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SIAMCO
2010
116views more  SIAMCO 2010»
13 years 6 months ago
Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
We consider linear-quadratic-Gaussian (LQG) games with a major player and a large number of minor players. The major player has a significant influence on others. The minor playe...
Minyi Huang
SIAMCO
2010
93views more  SIAMCO 2010»
13 years 6 months ago
Dynamic Vehicle Routing with Priority Classes of Stochastic Demands
In this paper we introduce a dynamic vehicle routing problem in which there are multiple vehicles and multiple priority classes of service demands. Service demands of each priority...
Stephen L. Smith, Marco Pavone, Francesco Bullo, E...
SIAMCO
2010
169views more  SIAMCO 2010»
13 years 2 months ago
Shape Derivative of Drag Functional
Abstract. In the paper compressible, stationary Navier-Stokes (N-S) equations are considered. The model is well-posed, there exist weak solutions in bounded domains, subject to inh...
Pavel I. Plotnikov, Jan Sokolowski
SIAMCO
2011
13 years 2 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný