354 search results - page 64 / 71 » Approximate Option Pricing |
COLT
2004
Springer
14 years 27 days ago
2004
Springer
: We introduce a graph-theoretic generalization of classical Arrow-Debreu economics, in which an undirected graph specifies which consumers or economies are permitted to engage in...
INFOCOM
2003
IEEE
14 years 23 days ago
2003
IEEE
— In this paper, we develop, analyze and implement a congestion control scheme obtained in a noncooperative game framework where each user’s cost function is composed of a pric...
ATAL
2003
Springer
14 years 22 days ago
2003
Springer
Much emphasis in multiagent reinforcement learning (MARL) research is placed on ensuring that MARL algorithms (eventually) converge to desirable equilibria. As in standard reinfor...
CCE
2004
13 years 7 months ago
2004
A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncer...
IOR
2008
13 years 6 months ago
2008
Abstract Firms compete in supply functions when they offer a schedule of prices and quantities into a market; for example, this occurs in many wholesale electricity markets. We stu...