We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
In this paper we study the nonzero-sum Dynkin game in continuous time, which is a two-player noncooperative game on stopping times. We show that it has a Nash equilibrium point for...
A prototype of zero-sum theorems, the well-known theorem of Erdos, Ginzburg and Ziv says that for any positive integer n, any sequence a1, a2, . . . , a2n-1 of 2n-1 integers has a...
Sukumar Das Adhikari, Yong-Gao Chen, John Friedlan...