parameter systems. Simulation and hierarchical optimization. Cham: Birkhäuser. ISNM, Int. Ser. Numer. Math. 172, 145-181 (2022). MSC: 49J20 49J55 49K20 49K45 49M99 65K10 65K15 90C15 91A10 PDFBibTeX XMLCite \textit{D. Gahururu} et al., ISNM, Int. Ser. Numer. Math. 172, 145--181 (2022; Zbl 1507.49003) Full Text: DOI
Ananduta, Wicak; Grammatico, Sergio A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems. (English) Zbl 1501.91038 Eur. J. Control 68, Article ID 100686, 6 p. (2022). MSC: 91A68 91A11 91A10 PDFBibTeX XMLCite \textit{W. Ananduta} and \textit{S. Grammatico}, Eur. J. Control 68, Article ID 100686, 6 p. (2022; Zbl 1501.91038) Full Text: DOI
Hai, Le Phuoc; Khanh, Phan Quoc; Soubeyran, Antoine General versions of the Ekeland variational principle: Ekeland points and stop and go dynamics. (English) Zbl 1527.90220 J. Optim. Theory Appl. 195, No. 1, 347-373 (2022). MSC: 90C30 49J52 49J53 90C26 91E45 PDFBibTeX XMLCite \textit{L. P. Hai} et al., J. Optim. Theory Appl. 195, No. 1, 347--373 (2022; Zbl 1527.90220) Full Text: DOI
Lopomo, Giuseppe; Rigotti, Luca; Shannon, Chris Detectability, duality, and surplus extraction. (English) Zbl 1498.91104 J. Econ. Theory 204, Article ID 105465, 37 p. (2022). MSC: 91B03 PDFBibTeX XMLCite \textit{G. Lopomo} et al., J. Econ. Theory 204, Article ID 105465, 37 p. (2022; Zbl 1498.91104) Full Text: DOI arXiv
Bernardinelli, Luca; Guasoni, Paolo; Mayerhofer, Eberhard Informational efficiency and welfare. (English) Zbl 1498.91412 Math. Financ. Econ. 16, No. 4, 659-683 (2022). MSC: 91G15 PDFBibTeX XMLCite \textit{L. Bernardinelli} et al., Math. Financ. Econ. 16, No. 4, 659--683 (2022; Zbl 1498.91412) Full Text: DOI
Uyanik, Metin; Khan, M. Ali The continuity postulate in economic theory: a deconstruction and an integration. (English) Zbl 1497.91116 J. Math. Econ. 101, Article ID 102704, 26 p. (2022). MSC: 91B16 PDFBibTeX XMLCite \textit{M. Uyanik} and \textit{M. A. Khan}, J. Math. Econ. 101, Article ID 102704, 26 p. (2022; Zbl 1497.91116) Full Text: DOI arXiv
Ba, Qin; Pang, Jong-Shi Exact penalization of generalized Nash equilibrium problems. (English) Zbl 1497.91016 Oper. Res. 70, No. 3, 1448-1464 (2022). MSC: 91A11 PDFBibTeX XMLCite \textit{Q. Ba} and \textit{J.-S. Pang}, Oper. Res. 70, No. 3, 1448--1464 (2022; Zbl 1497.91016) Full Text: DOI arXiv
Bernard, Philippe; El Mekkaoui De Freitas, Najat; Maillet, Bertrand B. A financial fraud detection indicator for investors: an IDeA. (English) Zbl 07553135 Ann. Oper. Res. 313, No. 2, 809-832 (2022). MSC: 62Pxx 91Gxx 91Bxx PDFBibTeX XMLCite \textit{P. Bernard} et al., Ann. Oper. Res. 313, No. 2, 809--832 (2022; Zbl 07553135) Full Text: DOI
Schwab, Christoph; Stein, Andreas Deep solution operators for variational inequalities via proximal neural networks. (English) Zbl 07546269 Res. Math. Sci. 9, No. 3, Paper No. 36, 35 p. (2022). MSC: 47-XX 91-XX PDFBibTeX XMLCite \textit{C. Schwab} and \textit{A. Stein}, Res. Math. Sci. 9, No. 3, Paper No. 36, 35 p. (2022; Zbl 07546269) Full Text: DOI
Baumann, Michael Heinrich Beating the market? A mathematical puzzle for market efficiency. (English) Zbl 1492.91347 Decis. Econ. Finance 45, No. 1, 279-325 (2022); correction ibid. 46, No. 2, 731-733 (2023). MSC: 91G15 PDFBibTeX XMLCite \textit{M. H. Baumann}, Decis. Econ. Finance 45, No. 1, 279--325 (2022; Zbl 1492.91347) Full Text: DOI
Dammann, F.; Ferrari, G. On an irreversible investment problem with two-factor uncertainty. (English) Zbl 1491.91160 Quant. Finance 22, No. 5, 907-921 (2022). MSC: 91G50 60G40 60J70 PDFBibTeX XMLCite \textit{F. Dammann} and \textit{G. Ferrari}, Quant. Finance 22, No. 5, 907--921 (2022; Zbl 1491.91160) Full Text: DOI arXiv
Liu, Qi; Khadidos, Alaa Omar; Wan, Pengbo Discretization processing of financial risk management using stochastic differential equation simulation method. (English) Zbl 1486.91082 Fractals 30, No. 2, Article ID 2240069, 11 p. (2022). MSC: 91G20 60H30 PDFBibTeX XMLCite \textit{Q. Liu} et al., Fractals 30, No. 2, Article ID 2240069, 11 p. (2022; Zbl 1486.91082) Full Text: DOI
