The goal of this paper is provide a theory of K-person non-stationary Markov games with unbounded rewards, for a countable state space and action spaces. We investigate both the finite and infinite horizon problems. We define the concept of strong Nash equilibrium and present conditions for both...

This paper develops a closed form solution of the mean-variance portfolio selection problem for uncorrelated and bounded assets when an additional technical assumption is satisfied. Although the assumption of uncorrelated assets is unduly restrictive, the explicit determination of the efficient...

In this paper, three equivalents of a corollary of the general approximate variational principle for set-valued maps which we obtained in [5] are derived. Applying a corollary of the general approximate variational principle, we obtain existence theorems for efficient solutions to vector...

The properly quasi-convexity of multivalued mappings in an ordered vector space is introduced. Existence theorems for generalized vector quasi-equilibrium problems and multivalued vector equilibrium problems are obtained. Copyright Springer-Verlag Berlin Heidelberg 2000

The minimax adjustment principle presented in this paper uses the minimax principle in order to improve a given action in the light of some knowledge on the state of the nature or on the other actors. It turns out that the given action is kept unchanged if it can be reconciled with the external...

In this paper, a Newton-like method for variational inequality problems is considered. One feature of the algorithm is that only the solution of linear systems of equations is required at each iteration and that the strict complementarity assumption is never invoked. Another is that under mild...

The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management. Copyright Springer-Verlag Berlin Heidelberg 2000

We consider several sequential search problems for an object which is hidden in a discrete interval with an arbitrary prior distribution. The searcher decomposes the momentary search interval into a fixed number of subintervals and obtains the information in which of the intervals the object is...

We consider the combinatorial complexity of the algorithmic design of mechanical master key locking systems. Such locking systems use pin tumblers and profile elements (wards) to realize the functional dependencies given by a key/cylinder matrix. We prove that even very restricted versions of...

We describe a time-oriented branch-and-bound algorithm for the resource-constrained project scheduling problem which explores the set of active schedules by enumerating possible activity start times. The algorithm uses constraint-propagation techniques that exploit the temporal and resource...