…And worst case trade scenario

The Worst - Case Scenario for Transmission

We study the problem of guaranteeing deadlines of synchronous messages with their deadlines no more than periods in an FDDI network. In order to guarantee the transmission of a synchronous message before its deadline , a precise knowledge of the worst-case situation for such transmission is required. This paper studies the worst-case scenario for transmission of a synchronous message in an FDDI...

A Trade - off for Worst - Case Efficientdictionariesrasmus

Crash Hedging Strategies and Worst–Case Scenario Portfolio Optimization

Crash hedging strategies are derived as solutions of non–linear differential equations which itself are consequences of an equilibrium strategy which make the investor indifferent to uncertain (down) jumps. This is done in the situation where the investor has a logarithmic utility and where the market coefficients after a possible crash may change. It is scrutinized when and in which sense the ...

Swine flu: provision of ventilation in a worst-case scenario

Our solution to this problem is to order 200 disposable bag–valve masks with adjustable positive end-expiratory pressure valves. This solution is conveniently a cost-neutral approach to the single organ support as we already use disposable bag–valve masks throughout the trust. Clinical staff are fully trained in their use, and support staff and relatives could be utilized. Any excess stock coul...

Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach

We consider the determination of portfolio processes yielding the highest worst-case bound for the expected utility from final wealth if the stock price may have uncertain (down) jumps. The optimal portfolios are derived as solutions of non-linear differential equations which itself are consequences of a Bellman principle for worst-case bounds. A particular application of our setting is to mode...