Sur, Arnab; Birge, John R. Asymptotic behavior of solutions: an application to stochastic NLP. (English) Zbl 1485.60019 Math. Program. 191, No. 1 (B), 281-306 (2022). MSC: 60E05 62P20 91B02 90C15 60F10 PDFBibTeX XMLCite \textit{A. Sur} and \textit{J. R. Birge}, Math. Program. 191, No. 1 (B), 281--306 (2022; Zbl 1485.60019) Full Text: DOI
Lind, M.; Fiorini, E.; Woldar, A. On properties of pebble assignment graphs. (English) Zbl 1484.05143 Graphs Comb. 38, No. 2, Paper No. 45, 21 p. (2022). MSC: 05C57 91A43 PDFBibTeX XMLCite \textit{M. Lind} et al., Graphs Comb. 38, No. 2, Paper No. 45, 21 p. (2022; Zbl 1484.05143) Full Text: DOI
Anh, Lam Quoc; Duoc, Pham Thanh; Tung, Nguyen Minh On Lipschitz continuity of solutions to equilibrium problems via the Hiriart-Urruty oriented distance function. (English) Zbl 1499.49077 Comput. Appl. Math. 41, No. 1, Paper No. 57, 17 p. (2022). MSC: 49K40 90C31 91B50 PDFBibTeX XMLCite \textit{L. Q. Anh} et al., Comput. Appl. Math. 41, No. 1, Paper No. 57, 17 p. (2022; Zbl 1499.49077) Full Text: DOI
Fakhar, Majid; Khodakhah, Mohammadreza; Mazyaki, Ali; Soubeyran, Antoine; Zafarani, Jafar Variational rationality, variational principles and the existence of traps in a changing environment. (English) Zbl 1498.49015 J. Glob. Optim. 82, No. 1, 161-177 (2022). MSC: 49J40 49J53 49S05 90C26 91B50 91E40 58E30 PDFBibTeX XMLCite \textit{M. Fakhar} et al., J. Glob. Optim. 82, No. 1, 161--177 (2022; Zbl 1498.49015) Full Text: DOI
Hajdinjak, Melita Functions with linear price elasticity for forecasting demand and supply. (English) Zbl 1508.91285 B. E. J. Theor. Econ. 21, No. 1, 149-168 (2021). MSC: 91B42 91B24 PDFBibTeX XMLCite \textit{M. Hajdinjak}, B. E. J. Theor. Econ. 21, No. 1, 149--168 (2021; Zbl 1508.91285) Full Text: DOI
Ararat, Çağin Portfolio optimization with two quasiconvex risk measures. (English) Zbl 1492.91320 Turk. J. Math. 45, No. 2, 695-717 (2021). MSC: 91G10 90C15 90C46 91G70 PDFBibTeX XMLCite \textit{Ç. Ararat}, Turk. J. Math. 45, No. 2, 695--717 (2021; Zbl 1492.91320) Full Text: DOI arXiv
Jolaoso, Lateef Olakunle; Okeke, Christian Chibueze; Shehu, Yekini Extragradient algorithm for solving pseudomonotone equilibrium problem with Bregman distance in reflexive Banach spaces. (English) Zbl 1514.90246 Netw. Spat. Econ. 21, No. 4, 873-903 (2021). MSC: 90C48 49N70 91A23 PDFBibTeX XMLCite \textit{L. O. Jolaoso} et al., Netw. Spat. Econ. 21, No. 4, 873--903 (2021; Zbl 1514.90246) Full Text: DOI
Koshiyama, Adriano; Firoozye, Nick; Treleaven, Philip Generative adversarial networks for financial trading strategies fine-tuning and combination. (English) Zbl 1479.91431 Quant. Finance 21, No. 5, 797-813 (2021). MSC: 91G45 91G15 PDFBibTeX XMLCite \textit{A. Koshiyama} et al., Quant. Finance 21, No. 5, 797--813 (2021; Zbl 1479.91431) Full Text: DOI arXiv
Frongillo, Rafael M.; Kash, Ian A. General truthfulness characterizations via convex analysis. (English) Zbl 1475.91052 Games Econ. Behav. 130, 636-662 (2021). MSC: 91B03 90C25 PDFBibTeX XMLCite \textit{R. M. Frongillo} and \textit{I. A. Kash}, Games Econ. Behav. 130, 636--662 (2021; Zbl 1475.91052) Full Text: DOI arXiv
López de Prado, Marcos; Bailey, David H. The false strategy theorem: a financial application of experimental mathematics. (English) Zbl 1477.62299 Am. Math. Mon. 128, No. 9, 825-831 (2021). MSC: 62P05 62A01 00A35 91G15 91G70 PDFBibTeX XMLCite \textit{M. López de Prado} and \textit{D. H. Bailey}, Am. Math. Mon. 128, No. 9, 825--831 (2021; Zbl 1477.62299) Full Text: DOI
Corsaro, Stefania; De Simone, Valentina; Marino, Zelda Fused Lasso approach in portfolio selection. (English) Zbl 1476.91145 Ann. Oper. Res. 299, No. 1-2, 47-59 (2021). MSC: 91G10 62P05 62J07 PDFBibTeX XMLCite \textit{S. Corsaro} et al., Ann. Oper. Res. 299, No. 1--2, 47--59 (2021; Zbl 1476.91145) Full Text: DOI
Ostrovskii, Dmitrii M.; Lowy, Andrew; Razaviyayn, Meisam Efficient search of first-order Nash equilibria in nonconvex-concave smooth min-max problems. (English) Zbl 1480.91016 SIAM J. Optim. 31, No. 4, 2508-2538 (2021). MSC: 91A11 90C47 PDFBibTeX XMLCite \textit{D. M. Ostrovskii} et al., SIAM J. Optim. 31, No. 4, 2508--2538 (2021; Zbl 1480.91016) Full Text: DOI arXiv
