: Several algorithms have been proposed to compute sets of optima, Pareto sets, and sets of Nash equilibria. In this paper, we present a general algorithm for decision-related set ...
We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes. Second, it is short and ...
Abstract. This contribution is concerned with the formulation of a heterogeneous multiscale finite elements method (HMM) for solving linear advectiondiffusion problems with rapidly...
: We analyze the comparative static effects of beneficial changes in the dependence structure between risks. In an insurance model with an insurable loss and dependent background w...
Abstract. In this paper we study variants of the non-preemptive parallel job scheduling problem where the number of machines is polynomially bounded in the number of jobs. For this...