English
Related papers

Related papers: A Note on the Continuity of Expected Utility Funct…

200 papers

The paper studies complementary choice functions, i.e. monotonic and consistent choice functions. Such choice functions were introduced and used in the work \cite{RY} for investigation of matchings with complementary contracts. Three…

Combinatorics · Mathematics 2022-09-15 Vladimir Danilov

We investigate uniqueness problems for an entire function that shares two small functions of finite order with their difference operators. In particular, we give a generalization of a result in $[2]$.

Complex Variables · Mathematics 2015-05-11 Zinelâabidine Latreuch , Abdallah El Farissi , Benharrat Belaidi

Verifying lower-semicontinuity of integral functionals in the weak topology of Sobolev spaces is a central theme in the calculus of variations. For integral functionals with $p$-growth, quasiconvexity is a necessary condition for weak…

Analysis of PDEs · Mathematics 2025-01-06 Cy Maor

We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…

Mathematical Finance · Quantitative Finance 2015-10-13 Mourad Lazgham

We present an approximation theorem for continuous non-decreasing functions on compact preordered spaces, leading to an algebraic characterization of their corresponding function spaces. As an application, we prove that the family of…

Functional Analysis · Mathematics 2025-12-04 Ettore Minguzzi

Absolute continuity implies uniform continuity, but generally not vice versa. In this short note, we present one sufficient condition for a uniformly continuous function to be absolutely continuous, which is the following theorem: For a…

Classical Analysis and ODEs · Mathematics 2015-03-17 Kai Yang , Chenhong Zhu

The concept of sequential choice functions is introduced and studied. This concept applies to the reduction of the problem of stable matchings with sequential workers to a situation where the workers are linear.

Combinatorics · Mathematics 2024-03-26 Vladimir I. Danilov

Utility Computing has facilitated the creation of new markets that has made it possible to realize the long held dream of delivering IT as a Utility. Even though utility computing is in its nascent stage today, the proponents of utility…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-10 Inderveer Chana , Tarandeep Kaur

We present a construction of a compact connected space which supports a normal probability measure.

General Topology · Mathematics 2015-07-13 Grzegorz Plebanek

Necessary and sufficient conditions are presented for a fractional Orlicz-Sobolev space on $\rn$ to be continuously embedded into a space of uniformly continuous functions. The optimal modulus of continuity is exhibited whenever these…

Functional Analysis · Mathematics 2024-01-29 Angela Alberico , Andrea Cianchi , Luboš Pick , Lenka Slavíková

The paper \cite{helm:17} studies an inventory management problem under a long-term average cost criterion using weak convergence methods applied to average expected occupation and average expected ordering measures. Under the natural…

Optimization and Control · Mathematics 2017-02-06 Kurt L. Helmes , Richard H. Stockbridge , Chao Zhu

Powerspaces of directed spaces play an important role in modeling the semantics of nondeterministic functional programming languages. The notions of upper,lower and convex powerspace of a directed space are defined by the way of free…

General Topology · Mathematics 2022-12-14 Wu Wang

Some exact formulae of the expectation values and probability densities in a weak measurement for an operator ${\bf A}$ which satisfies the property ${\bf A}^{2}=1$ are derived. These formulae include all-order effects of the unitary…

Quantum Physics · Physics 2012-05-24 Kouji Nakamura , Atsushi Nishizawa , Masa-Katsu Fujimoto

Prediction models are often employed in estimating parameters of optimization models. Despite the fact that in an end-to-end view, the real goal is to achieve good optimization performance, the prediction performance is measured on its own.…

Optimization and Control · Mathematics 2021-01-01 Nam Ho-Nguyen , Fatma Kılınç-Karzan

We introduce a new capacity associated to a non negative function V. We apply this notion to the study of a necessary and sufficient condition to ensure the existence and uniqueness of a Schrodinger type equation with measure data and with…

Analysis of PDEs · Mathematics 2018-12-12 Jean Michel Rakotoson

Risk and utility functionals are fundamental building blocks in economics and finance. In this paper we investigate under which conditions a risk or utility functional is sensitive to the accumulation of losses in the sense that any…

Risk Management · Quantitative Finance 2024-05-21 Martin Herdegen , Nazem Khan , Cosimo Munari

In this paper, we prove that any ideal ward continuous function is uniformly continuous either on an interval or on an ideal ward compact subset of $\textbf{R}$. A characterization of uniform continuity is also given via ideal quasi-Cauchy…

General Mathematics · Mathematics 2013-12-06 Huseyin Cakalli

The interaction between discrete and continuous mathematics lies at the heart of many fundamental problems in applied mathematics and computational sciences. In this paper we discuss the problem of discretizing vector-valued functions…

Numerical Analysis · Mathematics 2020-05-29 Paweł Dłotko , Thomas Wanner

In this paper we formulate order preserving quotient lifting property and the compact lifting property. In the case of affine continuous functions on a Choquet simplex, we show the compact quotient lifting property for the space of affine…

Functional Analysis · Mathematics 2022-12-13 Taduri Srinivasa Siva Rama Krishna Rao

In previous work cite{Ha98:Towards} we presented a case-based approach to eliciting and reasoning with preferences. A key issue in this approach is the definition of similarity between user preferences. We introduced the probabilistic…

Artificial Intelligence · Computer Science 2013-01-14 Vu A. Ha , Peter Haddawy , John Miyamoto