Found 21 Documents (Results 1–21)
A note on transition kernels for the most unfavourable mixed strategies of the market. (English) Zbl 07840823
Mathematical foundation of artificial intelligence. (English) Zbl 1511.68285
Pap, Endre (ed.), Artificial intelligence: theory and applications. Cham: Springer. Stud. Comput. Intell. 973, 3-30 (2021).
Guaranteed deterministic approach to superhedging: case of binary European option. (English) Zbl 1482.91207
A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations. (English. Russian original) Zbl 1462.91021
Autom. Remote Control 82, No. 4, 722-743 (2021); translation from Mat. Teor. Igr Prilozh. 10, No. 4, 59-99 (2018).
Fubini theorem and generalized Minkowski inequality for the pseudo-integral. (English) Zbl 1453.28017
Reviewer: Martin Kalina (Bratislava)
MSC:
28E10
A guaranteed deterministic approach to superhedging: financial market model, trading constraints and Bellman-Isaacs equations. (Russian. English summary) Zbl 1419.91628
Mat. Teor. Igr Prilozh. 10, No. 4, 59-99 (2018); translation in Autom. Remote Control 82, No. 4, 722-743 (2021).
An algorithm for the largest eigenvalue of nonhomogeneous nonnegative polynomials. (English) Zbl 1302.15011
Contractive mappings and existence of cycle times for a monotone and homogeneous function. (English) Zbl 1264.47067
Reviewer: In-Sook Kim (Suwon)
Equivalence of communication and projective boundedness properties for monotone and homogeneous functions. (English) Zbl 1256.47038
Reviewer: Dian K. Palagachev (Bari)
Generalized communication conditions and the eigenvalue problem for a monotone and homogeneous function. (English) Zbl 1208.47059
Reviewer: Dumitru Motreanu (Perpignan)
Poisson equations associated with a homogeneous and monotone function: necessary and sufficient conditions for a solution in a weakly convex case. (English) Zbl 1215.47052
Reviewer: Leszek Gasiński (Kraków)
Robust control approach to digital option pricing: synthesis approach. (English) Zbl 1180.91296
Bernhard, Pierre (ed.) et al., Advances in dynamic games and their applications. Analytical and numerical developments. Selected papers based on the presentations at the 12th international symposium on dynamic games (ISDG) and applications, Sophia Antipolis, France, July 3–6, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4833-6/hbk; 978-0-8176-4834-3/ebook). Annals of the International Society of Dynamic Games 10, 293-310 (2009).
Generalized real analysis and its applications. (English) Zbl 1189.26055
Reviewer: Vladimír Janiš (Banská Bystrica)
MSC:
26E50
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