We establish existence of stochastic financial equilibria on filtered spaces more general than the ones generated by finite-dimensional Brownian motions. These equilibria are expressed in real terms and span complete markets or markets with withdrawal constraints. We deal with random endowment density streams which admit jumps and general time-dependent utility functions on which only regularit...

In this paper a hybrid algorithm based on exploration power of the Genetic algorithms and exploitation capability of Nelder Mead simplex is presented for global optimization of multi-variable functions. Some modifications are imposed on genetic algorithm to improve its capability and efficiency while being hybridized with Simplex method. Benchmark test examples of structural optimization with a...

Optimal distribution substation placement is one of the major components of optimal distribution system planning projects. In this paper optimal substation placement problem is solved using Imperialist Competitive Algorithm (ICA) as a new developed heuristic optimization algorithm. This procedure gives the optimal size, site and installation time of medium voltage substation, using their relate...

A review is made of constraints on the nuclear symmetry energy parameters arising from binding measurements, theoretical chiral effective field predictions neutron matter properties, unitary gas conjecture, and measurements skin thicknesses dipole polarizabilities. While most studies have been confined to SV L, important roles played by, Ksym, or, equivalently, incompressibility KN, are discuss...

Solution symmetries in integer linear programs often yield long Branch-and-Bound based solution processes. We propose a method for finding elements of the permutation group of solution symmetries, and two different types of symmetry-breaking constraints to eliminate these symmetries at the modelling level. We discuss some preliminary computational results.

In the presence of nuisance parameters, we derive an explicit higher order asymptotic formula to compare the expected lengths of conndence intervals given by likelihood ratio statistics arising from the usual proole likelihood and various adjustments thereof. Highest posterior density regions, with approximate frequentist validity, are also included in the study.