Askoura, Youcef; Billot, Antoine Social decision for a measure society. (English) Zbl 1466.91106 J. Math. Econ. 94, Article ID 102463, 6 p. (2021). MSC: 91B14 91B06 91B08 PDFBibTeX XMLCite \textit{Y. Askoura} and \textit{A. Billot}, J. Math. Econ. 94, Article ID 102463, 6 p. (2021; Zbl 1466.91106) Full Text: DOI
Bertucci, Charles Monotone solutions for mean field games master equations: finite state space and optimal stopping. (Solutions monotones des équations maîtresses des jeux à champ moyen.) (English. French summary) Zbl 1472.35394 J. Éc. Polytech., Math. 8, 1099-1132 (2021). MSC: 35Q89 35F50 91A16 PDFBibTeX XMLCite \textit{C. Bertucci}, J. Éc. Polytech., Math. 8, 1099--1132 (2021; Zbl 1472.35394) Full Text: DOI arXiv
Kabaivanov, Stanimir; Zlatanov, Boyan A variational principle, coupled fixed points and market equilibrium. (English) Zbl 07357592 Nonlinear Anal., Model. Control 26, No. 1, 169-185 (2021). Reviewer: Mircea Balaj (Oradea) MSC: 47N10 54H25 91B50 PDFBibTeX XMLCite \textit{S. Kabaivanov} and \textit{B. Zlatanov}, Nonlinear Anal., Model. Control 26, No. 1, 169--185 (2021; Zbl 07357592) Full Text: DOI
Georgiou, K.; Domazakis, G. N.; Pappas, D.; Yannacopoulos, A. N. Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework. (English) Zbl 1487.60133 Eur. J. Oper. Res. 292, No. 3, 1146-1164 (2021). MSC: 60J10 60J20 91G40 PDFBibTeX XMLCite \textit{K. Georgiou} et al., Eur. J. Oper. Res. 292, No. 3, 1146--1164 (2021; Zbl 1487.60133) Full Text: DOI
Böhnlein, Toni; Kratsch, Stefan; Schaudt, Oliver Revenue maximization in Stackelberg pricing games: beyond the combinatorial setting. (English) Zbl 1509.91008 Math. Program. 187, No. 1-2 (A), 653-695 (2021). MSC: 91A65 91B24 68Q27 68W25 PDFBibTeX XMLCite \textit{T. Böhnlein} et al., Math. Program. 187, No. 1--2 (A), 653--695 (2021; Zbl 1509.91008) Full Text: DOI
Shannon, Chris On Lipschitz implicit function theorems in Banach spaces and applications. (English) Zbl 1480.47080 J. Math. Anal. Appl. 494, No. 2, Article ID 124589, 16 p. (2021). Reviewer: Bangti Jin (London) MSC: 47J07 91B50 PDFBibTeX XMLCite \textit{C. Shannon}, J. Math. Anal. Appl. 494, No. 2, Article ID 124589, 16 p. (2021; Zbl 1480.47080) Full Text: DOI
Sheraz, Muhammad; Preda, Vasile; Dedu, Silvia Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling. (English) Zbl 1485.91235 AIMS Math. 5, No. 1, 300-310 (2020). MSC: 91G30 60G42 60K15 94A17 PDFBibTeX XMLCite \textit{M. Sheraz} et al., AIMS Math. 5, No. 1, 300--310 (2020; Zbl 1485.91235) Full Text: DOI
Daněk, Josef; Pospíšil, Jan Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models. (English) Zbl 1480.91313 Int. J. Comput. Math. 97, No. 6, 1268-1292 (2020). MSC: 91G60 65D30 65R10 PDFBibTeX XMLCite \textit{J. Daněk} and \textit{J. Pospíšil}, Int. J. Comput. Math. 97, No. 6, 1268--1292 (2020; Zbl 1480.91313) Full Text: DOI arXiv
Kamburova, Detelina; Nedelcheva, Diana Variational principles for supinf problems with constraints. (English) Zbl 1483.90177 Mladenov, Ivaïlo M. (ed.) et al., Proceedings of the 21st international conference on geometry, integrability and quantization, Varna, Bulgaria, June 3–8, 2019. Sofia: Avangard Prima; Sofia: Bulgarian Academy of Sciences, Institute of Biophysics and Biomedical Engineering. Geom. Integrability Quantization 21, 163-169 (2020). Reviewer: Nicolas Hadjisavvas (Ermoupoli) MSC: 90C47 90C48 91A44 PDFBibTeX XMLCite \textit{D. Kamburova} and \textit{D. Nedelcheva}, Geom. Integrability Quantization 21, 163--169 (2020; Zbl 1483.90177) Full Text: DOI
Hernández-Hernández, Daniel; Villa-Morales, José On the minimax theorem for the space of probability measures on metric spaces. (English) Zbl 1473.49005 Jakubowski, Jacek (ed.) et al., Stochastic modeling and control. Based on the Simons semester, Warsaw, Poland, January 2 – March 31, 2019. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Cent. Publ. 122, 159-168 (2020). Reviewer: Daniel Beltiţă (Bucureşti) MSC: 49J35 91A25 60B05 PDFBibTeX XMLCite \textit{D. Hernández-Hernández} and \textit{J. Villa-Morales}, Banach Cent. Publ. 122, 159--168 (2020; Zbl 1473.49005) Full Text: DOI
