Volume 40, Issue 1-2

Search all Decisions in Economics and Finance articles

November 2017

Special issue on Optimization: Theory, Methods and Applications

Issue Editors:

Marco Castellani,
Dinh The Luc,
Enrico Miglierina

20 articles in this issue

An iterative computational scheme for solving the coupled Hamilton–Jacobi–Isaacs equations in nonzero-sum differential games of affine nonlinear systems
M. D. S. Aliyu
OriginalPaper 21 January 2017 Pages: 1 - 30
Reaching nirvana with a defaultable asset?
Anna Battauz
Marzia De Donno
Alessandro Sbuelz
OriginalPaper 01 June 2017 Pages: 31 - 52
CLO replenishment regarded as linear optimisation problem
Claas Becker
OriginalPaper 21 July 2017 Pages: 53 - 62
Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities
Giancarlo Bigi
Mauro Passacantando
OriginalPaper 06 March 2017 Pages: 63 - 79
Generating the efficient frontier of a class of bicriteria generalized fractional programming
Riccardo Cambini
Laura Carosi
Laura Martein
OriginalPaper 18 August 2017 Pages: 81 - 101
Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel–Penot subdifferential
Giuseppe Caristi
Massimiliano Ferrara
OriginalPaper 20 February 2017 Pages: 103 - 113
Approximating exact expected utility via portfolio efficient frontiers
Alessandra Carleo
Francesco Cesarone
Jacopo Maria Ricci
OriginalPaper 20 October 2017 Pages: 115 - 143
Pseudoconvexity on a closed convex set: an application to a wide class of generalized fractional functions
Laura Carosi
OriginalPaper 11 February 2017 Pages: 145 - 158
A migration equilibrium model with uncertain data and movement costs
A. Causa
B. Jadamba
F. Raciti
OriginalPaper 02 September 2017 Pages: 159 - 175
Robust games: theory and application to a Cournot duopoly model
Giovanni Paolo Crespi
Davide Radi
Matteo Rocca
OriginalPaper 03 October 2017 Pages: 177 - 198
Existence of optimal strategies in linear multisector models with several consumption goods
Giuseppe Freni
Fausto Gozzi
Neri Salvadori
OriginalPaper 10 July 2017 Pages: 199 - 229
Cyclically monotone equilibrium problems and Ekeland’s principle
Massimiliano Giuli
OriginalPaper 09 March 2017 Pages: 231 - 242
Genetic algorithm versus classical methods in sparse index tracking
Margherita Giuzio
OriginalPaper 22 May 2017 Pages: 243 - 256
A set optimization approach to utility maximization under transaction costs
Andreas H. Hamel
Sophie Qingzhen Wang
OriginalPaper 20 July 2017 Pages: 257 - 275
Convex and convex-like optimization over a range inclusion problem and first applications
Hocine Mokhtar-Kharroubi
OriginalPaper 06 May 2017 Pages: 277 - 299
An axiomatization of continuous quasilinear utility
Yann Rébillé
OriginalPaper 22 October 2017 Pages: 301 - 315
A differential game in a duopoly with instantaneous incentives
Luca Grilli
Michele Bisceglia
OriginalPaper 13 April 2017 Pages: 317 - 333
Iterated Kalai–Smorodinsky–Nash compromise
Ismail Saglam
OriginalPaper 23 October 2017 Pages: 335 - 349
Weighted average price in the Heston stochastic volatility model
M. Papi
L. Pontecorvi
C. Donatucci
OriginalPaper 04 September 2017 Pages: 351 - 373
Convex incentives in financial markets: an agent-based analysis
Annalisa Fabretti
Tommy Gärling
Martin Holmen
OriginalPaper 05 October 2017 Pages: 375 - 395

Volume 40, Issue 1-2

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