Let A be a real n×n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\times n$$\end{document} matrix and...

The market economy provides such conditions when all enterprises are connected, to a certain degree, with the investment activity and with making investment decisions. Each enterprise has limited financial resources, available for investing. This results in appearance of the task of optimisation...

Рассмотрена задача управления нелинейной нормированной моделью при переводе её из одного равновесного состояния в какое-либо другое с изменением выходных...

Tuning one's shower in some hotels may turn into a challenging coordination game with imperfect information. The temperature sensitivity increases with the number of agents, making the problem possibly unlearnable. Because there is in practice a finite number of possible tap positions, identical...

Response and dynamical stability of oscillators with discontinuous or steep first derivative of restoring characteristic is considered in this paper. For that purpose, a simple single-degree-of-freedom system with piecewise-linear force-displacement relationship subjected to a harmonic force...

Tuning one's shower in some hotels may turn into a challenging coordination game with imperfect information. The temperature sensitivity increases with the number of agents, making the problem possibly unlearnable. Because there is in practice a finite number of possible tap positions, identical...

In this paper is presented a possibility to reduce execution time involved in evaluating a financial option by means finite difference scheme, using a cyclic odd-even reduction technique on a coarse-grained parallel model.

The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the stress-testing financial sector assessments process as a benchmark for credit risk evaluations. First, we present the setting and basic definitions common to all the model...