A recent paper by Schulze et al. (Math Methods Oper Res 92(1):107–132, 2020) presented the Rectangular Knapsack Problem ( Rkp ) as a crucial subproblem in the study on the Cardinality-constrained Bi-objective Knapsack Problem ( Cbkp ). To this end, they started an investigation into its...

Within a common arbitrage-free semimartingale financial market we consider the problem of determining all Nash equilibrium investment strategies for n agents who try to maximize the expected utility of their relative wealth. The utility function can be rather general here. Exploiting the...

Continuous-time regime-switching models are a very popular class of models for financial applications. In this work the so-called signal-to-noise matrix is introduced for hidden Markov models where the switching is driven by an unobservable Markov chain. Its relations to filtering, i.e. state...