This paper presents an algorithm for solving a multi-objective linear fractional functional program when some of its constraints are homogeneous. It constructs a transformation matrix which transforms the given problem into another multiobjective linear fractional functional program, but with...

We propose the relaxation algorithm as a simple and powerful method for simulating the transition process in growth models. This method has a number of important advantages: (1) It can easily deal with a wide range of dynamic systems including multi-dimensional systems with stable eigenvalues...

A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the...