A hedger of a contingent claim may decide to partially replicate on some states of nature and not on the others: A partial hedge initially costs less than a...

A review is made of models and algorithms for probabilistic satisfiability and its extensions. The basic probabilistic satisfiability problem, in decision f...

Extension of input-output functions for generating units allows simultaneous solution of the static unit commitment and economic dispatch problems by dynami...

Consider an assignment problem in which persons are qualified for some but usually not all of the jobs. Moreover, assume persons belong to given seniority c...

We consider a price setting duopoly producing differentiated goods, where the players can learn by doing and from each other. The unit production cost is mo...

This paper deals with efficient computation of a certain type of Nash-Cournot equilibria in multi-stage oligopolies. The generic structure analyzed herein r...

This note deals with the concept of stochastic equilibrium-programming <i>SEP</i> which has recently been proposed for the modeling of imperfect competition ...