Aktürk, Tahsin Deniz; Ararat, Çağın Portfolio optimization with two coherent risk measures. (English) Zbl 1465.90047 J. Glob. Optim. 78, No. 3, 597-626 (2020). MSC: 90C11 90C20 90C90 91B05 91G10 PDFBibTeX XMLCite \textit{T. D. Aktürk} and \textit{Ç. Ararat}, J. Glob. Optim. 78, No. 3, 597--626 (2020; Zbl 1465.90047) Full Text: DOI arXiv
Flåm, Sjur Didrik Emergence of price-taking behavior. (English) Zbl 1452.91151 Econ. Theory 70, No. 3, 847-870 (2020). Reviewer: Gerasimos Soldatos (Thessaloniki) MSC: 91B24 PDFBibTeX XMLCite \textit{S. D. Flåm}, Econ. Theory 70, No. 3, 847--870 (2020; Zbl 1452.91151) Full Text: DOI
Beaude, Olivier; Benchimol, Pascal; Gaubert, Stéphane; Jacquot, Paulin; Oudjane, Nadia A privacy-preserving method to optimize distributed resource allocation. (English) Zbl 1448.91130 SIAM J. Optim. 30, No. 3, 2303-2336 (2020). MSC: 91B32 PDFBibTeX XMLCite \textit{O. Beaude} et al., SIAM J. Optim. 30, No. 3, 2303--2336 (2020; Zbl 1448.91130) Full Text: DOI arXiv
Ascher, Uri M. Discrete processes and their continuous limits. (English) Zbl 1461.65124 J. Dyn. Games 7, No. 2, 123-140 (2020). MSC: 65K05 65L04 68U10 91A16 PDFBibTeX XMLCite \textit{U. M. Ascher}, J. Dyn. Games 7, No. 2, 123--140 (2020; Zbl 1461.65124) Full Text: DOI arXiv
Borwein, Jonathan M.; Zhu, Qiji J. Entropy maximization in finance. (English) Zbl 1447.91155 Bailey, David H. (ed.) et al., From analysis to visualization. A celebration of the life and legacy of Jonathan M. Borwein, Callaghan, Australia, September 25–29, 2017. Cham: Springer. Springer Proc. Math. Stat. 313, 275-295 (2020). MSC: 91G10 91G80 60G44 94A17 PDFBibTeX XMLCite \textit{J. M. Borwein} and \textit{Q. J. Zhu}, Springer Proc. Math. Stat. 313, 275--295 (2020; Zbl 1447.91155) Full Text: DOI
Zhang, Ning A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems. (English) Zbl 1449.65127 J. Ind. Manag. Optim. 16, No. 2, 991-1008 (2020). MSC: 65K05 90C25 91G10 91G60 PDFBibTeX XMLCite \textit{N. Zhang}, J. Ind. Manag. Optim. 16, No. 2, 991--1008 (2020; Zbl 1449.65127) Full Text: DOI
Holá, Ľubica; Novotný, Branislav Topological properties of the space of convex minimal usco maps. (English) Zbl 1444.54009 Set-Valued Var. Anal. 28, No. 2, 287-300 (2020). Reviewer: Dimitrios Georgiou (Patras) MSC: 54C35 54C60 54C30 91A44 PDFBibTeX XMLCite \textit{Ľ. Holá} and \textit{B. Novotný}, Set-Valued Var. Anal. 28, No. 2, 287--300 (2020; Zbl 1444.54009) Full Text: DOI arXiv
Kuzmenko, Viktor; Salam, Romel; Uryasev, Stan Checkerboard copula defined by sums of random variables. (English) Zbl 1437.62181 Depend. Model. 8, 70-92 (2020). MSC: 62H05 62H12 90C25 91-10 62P20 PDFBibTeX XMLCite \textit{V. Kuzmenko} et al., Depend. Model. 8, 70--92 (2020; Zbl 1437.62181) Full Text: DOI
Hof, Frits; Kern, Walter; Kurz, Sascha; Pashkovich, Kanstantsin; Paulusma, Daniël Simple games versus weighted voting games: bounding the critical threshold value. (English) Zbl 1436.91060 Soc. Choice Welfare 54, No. 4, 609-621 (2020). MSC: 91B12 91A12 91A68 PDFBibTeX XMLCite \textit{F. Hof} et al., Soc. Choice Welfare 54, No. 4, 609--621 (2020; Zbl 1436.91060) Full Text: DOI arXiv Link
de Carvalho Bento, Glaydston; Bitar, Sandro Dimy Barbosa; da Cruz Neto, João Xavier; Soubeyran, Antoine; de Oliveira Souza, João Carlos A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problems. (English) Zbl 1433.90148 Comput. Optim. Appl. 75, No. 1, 263-290 (2020). MSC: 90C29 49J52 90C26 91A80 PDFBibTeX XMLCite \textit{G. de Carvalho Bento} et al., Comput. Optim. Appl. 75, No. 1, 263--290 (2020; Zbl 1433.90148) Full Text: DOI Link
Tehranchi, Michael R. A Black-Scholes inequality: applications and generalisations. (English) Zbl 1432.91126 Finance Stoch. 24, No. 1, 1-38 (2020). Reviewer: Piotr Jaworski (Warszawa) MSC: 91G20 60G44 91G80 PDFBibTeX XMLCite \textit{M. R. Tehranchi}, Finance Stoch. 24, No. 1, 1--38 (2020; Zbl 1432.91126) Full Text: DOI arXiv
