• Title/Summary/Keyword: Mathematics and Economics

Search Result 189, Processing Time 0.026 seconds

AXIOMATIC CHARACTERIZATIONS OF SIGNED INTERVAL-VALUED CHOQUET INTEGRALS

  • Jang, Lee-Chae
    • Journal of applied mathematics & informatics
    • /
    • v.24 no.1_2
    • /
    • pp.489-503
    • /
    • 2007
  • In this paper, we define signed interval-valued Choquet integrals which have numerous applications in mathematical economics, informatiom theory, expected utility theory, and risk analysis on interval-valued random variables, for examples: interval-valued random payments and interval-valued random profiles, etc. And we discuss axiomatic characterizations of them. Furthermore, we fine some condition that comonotonic additivity of symmetric Choquet integrals on interval-valued random payments is satisfied and give two examples related the main theorem.

MINIMAX PROBLEMS OF UNIFORMLY SAME-ORDER SET-VALUED MAPPINGS

  • Zhang, Yu;Li, Shengjie
    • Bulletin of the Korean Mathematical Society
    • /
    • v.50 no.5
    • /
    • pp.1639-1650
    • /
    • 2013
  • In this paper, a class of set-valued mappings is introduced, which is called uniformly same-order. For this sort of mappings, some minimax problems, in which the minimization and the maximization of set-valued mappings are taken in the sense of vector optimization, are investigated without any hypotheses of convexity.

A NEWTON-IMPLICIT ITERATIVE METHOD FOR NONLINEAR INVERSE PROBLEMS

  • Meng, Zehong;Zhao, Zhenyu
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.3_4
    • /
    • pp.909-920
    • /
    • 2011
  • A regularized Newton method for nonlinear ill-posed problems is considered. In each Newton step an implicit iterative method with an appropriate stopping rule is proposed and analyzed. Under certain assumptions on the nonlinear operator, the convergence of the algorithm is proved and the algorithm is stable if the discrepancy principle is used to terminate the outer iteration. Numerical experiment shows the effectiveness of the method.

EXISTENCE OF PERIODIC SOLUTIONS WITH PRESCRIBED MINIMAL PERIOD FOR A FOURTH ORDER NONLINEAR DIFFERENCE SYSTEM

  • LIU, XIA;ZHOU, TAO;SHI, HAIPING
    • Journal of applied mathematics & informatics
    • /
    • v.36 no.5_6
    • /
    • pp.491-504
    • /
    • 2018
  • In this article, we consider a fourth order nonlinear difference system. By making use of the critical point theory, we obtain some new existence theorems of at least one periodic solution with minimal period. Our main approach used in this article is the variational technique and the Saddle Point Theorem.

EXISTENCE OF OPTIMAL SOLUTION AND OPTIMALITY CONDITION FOR PARAMETER IDENTIFICATION OF AN ECOLOGICAL SPECIES SYSTEM

  • LI CHUNFA;FENG ENMIN
    • Journal of applied mathematics & informatics
    • /
    • v.18 no.1_2
    • /
    • pp.273-286
    • /
    • 2005
  • Parameter identification problem of a three species (predator, mutualist-prey, and mutualist) ecological system with reaction-diffusion phenomenon is investigated in this paper. The mathematical model of the parameter identification problem is constructed and continuous dependence of the solution for the direct problem on the parameters identified is obtained. Finally, the existence of optimal solution and an optimality necessary condition for the parameter identification problem are given.

A Parallel Iterative Algorithm for Solving The Eigenvalue Problem of Symmetric matrices

  • Baik, Ran
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.4 no.2
    • /
    • pp.99-110
    • /
    • 2000
  • This paper is devoted to the parallelism of a numerical matrix eigenvalue problem. The eigenproblem arises in a variety of applications, including engineering, statistics, and economics. Especially we try to approach the industrial techniques from mathematical modeling. This paper has developed a parallel algorithm to find all eigenvalues. It is contributed to solve a specific practical problem, a vibration problem in the industry. Also we compare the runtime between the serial algorithm and the parallel algorithm for the given problems.

  • PDF

EDGE-MINIMIZATION OF NON-DETERMINISTIC FINITE AUTOMATA

  • Melnikov, B.F.;Melnikova, A.A.
    • Journal of applied mathematics & informatics
    • /
    • v.8 no.3
    • /
    • pp.693-703
    • /
    • 2001
  • In this paper we consider non-deterministic finite Rabin-Scott’s automata. We use a special structure to descibe all the possible edges of non-determinstic finite automaton defining the given regular language. Such structure can be used for solving various problems of finite automata theory. One of these problems is edge-minimization of non-deterministic automata. As we have not touched this problem before, we obtain here two versions of the algorithm for solving this problem to continue previous series of articles.