Browsing by Author "XX578209"
Now showing items 1-20 of 20
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(SIAM Publications, 2015)Our aim in this paper is to prove geometric characterizations of the free disposal condition for nonconvex economies on infinite dimensional commodity spaces even if the cone and the production set involved in the condition ...
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(Universidad de Chile, 2012)El presente trabajo de memoria propone una metodología para la construcción de un modelo de predicción de fraude transaccional, el cual tiene como objetivo identificar aquellas transacciones que presentan mayor probabilidad ...
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(Universidad de ChileCyberDocs, 2012)
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(Universidad de ChileCyberDocs, 2010)El objetivo principal de esta memoria es construir, a partir de información histórica, intervalos de confianza no asintóticos y no paramétricos para una familia de medidas de riesgo financiero. El enfoque utilizado se basa ...
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(SIAM Publications, 2017)We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudomonotonicity. We provide convergence and complexity analysis, allowing for an unbounded ...
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(INFORMS Inst.for Operations Res.and the Management Sciences, 2019)We consider stochastic variational inequalities (VIs) with monotone operators where the feasible set is an intersection of a large number of convex sets. We propose a stochastic approximation method with incremental ...
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(ELSEVIER, 2006-09)In this work by using nonsmooth analysis techniques we provide a geometric characterization of both the free disposal hypothesis for production sets and the strict monotonicity condition for preference relations even for ...
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(Universidad de Chile, 2012)El desarrollo y transformación del mercado de telefonía móvil, y las recientes tendencias de políticas regulatorias para enfrentar los problemas de colusión y exclusión de éste mercado, como la utilización de cargos de ...
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(Springer, 2010)We consider a pool type electricity market in which generators bid prices in a sealed bid form and are dispatched by an independent system operator (ISO). In our model, demand is inelastic and the ISO allocates production ...
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(SPRINGER, 2006-08)In this paper we proved a nonconvex separation property for general sets which coincides with the Hahn-Banach separation theorem when sets are convexes. Properties derived from the main result are used to compute the ...
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(Universidad de Chile, 2009)Este trabajo estudia el problema de un gobierno que debe licitar servicios legales para ciudadanos que no pueden pagar por ellos. Cuando un caso es asignado, el abogado defensor se ve enfrentado con uno de los muchos ...
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(Springer Verlag, 2019)© 2018, Springer-Verlag GmbH Germany, part of Springer Nature and Mathematical Optimization Society. We propose dynamic sampled stochastic approximation (SA) methods for stochastic optimization with a heavy-tailed distribution ...
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(Universidad de Chile, 2010)El problema clásico de optimización de portafolio, en el que un agente escoge sus estrategias de modo de maximizar su utilidad esperada ha sido estudiado en profundidad por mucho tiempo. Sin embargo sólo hace poco ha surgido ...
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(Universidad de Chile, 2008)En este trabajo evaluamos la estabilidad eductiva de los equilibrios de una clase de modelos económicos compuestos de un continuo de agentes y de un estado agregado del mundo sobre el cual los agentes tienen una influencia ...
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(BLACKWELL, 2006-11)A convex, compact, and possibly discontinuous better reply secure game has a Nash equilibrium. We introduce a very weak notion of continuity that can be used to establish that a game is better reply secure and we show that ...
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(Springer, 2019)We described a method to solve deterministic and stochastic Walras equilibrium models based on associating with the given problem a bifunction whose maxinf-points turn out to be equilibrium points. The numerical procedure ...
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(SPRINGER, 2006-11)In this paper, we prove a new version of the Second Welfare Theorem for economies with a finite number of agents and an infinite number of commodities, when the preference correspondences are not convex-valued and/or when ...
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(Universidad de Chile, Facultad de Economía y Negocios, 2010)In this paper we prove a general version of the Second Welfare Theorem for a non-convex and non-transitive economy, with public goods and other externalities in consumption. For this purpose we use the sub-gradient to the ...
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(Universidad de Chile, 2011)En este trabajo se busca abordar el problema de valorización de bonos prepagables. A pesar que este tipo de bonos son predominantes en los mercados, existen relativamente pocos modelos que describan el comportamiento de ...
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(2007)Variational inequality representations are set up for a general Walrasian model of consumption and production with trading in a market. The variational inequalities are of functional rather than geometric type and therefore ...