Gzyl, Henryk; ter Horst, Enrique; Molina, Germán A model-free, non-parametric method for density determination, with application to asset returns. (English) Zbl 1514.62208 Physica A 517, 210-221 (2019). MSC: 62P05 62G07 91G10 PDFBibTeX XMLCite \textit{H. Gzyl} et al., Physica A 517, 210--221 (2019; Zbl 1514.62208) Full Text: DOI
Andrade, Ricardo Lopes de; Rêgo, Leandro Chaves \(p\)-means centrality. (English) Zbl 1508.91416 Commun. Nonlinear Sci. Numer. Simul. 68, 41-55 (2019). Reviewer: Yilun Shang (Newcastle upon Tyne) MSC: 91D30 PDFBibTeX XMLCite \textit{R. L. de Andrade} and \textit{L. C. Rêgo}, Commun. Nonlinear Sci. Numer. Simul. 68, 41--55 (2019; Zbl 1508.91416) Full Text: DOI
Scrimali, Laura; Maugeri, Antonino Variational methods for emerging real-life and environmental conservation problems. (English) Zbl 1443.91228 Andrica, Dorin (ed.) et al., Differential and integral inequalities. Cham: Springer. Springer Optim. Appl. 151, 725-759 (2019). MSC: 91B76 91A12 49N15 91A80 PDFBibTeX XMLCite \textit{L. Scrimali} and \textit{A. Maugeri}, Springer Optim. Appl. 151, 725--759 (2019; Zbl 1443.91228) Full Text: DOI
Su, Tran Van; Hang, Dinh Dieu Optimality conditions for the efficient solutions of vector equilibrium problems with constraints in terms of directional derivatives and applications. (English) Zbl 1423.90272 Bull. Iran. Math. Soc. 45, No. 6, 1619-1650 (2019). MSC: 90C46 91B50 49J52 PDFBibTeX XMLCite \textit{T. Van Su} and \textit{D. D. Hang}, Bull. Iran. Math. Soc. 45, No. 6, 1619--1650 (2019; Zbl 1423.90272) Full Text: DOI
Luu, Do Van Necessary efficiency conditions for vector equilibrium problems with general inequality constraints via convexificators. (English) Zbl 1423.90270 Bull. Braz. Math. Soc. (N.S.) 50, No. 3, 685-704 (2019). MSC: 90C46 91B50 90C29 49J52 PDFBibTeX XMLCite \textit{D. Van Luu}, Bull. Braz. Math. Soc. (N.S.) 50, No. 3, 685--704 (2019; Zbl 1423.90270) Full Text: DOI
López de Prado, Marcos; Lewis, Michael J. Detection of false investment strategies using unsupervised learning methods. (English) Zbl 1420.91426 Quant. Finance 19, No. 9, 1555-1565 (2019). MSC: 91G10 91-08 PDFBibTeX XMLCite \textit{M. López de Prado} and \textit{M. J. Lewis}, Quant. Finance 19, No. 9, 1555--1565 (2019; Zbl 1420.91426) Full Text: DOI
Vinh, Nguyen The; Gibali, Aviv Gradient projection-type algorithms for solving equilibrium problems and its applications. (English) Zbl 1438.90362 Comput. Appl. Math. 38, No. 3, Paper No. 119, 18 p. (2019). MSC: 90C33 49J40 49J27 91A10 65K10 PDFBibTeX XMLCite \textit{N. T. Vinh} and \textit{A. Gibali}, Comput. Appl. Math. 38, No. 3, Paper No. 119, 18 p. (2019; Zbl 1438.90362) Full Text: DOI
Akian, Marianne; Gaubert, Stéphane; Grand-Clément, Julien; Guillaud, Jérémie The operator approach to entropy games. (English) Zbl 1422.91080 Theory Comput. Syst. 63, No. 5, 1089-1130 (2019). MSC: 91A15 91A05 60E05 47N99 PDFBibTeX XMLCite \textit{M. Akian} et al., Theory Comput. Syst. 63, No. 5, 1089--1130 (2019; Zbl 1422.91080) Full Text: DOI Link
Corsaro, Stefania; De Simone, Valentina Adaptive \(l_1\)-regularization for short-selling control in portfolio selection. (English) Zbl 1422.91646 Comput. Optim. Appl. 72, No. 2, 457-478 (2019). MSC: 91G10 49J52 91G60 PDFBibTeX XMLCite \textit{S. Corsaro} and \textit{V. De Simone}, Comput. Optim. Appl. 72, No. 2, 457--478 (2019; Zbl 1422.91646) Full Text: DOI arXiv
Flåm, Sjur Didrik Generalized gradients, bid-ask spreads, and market equilibrium. (English) Zbl 1411.90266 Optimization 68, No. 2-3, 579-592 (2019). MSC: 90C25 90C56 91B50 PDFBibTeX XMLCite \textit{S. D. Flåm}, Optimization 68, No. 2--3, 579--592 (2019; Zbl 1411.90266) Full Text: DOI
Cesaroni, Annalisa; Cirant, Marco; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico On stationary fractional mean field games. (English. French summary) Zbl 1405.35246 J. Math. Pures Appl. (9) 122, 1-22 (2019). MSC: 35R11 49N70 35J47 35Q84 91A07 PDFBibTeX XMLCite \textit{A. Cesaroni} et al., J. Math. Pures Appl. (9) 122, 1--22 (2019; Zbl 1405.35246) Full Text: DOI arXiv
