scientific article; zbMATH DE number 6846220

From MaRDI portal
Revision as of 13:46, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4606219

zbMath1381.28001MaRDI QIDQ4606219

R. B. Ash

Publication date: 2 March 2018


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Semicontinuous nonstationary stochastic gamesPerfect equilibria in games of incomplete informationThe dilation phenomenon in robust Bayesian inference. (With discussion)An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problemsRobust \(\ell_1\) approaches to computing the geometric median and principal and independent componentsConvergence in approximation and nonsmooth analysisOn the weak law of large numbers for arraysEfficient funds for meager asset spacesContinuity of filtrations of sigma algebrasBayesian learning and convergence to rational expectationsOn the existence of random measure preserving bijectionsOn the existence of solutions for nonlinear parabolic problems with nonmonotone discontinuitiesConsequences of denseness of Dirac Young measuresNecessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chainsCountable ultraproducts without CHPerturbation theory of dense point spectraOn estimation of random variables via the martingale convergence theoremConditional measures based on Archimedean semigroupsThe length of an excursion above a linear boundary by a random walkSpectral representations of infinitely divisible processes``Quasifundamental variation in a price level and the inflation rateOn the marginal cost approach in maintenanceCharacterizing rational versus exponential learning curvesFurther evidence on breaking trend functions in macroeconomic variablesGeneralized moment theory and Bayesian robustness analysis for hierarchical mixture modelsOperator self-similar processes on Banach spacesMarkov stationary equilibria in stochastic supermodular games with imperfect private and public informationRandom relaxed Dirichlet problemsA property of infinite-dimensional Hilbert spacesInvariant probabilities for Markov chains on a metric spaceFactor analysis and arbitrage pricing in large asset economiesBorel measures with a density on a compact semi-algebraic setStochastic dominance and mean-variance measures of profit and loss for business planning and investmentRadial kernels and their reproducing kernel Hilbert spacesGeneralized solutions of curvature equationsRegular variation of order 1 nonlinear AR-ARCH modelsMarkov control models with unknown random state-action-dependent discount factorsOn the theory of risk aversion and the theory of riskVector strength after Goldberg, Brown, and von Mises: biological and mathematical perspectivesSpanning with indexesHigher order density approximations for solutions to estimating equationsAn efficient test allocation for software reliability estimationSequential confidence sets with guaranteed coverage probability and beta- protectionNash equilibrium with strategic complementaritiesBayesian information topologiesStochastic model predictive control for constrained discrete-time Markovian switching systemsExistence of equilibria in economies with externalities and non-convexities in an infinite-dimensional commodity spaceA counterexample on the optimality equation in Markov decision chains with the average cost criterionAsymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors modelApproximating measures invariant under higher-dimensional chaotic transformationsA generalization of Löwner-John's ellipsoid theoremA note on the connection between fuzzy numbers and random intervalsNo-free-lunch theorems in the continuumGeneralized approach to the problem of regressionOn linear programming duality and necessary and sufficient conditions in minimax theoryStar-shaped distributions and their generalizationsExistence and regularity results for relaxed Dirichlet problems with measure dataUniform continuity of information combinationThe \(K\)-moment problem with densitiesTranslation invariant extensions of finite volume measuresA novel two-phase group decision making approach for construction project selection in a fuzzy environmentOperator-valued Feynman integral via conditional Feynman integrals on a function spaceA unifying pair of Cournot-Nash equilibrium existence resultsA proof of the continuity theorem for characteristic functionsRisk aversion, impatience, and optimal timing decisionsNecessary conditions without differentiability assumptions in unilateral control problemsThe martingale convergence theorem, with tearsA semidefinite programming approach to the generalized problem of momentsPareto ordering of distributionsEstimating covariation: Epps effect, microstructure noiseFurther results on the informational efficiency of competitive stock marketsMean squared error minimization for inverse moment problemsLimit theorems for a Galton-Watson process with immigration in varying environmentsSemicontinuous nonstationary stochastic games. IIAnonymous repeated games with a large number of players and random outcomesEvolving aspirations and cooperationValuation of electricity swing options by multistage stochastic programmingAn expository note on individual risk without aggregate uncertaintyComplete monotonicity, background risk, and risk aversionA note on convex stochastic dominanceNonlinear elliptic eigenvalue problems with discontinuitiesA note on correlation of interval-valued intuitionistic fuzzy setsGains from diversification on convex combinations: a majorization and stochastic dominance approachDynamical systems with a continuum of randomly matched agentsOptimal selling mechanisms for multiproduct monopolists: Incentive compatibility in the presence of budget constraintsComparing risks with unbounded distributionsExistence of optimal auctions in general environmentsIntertemporal borrowing to sustain exogenous consumption standards under uncertaintyStrong consistency of multiple isotonic median estimationVerifying irreducibility and continuity of a nonlinear time seriesProbability logic with conditional expectationNonlinear boundary value problemsMesures de Hausdorff et théorie de Perron-Frobenius des matrices non- négativesBeta-type operators preserve shape propertiesOn the theory of Banach space valued multifunctions. I: Integration and conditional expectationOn the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measuresAn elementary proof for an extended version of the Choquet-Deny theoremCorrelation between two fuzzy membership functionsMinimax selection theoremsOn Stieltjes integration in Euclidean space







This page was built for publication: