Necessary and sufficient conditions for optimality in constrained general sum stochastic games

In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

Universality of the Stochastic Airy Operator

We introduce a new method for studying universality of random matrices. Let T-n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, Tn converges to the stochastic Airy operator. In particular, the top edge of the Dyson beta ensemble and the corresponding eigenvectors are universal. As a byproduct, these ideas lead to conjectured operator limits for the entire family of soft edge distributions. (C) 2015 Wiley Periodicals, Inc.

Secure Communication in Amplify-and-Forward Networks with Multiple Eavesdroppers: Decoding with SNR Thresholds

The problem of secure unicast communication over a two hop Amplify-and-Forward wireless relay network with multiple eavesdroppers is considered. Assuming that a receiver (destination or eavesdropper) can decode a message only if the received SNR is above a predefined threshold, we consider this problem in two scenarios. In the first scenario, we maximize the SNR at the legitimate destination, subject to the condition that the received SNR at each eavesdropper is below the target threshold. Due to the non-convex nature of the objective function and eavesdroppers' constraints, we transform variables and obtain a quadratically constrained quadratic program (QCQP) with convex constraints, which can be solved efficiently. When the constraints are not convex, we consider a semidefinite relaxation (SDR) to obtain computationally efficient approximate solution. In the second scenario, we minimize the total power consumed by all relay nodes, subject to the condition that the received SNR at the legitimate destination is above the threshold and at every eavesdropper, it is below the corresponding threshold. We propose a semidefinite relaxation of the problem in this scenario and also provide an analytical lower bound.

Global response sensitivity analysis of uncertain structures

The problem of characterizing global sensitivity indices of structural response when system uncertainties are represented using probabilistic and (or) non-probabilistic modeling frameworks (which include intervals, convex functions, and fuzzy variables) is considered. These indices are characterized in terms of distance measures between a fiducial model in which uncertainties in all the pertinent variables are taken into account and a family of hypothetical models in which uncertainty in one or more selected variables are suppressed. The distance measures considered include various probability distance measures (Hellinger,l(2), and the Kantorovich metrics, and the Kullback-Leibler divergence) and Hausdorff distance measure as applied to intervals and fuzzy variables. Illustrations include studies on an uncertainly parametered building frame carrying uncertain loads. (C) 2015 Elsevier Ltd. All rights reserved.

COMPLEX GEODESICS, THEIR BOUNDARY REGULARITY, AND A HARDY-LITTLEWOOD-TYPE LEMMA

We begin by giving an example of a smoothly bounded convex domain that has complex geodesics that do not extend continuously up to partial derivative D. This example suggests that continuity at the boundary of the complex geodesics of a convex domain Omega (sic) C-n, n >= 2, is affected by the extent to which partial derivative Omega curves or bends at each boundary point. We provide a sufficient condition to this effect (on C-1-smoothly bounded convex domains), which admits domains having boundary points at which the boundary is infinitely flat. Along the way, we establish a Hardy-Littlewood-type lemma that might be of independent interest.

Full current statistics for a disordered open exclusion process

We consider the nonabelian sandpile model defined on directed trees by Ayyer et al. (2015 Commun. Math. Phys. 335 1065). and restrict it to the special case of a one-dimensional lattice of n sites which has open boundaries and disordered hopping rates. We focus on the joint distribution of the integrated currents across each bond simultaneously, and calculate its cumulant generating function exactly. Surprisingly, the process conditioned on seeing specified currents across each bond turns out to be a renormalised version of the same process. We also remark on a duality property of the large deviation function. Lastly, all eigenvalues and both Perron eigenvectors of the tilted generator are determined.

Maximum Spreading of Liquid Drops Impacting on Groove-Textured Surfaces: Effect of Surface Texture

Maximum, spreading of liquid drops impacting on solid surfaces textured with unidirectional parallel grooves is studied for drop Weber number in the range 1-100 focusing on the role of texture geometry and wettability. The maximum spread factor of impacting drops measured perpendicular to grooves; beta(m,perpendicular to) is seen to be less than, that:measured parallel to grooves, beta(m,perpendicular to).The difference between beta(m,perpendicular to), and beta(m,parallel to) increases with drop impact velocity. This deviation of beta(m,perpendicular to) from beta(m,parallel to) is analyzed by considering the possible mechanisms, correspond, ing to experimental observations (1) impregnation of drop into the grooves, (2) convex shape of liquid vapor interface near contact line at maximum spreading, and (3) contact line pinning of spreading drop at the pillar edges by incorporating them into an energy conservation-based model. The analysis reveals that contact line pinning offers a physically meaningful justification of the observed: deviation of beta(m,perpendicular to) from beta(m,parallel to) compared to other possible candidates. A unified model, incorporating all the above-mentioned mechanisms, is formulated, which predicts beta(m,perpendicular to) on several groove-textured surfaces made of intrinsically hydrophilic and hydrophobic materials with an average error of 8.3%. The effect of groove-texture geometrical parameters,on maximum drop spreading is explained using this unified model. A special case of the unified model, with contact line pinning, absent, predicts beta(m,parallel to) with an average error of 6.3%.

Advancing Edge Speeds of Epithelial Monolayers Depend on Their Initial Confining Geometry

Collective cell migrations are essential in several physiological processes and are driven by both chemical and mechanical cues. The roles of substrate stiffness and confinement on collective migrations have been investigated in recent years, however few studies have addressed how geometric shapes influence collective cell migrations. Here, we address the hypothesis that the relative position of a cell within the confinement influences its motility. Monolayers of two types of epithelial cells-MCF7, a breast epithelial cancer cell line, and MDCK, a control epithelial cell line-were confined within circular, square, and cross-shaped stencils and their migration velocities were quantified upon release of the constraint using particle image velocimetry. The choice of stencil geometry allowed us to investigate individual cell motility within convex, straight and concave boundaries. Cells located in sharp, convex boundaries migrated at slower rates than those in concave or straight edges in both cell types. The overall cluster migration occurred in three phases: an initial linear increase with time, followed by a plateau region and a subsequent decrease in cluster speeds. An acto-myosin contractile ring, present in the MDCK but absent in MCF7 monolayer, was a prominent feature in the emergence of leader cells from the MDCK clusters which occurred every similar to 125 mu m from the vertex of the cross. Further, coordinated cell movements displayed vorticity patterns in MDCK which were absent in MCF7 clusters. We also used cytoskeletal inhibitors to show the importance of acto-myosin bounding cables in collective migrations through translation of local movements to create long range coordinated movements and the creation of leader cells within ensembles. To our knowledge, this is the first demonstration of how bounding shapes influence long-term migratory behaviours of epithelial cell monolayers. These results are important for tissue engineering and may also enhance our understanding of cell movements during developmental patterning and cancer metastasis.

Extremum principle of crystal plasticity

An analytical method for determining slip shear rate under prescribed stress rate or prescribed strain rate has been presented on the basis of the incremental theory of crystal plasticity. The problem has been reduced to a quadric convex programming.In order to analyse the plastic response of crystals subjected to external load, two new extremum principles are proposed. They are equivalent to the boundary-value problem of crystal plasticity. By the new extremum principles, the slip shear rates are independent function which can be obtained from the variational equation.

Vertical Differentiation and Entry Deterrence: A Reconsideration

In this work we emphasize why market coverage should be considered endogenous for a correct analysis of entry deterrence in vertical differentiation models and discuss the implications of this endogeneity for that analysis. We consider contexts without quality costs and also contexts with convex fixed quality costs.

Strategic Behavior and Collusion: An Application to the Spanish Electricity Market

The paper has two major contributions to the theory of repeated games. First, we build a supergame oligopoly model where firms compete in supply functions, we show how collusion sustainability is affected by the presence of a convex cost function, the magnitude of both the slope of demand market, and the number of rivals. Then, we compare the results with those of the traditional Cournot reversion under the same structural characteristics. We find how depending on the number of firms and the slope of the linear demand, collusion sustainability is easier under supply function than under Cournot competition. The conclusions of the models are simulated with data from the Spanish wholesale electricity market to predict lower bounds of the discount factors.

Relación entre la globalización y la internacionalización financiera: el caso de las empresas vascas

[ES] Cada vez es mayor el número de empresas que optan por acudir a mercados financieros exteriores, tanto al objeto de obtener financiación en mejores condiciones, como para realizar inversiones más atractivas que las disponibles dentro de las fronteras nacionales. La decisión de internacionalizar el área financiera de la empresa puede ser el resultado de una estrategia específica orientada al aprovechamiento de las oportunidades que ofrece el proceso de globalización financiera, que se está desarrollando de forma vertiginosa los últimos años.

Métodos cuantitativos versus métodos cualitativos en la economía de los Negocios. ¿Es una metodología reconciliable?

Changes in the organizational environment over the last three decades have increasingly led to traditional theories being called into question, by stimulating the search for new models suited to the new realities of business economics, generating a crisis or scientific revolution that may result in the appearance of a new paradigm. The positivism-phenomenology duality provokes an “epistemological crisis” in research in management sciences. But the existence of both approaches does not imply the election of one scientific orientation in frontal opposition to the other. From these two conceptions of research procedure, the methods applied can be classed into groups, quantitative and qualitative. The quantitative methodologies places great confidence in the ability of data and measurement to represent opinions or concepts, while qualitative methodologies focus on words and relations to describe a reality or situation. While the diversity of methods contribute to its development and indicates the maturity of an area, the methods must be suitably implemented to obtain significant, valid results. The methodology to be used is not going to depend solely on the type of study or the reality under examination, but also on the stage the research process has reached.

On Best Proximity Point Theorems and Fixed Point Theorems for p-Cyclic Hybrid Self-Mappings in Banach Spaces

This paper relies on the study of fixed points and best proximity points of a class of so-called generalized point-dependent (K-Lambda)hybrid p-cyclic self-mappings relative to a Bregman distance Df, associated with a Gâteaux differentiable proper strictly convex function f in a smooth Banach space, where the real functions Lambda and K quantify the point-to-point hybrid and nonexpansive (or contractive) characteristics of the Bregman distance for points associated with the iterations through the cyclic self-mapping.Weak convergence results to weak cluster points are obtained for certain average sequences constructed with the iterates of the cyclic hybrid self-mappings.

Some Results on Fixed and Best Proximity Points of Multivalued

This paper is devoted to investigate the fixed points and best proximity points of multivalued cyclic self-mappings on a set of subsets of complete metric spaces endowed with a partial order under a generalized contractive condition involving a Hausdorff distance. The existence and uniqueness of fixed points of both the cyclic self-mapping and its associate composite self-mappings on each of the subsets are investigated, if the subsets in the cyclic disposal are nonempty, bounded and of nonempty convex intersection. The obtained results are extended to the existence of unique best proximity points in uniformly convex Banach spaces.