Jin, Xing; Luo, Dan; Zeng, Xudong Dynamic asset allocation with uncertain jump risks: a pathwise optimization approach. (English) Zbl 1443.91262 Math. Oper. Res. 43, No. 2, 347-376 (2018). MSC: 91G10 60J70 PDFBibTeX XMLCite \textit{X. Jin} et al., Math. Oper. Res. 43, No. 2, 347--376 (2018; Zbl 1443.91262) Full Text: DOI Link
Wang, Qiyu; Sun, Hailin Sparse Markowitz portfolio selection by using stochastic linear complementarity approach. (English) Zbl 1412.90098 J. Ind. Manag. Optim. 14, No. 2, 541-559 (2018). MSC: 90C15 90C90 91G10 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{H. Sun}, J. Ind. Manag. Optim. 14, No. 2, 541--559 (2018; Zbl 1412.90098) Full Text: DOI
Geoffroy, Michel H.; Marcelin, Yvesner A concept of inner prederivative for set-valued mappings and its applications. (English) Zbl 1405.49011 ESAIM, Control Optim. Calc. Var. 24, No. 3, 1059-1074 (2018). MSC: 49J53 49J52 47J07 91B15 PDFBibTeX XMLCite \textit{M. H. Geoffroy} and \textit{Y. Marcelin}, ESAIM, Control Optim. Calc. Var. 24, No. 3, 1059--1074 (2018; Zbl 1405.49011) Full Text: DOI
Squartini, Tiziano; Caldarelli, Guido; Cimini, Giulio; Gabrielli, Andrea; Garlaschelli, Diego Reconstruction methods for networks: the case of economic and financial systems. (English) Zbl 1405.90039 Phys. Rep. 757, 1-47 (2018). MSC: 90B10 90B15 91B82 91G70 PDFBibTeX XMLCite \textit{T. Squartini} et al., Phys. Rep. 757, 1--47 (2018; Zbl 1405.90039) Full Text: DOI arXiv
Stein, Oliver; Sudermann-Merx, Nathan The noncooperative transportation problem and linear generalized Nash games. (English) Zbl 1403.91084 Eur. J. Oper. Res. 266, No. 2, 543-553 (2018). MSC: 91A80 91A10 90B06 PDFBibTeX XMLCite \textit{O. Stein} and \textit{N. Sudermann-Merx}, Eur. J. Oper. Res. 266, No. 2, 543--553 (2018; Zbl 1403.91084) Full Text: DOI
Schumacher, Johannes M. A multi-objective interpretation of optimal transport. (English) Zbl 1396.90045 J. Optim. Theory Appl. 176, No. 1, 94-119 (2018). MSC: 90C08 90C29 90C33 91B14 PDFBibTeX XMLCite \textit{J. M. Schumacher}, J. Optim. Theory Appl. 176, No. 1, 94--119 (2018; Zbl 1396.90045) Full Text: DOI arXiv
Christensen, Sören; Salminen, Paavo Multidimensional investment problem. (English) Zbl 1404.91255 Math. Financ. Econ. 12, No. 1, 75-95 (2018). MSC: 91G20 60G40 60J70 60G51 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{P. Salminen}, Math. Financ. Econ. 12, No. 1, 75--95 (2018; Zbl 1404.91255) Full Text: DOI
Araujo, Aloisio; Chateauneuf, Alain; Faro, José Heleno Financial market structures revealed by pricing rules: efficient complete markets are prevalent. (English) Zbl 1400.91187 J. Econ. Theory 173, 257-288 (2018). MSC: 91B24 PDFBibTeX XMLCite \textit{A. Araujo} et al., J. Econ. Theory 173, 257--288 (2018; Zbl 1400.91187) Full Text: DOI
Al-Homidan, Suliman Global convergence of the alternating projection method for the max-cut relaxation problem. (English) Zbl 1488.49031 Filomat 31, No. 3, 737-746 (2017). MSC: 49J45 91G60 PDFBibTeX XMLCite \textit{S. Al-Homidan}, Filomat 31, No. 3, 737--746 (2017; Zbl 1488.49031) Full Text: DOI
Choktaworn, Kanchana; Maneejuk, Paravee; Yamaka, Woraphon An empirical examination of maximum entropy in copula-based simultaneous equations model. (English) Zbl 1463.62349 Thai J. Math., Spec. Iss. on entropy in econometrics, 243-256 (2017). MSC: 62P20 91B84 62H05 PDFBibTeX XMLCite \textit{K. Choktaworn} et al., Thai J. Math., 243--256 (2017; Zbl 1463.62349) Full Text: Link
Tarkhamtham, Payap; Sirisrisakulchai, Jirakom; Tansuchat, Roengchai Portfolio optimization of energy commodity futures returns with minimum information copula. (English) Zbl 1463.62362 Thai J. Math., Spec. Iss. on entropy in econometrics, 197-213 (2017). MSC: 62P20 91B84 62H05 62M10 PDFBibTeX XMLCite \textit{P. Tarkhamtham} et al., Thai J. Math., 197--213 (2017; Zbl 1463.62362) Full Text: Link
Gzyl, Henryk; ter Horst, Enrique; Molina, German Inferring probability densities from expert opinion. (English) Zbl 1446.91037 Appl. Math. Modelling 43, 306-320 (2017). MSC: 91B06 62B10 62C10 PDFBibTeX XMLCite \textit{H. Gzyl} et al., Appl. Math. Modelling 43, 306--320 (2017; Zbl 1446.91037) Full Text: DOI
