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  • Search: subject:"Fixed-point problems"
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Subject
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Fixed point problems 3 Howard algorithm 2 Impulse control 2 Nonexpansive operators 2 Optimal control of Markov Chains 2 Policy iteration 2 Quasi-variational inequalities 2 -Nash equilibrium 1 Actuarial mathematics 1 Approximate solution maps 1 Bregman distances 1 CAPM 1 Equilibrium problems 1 Equilibrium theory 1 Fixed-point problems 1 Game theory 1 Gleichgewichtstheorie 1 Hamilton–Jacobi–Bellman (HJB) equation 1 Hausdorff continuity 1 Heston stochastic volatility model 1 Interior point effect 1 Mathematical programming 1 Mathematische Optimierung 1 Nash equilibrium 1 Nash-Gleichgewicht 1 Nonzero-sum stochastic differential game 1 Optimization problems 1 Parametric dual equilibrium problems 1 Parametric equilibrium problems 1 Proximal-like methods 1 Reinsurance 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Rückversicherung 1 Spieltheorie 1 Stochastic game 1
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Undetermined 5
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Article 5
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 3 English 2
Author
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Chancelier, Jean-Philippe 2 Messaoud, Marouen 2 Sulem, Agnès 2 Lam Quoc Anh 1 Langenberg, Nils 1 Siu, Chi Chung 1 Tran Ngoc Tam 1 Yam, Sheung Chi Phillip 1 Yang, Hailiang 1 Zhao, Hui 1
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Published in...
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Computational Optimization and Applications 1 Computational Statistics 1 Mathematical Methods of Operations Research 1 Scandinavian actuarial journal 1 Top : transactions in operations research 1
Source
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RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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Hausdorff continuity of approximate solution maps to parametric primal and dual equilibrium problems
Lam Quoc Anh; Tran Ngoc Tam - In: Top : transactions in operations research 24 (2016) 1, pp. 242-258
Persistent link: https://www.econbiz.de/10011670513
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Interior point methods for equilibrium problems
Langenberg, Nils - In: Computational Optimization and Applications 53 (2012) 2, pp. 453-483
In the present paper we discuss three methods for solving equilibrium-type fixed point problems. Concentrating on …
Persistent link: https://www.econbiz.de/10010847457
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A policy iteration algorithm for fixed point problems with nonexpansive operators
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès - In: Computational Statistics 65 (2007) 2, pp. 239-259
The aim of this paper is to solve the fixed point problems: $$ v=\mathcal{O}v,\quad \hbox{with}\, \mathcal …
Persistent link: https://www.econbiz.de/10010847841
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A policy iteration algorithm for fixed point problems with nonexpansive operators
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès - In: Mathematical Methods of Operations Research 65 (2007) 2, pp. 239-259
The aim of this paper is to solve the fixed point problems: <Equation ID="Equa"> <EquationSource Format="TEX">$$ v …
Persistent link: https://www.econbiz.de/10010999850
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