We explore the relationship between properties of the network defined by connected agents and the global system performance. This is achieved by means of a novel class of optimiza...
This paper extends some duality results from a standard optimization setup to a noncooperative (Nash) game framework. A Nash game (NG) with coupled constraints is considered. Solv...
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...