Wang, Qilin; Li, Xiaobing; Zeng, Jing Semicontinuity of approximate solution mappings for parametric generalized weak vector equilibrium problems. (English) Zbl 1412.49056 J. Nonlinear Sci. Appl. 10, No. 5, 2678-2688 (2017). MSC: 49K40 90C31 91B50 PDFBibTeX XMLCite \textit{Q. Wang} et al., J. Nonlinear Sci. Appl. 10, No. 5, 2678--2688 (2017; Zbl 1412.49056) Full Text: DOI
Aussel, Didier On single-valuedness of quasimonotone set-valued operators. (English) Zbl 1403.49011 Aussel, Didier (ed.) et al., Generalized Nash equilibrium problems, bilevel programming and MPEC. Based on lectures given at the international center for pure and applied mathematics (CIMPA) school, Delhi, India, November 25 – December 6, 2013. Singapore: Springer (ISBN 978-981-10-4773-2/hbk; 978-981-10-4774-9/ebook). Forum for Interdisciplinary Mathematics, 101-124 (2017). MSC: 49J53 49J40 49J45 91A10 PDFBibTeX XMLCite \textit{D. Aussel}, in: Generalized Nash equilibrium problems, bilevel programming and MPEC. Based on lectures given at the international center for pure and applied mathematics (CIMPA) school, Delhi, India, November 25 -- December 6, 2013. Singapore: Springer. 101--124 (2017; Zbl 1403.49011) Full Text: DOI
Badikov, Sergey; Jacquier, Antoine; Liu, Daphne Qing; Roome, Patrick No-arbitrage bounds for the forward smile given marginals. (English) Zbl 1402.91752 Quant. Finance 17, No. 8, 1243-1256 (2017). MSC: 91G20 60G44 91G80 90C46 90C05 90C34 PDFBibTeX XMLCite \textit{S. Badikov} et al., Quant. Finance 17, No. 8, 1243--1256 (2017; Zbl 1402.91752) Full Text: DOI arXiv
Xu, Simon; In, Francis; Forbes, Catherine; Hwang, Inchang Systemic risk in the European sovereign and banking system. (English) Zbl 1402.91861 Quant. Finance 17, No. 4, 633-656 (2017). MSC: 91G40 PDFBibTeX XMLCite \textit{S. Xu} et al., Quant. Finance 17, No. 4, 633--656 (2017; Zbl 1402.91861) Full Text: DOI Link
Allaj, Erindi Risk measuring under liquidity risk. (English) Zbl 1398.91560 Appl. Math. Finance 24, No. 3-4, 246-279 (2017). MSC: 91G20 91G10 91B30 PDFBibTeX XMLCite \textit{E. Allaj}, Appl. Math. Finance 24, No. 3--4, 246--279 (2017; Zbl 1398.91560) Full Text: DOI arXiv
Mokhtar-Kharroubi, Hocine Convex and convex-like optimization over a range inclusion problem and first applications. (English) Zbl 1398.49030 Decis. Econ. Finance 40, No. 1-2, 277-299 (2017). MSC: 49N15 91B55 90C25 PDFBibTeX XMLCite \textit{H. Mokhtar-Kharroubi}, Decis. Econ. Finance 40, No. 1--2, 277--299 (2017; Zbl 1398.49030) Full Text: DOI
Huong, Vu Thi; Yao, Jen-Chih; Yen, Nguyen Dong On the stability and solution sensitivity of a consumer problem. (English) Zbl 1380.91096 J. Optim. Theory Appl. 175, No. 2, 567-589 (2017). MSC: 91B42 91B16 91B38 46N10 49J53 PDFBibTeX XMLCite \textit{V. T. Huong} et al., J. Optim. Theory Appl. 175, No. 2, 567--589 (2017; Zbl 1380.91096) Full Text: DOI
Zhu, Dian; Heunis, Andrew J. Quadratic minimization with portfolio and intertemporal wealth constraints. (English) Zbl 1411.91533 Ann. Finance 13, No. 3, 299-340 (2017). MSC: 91G10 93E20 91G80 PDFBibTeX XMLCite \textit{D. Zhu} and \textit{A. J. Heunis}, Ann. Finance 13, No. 3, 299--340 (2017; Zbl 1411.91533) Full Text: DOI
Doležal, Martin; Moors, Warren B. On a certain generalization of \(W\)-spaces. (English) Zbl 1415.91071 Topology Appl. 231, 1-9 (2017). MSC: 91A44 91A05 54E52 54C08 PDFBibTeX XMLCite \textit{M. Doležal} and \textit{W. B. Moors}, Topology Appl. 231, 1--9 (2017; Zbl 1415.91071) Full Text: DOI arXiv
Pazdera, Jaroslav; Schumacher, Johannes M.; Werker, Bas J. M. The composite iteration algorithm for finding efficient and financially fair risk-sharing rules. (English) Zbl 1394.91226 J. Math. Econ. 72, 122-133 (2017). MSC: 91B30 91B50 91B32 PDFBibTeX XMLCite \textit{J. Pazdera} et al., J. Math. Econ. 72, 122--133 (2017; Zbl 1394.91226) Full Text: DOI Link
Ararat, Çağin; Hamel, Andreas H.; Rudloff, Birgit Set-valued shortfall and divergence risk measures. (English) Zbl 1396.91807 Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750026, 48 p. (2017). MSC: 91G70 46N10 49N15 PDFBibTeX XMLCite \textit{Ç. Ararat} et al., Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750026, 48 p. (2017; Zbl 1396.91807) Full Text: DOI arXiv
Gorno, Leandro A strict expected multi-utility theorem. (English) Zbl 1394.91132 J. Math. Econ. 71, 92-95 (2017). MSC: 91B16 91B08 PDFBibTeX XMLCite \textit{L. Gorno}, J. Math. Econ. 71, 92--95 (2017; Zbl 1394.91132) Full Text: DOI
Khlopin, Dmitry On Hamiltonian as limiting gradient in infinite horizon problem. (English) Zbl 1370.49012 J. Dyn. Control Syst. 23, No. 1, 71-88 (2017). MSC: 49K15 49J45 91B62 PDFBibTeX XMLCite \textit{D. Khlopin}, J. Dyn. Control Syst. 23, No. 1, 71--88 (2017; Zbl 1370.49012) Full Text: DOI arXiv
Yamagishi, Masao; Yamada, Isao Nonexpansiveness of a linearized augmented Lagrangian operator for hierarchical convex optimization. (English) Zbl 1453.65138 Inverse Probl. 33, No. 4, Article ID 044003, 35 p. (2017). MSC: 65K05 90C25 91A65 PDFBibTeX XMLCite \textit{M. Yamagishi} and \textit{I. Yamada}, Inverse Probl. 33, No. 4, Article ID 044003, 35 p. (2017; Zbl 1453.65138) Full Text: DOI
Zheng, Ronghuo; Dai, Tinglong; Sycara, Katia; Chakraborty, Nilanjan Automated multilateral negotiation on multiple issues with private information. (English) Zbl 1396.91288 INFORMS J. Comput. 28, No. 4, 612-628 (2016). MSC: 91B26 PDFBibTeX XMLCite \textit{R. Zheng} et al., INFORMS J. Comput. 28, No. 4, 612--628 (2016; Zbl 1396.91288) Full Text: DOI
Flåm, Sjur Didrik Borch’s theorem, equal margins, and efficient allocation. (English) Zbl 1371.91087 Insur. Math. Econ. 70, 162-168 (2016). MSC: 91B30 91A12 PDFBibTeX XMLCite \textit{S. D. Flåm}, Insur. Math. Econ. 70, 162--168 (2016; Zbl 1371.91087) Full Text: DOI
Kelly, Frank; Key, Peter; Walton, Neil Efficient advert assignment. (English) Zbl 1348.90402 Oper. Res. 64, No. 4, 822-837 (2016). MSC: 90B80 91B26 91A10 PDFBibTeX XMLCite \textit{F. Kelly} et al., Oper. Res. 64, No. 4, 822--837 (2016; Zbl 1348.90402) Full Text: DOI arXiv
Flåm, Sjur Didrik Monotonicity and market equilibrium. (English) Zbl 1380.90217 Set-Valued Var. Anal. 24, No. 3, 403-421 (2016). MSC: 90C25 91B24 91B68 PDFBibTeX XMLCite \textit{S. D. Flåm}, Set-Valued Var. Anal. 24, No. 3, 403--421 (2016; Zbl 1380.90217) Full Text: DOI
Van Hieu, Dang Cyclic subgradient extragradient methods for equilibrium problems. (English) Zbl 1376.65090 Arab. J. Math. 5, No. 3, 159-175 (2016). Reviewer: Przemysław Stpiczyński (Lublin) MSC: 65J15 47H05 47J25 91B50 65K10 PDFBibTeX XMLCite \textit{D. Van Hieu}, Arab. J. Math. 5, No. 3, 159--175 (2016; Zbl 1376.65090) Full Text: DOI
Xu, Fengmin; Lu, Zhaosong; Xu, Zongben An efficient optimization approach for a cardinality-constrained index tracking problem. (English) Zbl 1382.90117 Optim. Methods Softw. 31, No. 2, 258-271 (2016). MSC: 90C55 90C90 91G10 PDFBibTeX XMLCite \textit{F. Xu} et al., Optim. Methods Softw. 31, No. 2, 258--271 (2016; Zbl 1382.90117) Full Text: DOI arXiv
Belomestny, Denis; Krätschmer, Volker Optimal stopping under model uncertainty: randomized stopping times approach. (English) Zbl 1339.60043 Ann. Appl. Probab. 26, No. 2, 1260-1295 (2016); addendum ibid. 27, No. 2, 1289-1293 (2017). MSC: 60G40 91G80 91G60 49L20 65C05 PDFBibTeX XMLCite \textit{D. Belomestny} and \textit{V. Krätschmer}, Ann. Appl. Probab. 26, No. 2, 1260--1295 (2016; Zbl 1339.60043) Full Text: DOI arXiv Euclid
Choulli, Tahir; Schweizer, Martin Locally \(\Phi\)-integrable \(\sigma\)-martingale densities for general semimartingales. (English) Zbl 1337.60083 Stochastics 88, No. 2, 191-266 (2016). MSC: 60G48 60G44 60G07 91G80 91B02 PDFBibTeX XMLCite \textit{T. Choulli} and \textit{M. Schweizer}, Stochastics 88, No. 2, 191--266 (2016; Zbl 1337.60083) Full Text: DOI
Akian, Marianne; Gaubert, Stéphane; Nussbaum, Roger Uniqueness of the fixed point of nonexpansive semidifferentiable maps. (English) Zbl 1357.47056 Trans. Am. Math. Soc. 368, No. 2, 1271-1320 (2016). Reviewer: Patrick Winkert (Berlin) MSC: 47H07 47H09 47H10 47J10 91A20 PDFBibTeX XMLCite \textit{M. Akian} et al., Trans. Am. Math. Soc. 368, No. 2, 1271--1320 (2016; Zbl 1357.47056) Full Text: DOI arXiv