On the nucleolus of 2 x 2 assignment games

[spa] En este artículo hallamos fórmulas para el nucleolo de juegos de asignación arbitrarios con dos compradores y dos vendedores. Se analizan cinco casos distintos, dependiendo de las entradas en la matriz de asignación. Los resultados se extienden a los casos de juegos de asignación de tipo 2 x m o m x 2.

An axiomatization of the nucleolus of the assignment game

[cat] En el domini dels jocs bilaterals d’assignació, es presenta una axiomàtica del nucleolus com l´unica solució que compleix les propietats de consistència respecte del joc derivat definit per Owen (1992) i monotonia de les queixes dels sectors respecte de la seva cardinalitat. Com a conseqüència obtenim una caracterització geomètrica del nucleolus mitjançant una propietat de bisecció més forta que la que satisfan els punts del kernel (Maschler et al, 1979).

Aggregate monotonic stable single-valued solutions for cooperative games

[cat] En aquest treball caracteritzem les solucions puntuals de jocs cooperatius d'utilitat transferible que compleixen selecció del core i monotonia agregada. També mostrem que aquestes dues propietats són compatibles amb la individualitat racional, la propietat del jugador fals i la propietat de simetria. Finalment, caracteritzem les solucions puntuals que compleixen les cinc propietats a l'hora.

Regular population monotonic allocation schemes and the core

A subclass of games with population monotonic allocation schemes is studied, namelygames with regular population monotonic allocation schemes (rpmas). We focus on theproperties of these games and we prove the coincidence between the core and both theDavis-Maschler bargaining set and the Mas-Colell bargaining set

Coalitionally monotonic set-solutions for cooperative TU games

A static comparative study on set-solutions for cooperative TU games is carried out. The analysis focuses on studying the compatibility between two classical and reasonable properties introduced by Young (1985) in the context of single valued solutions, namely core-selection and coalitional monotonicity. As the main result, it is showed that coalitional monotonicity is not only incompatible with the core-selection property but also with the bargaining-selection property. This new impossibility result reinforces the tradeoff between these kinds of interesting and intuitive economic properties. Positive results about compatibility between desirable economic properties are given replacing the core selection requirement by the core-extension property.

A Note on Shapley's convex measure games

L. S. Shapley, in his paper 'Cores of Convex Games', introduces Convex Measure Games, those that are induced by a convex function on R, acting over a measure on the coalitions. But in a note he states that if this function is a function of several variables, then convexity for the function does not imply convexity of the game or even superadditivity. We prove that if the function is directionally convex, the game is convex, and conversely, any convex game can be induced by a directionally convex function acting over measures on the coalitions, with as many measures as players

Option valuation as an expectation in the complex domain: The Black-Scholes case

It is very well known that the first succesful valuation of a stock option was done by solving a deterministic partial differential equation (PDE) of the parabolic type with some complementary conditions specific for the option. In this approach, the randomness in the option value process is eliminated through a no-arbitrage argument. An alternative approach is to construct a replicating portfolio for the option. From this viewpoint the payoff function for the option is a random process which, under a new probabilistic measure, turns out to be of a special type, a martingale. Accordingly, the value of the replicating portfolio (equivalently, of the option) is calculated as an expectation, with respect to this new measure, of the discounted value of the payoff function. Since the expectation is, by definition, an integral, its calculation can be made simpler by resorting to powerful methods already available in the theory of analytic functions. In this paper we use precisely two of those techniques to find the well-known value of a European call

Numerical investigation of iso-spectral cavities built from trinagles

We present computational approaches as alternatives to a recent microwave cavity experiment by S. Sridhar and A. Kudrolli [Phys. Rev. Lett. 72, 2175 (1994)] on isospectral cavities built from triangles. A straightforward proof of isospectrality is given, based on the mode-matching method. Our results show that the experiment is accurate to 0.3% for the first 25 states. The level statistics resemble those of a Gaussian orthogonal ensemble when the integrable part of the spectrum is removed.

Lee HWA Chung theorem for presympectic manifolds. Canonical transformations for constrained systems

We generalize the analogous of Lee Hwa Chungs theorem to the case of presymplectic manifolds. As an application, we study the canonical transformations of a canonical system (M, S, O). The role of Dirac brackets as a test of canonicity is clarified.

Hamilton-Jacobi theory for constrained systems

We extend the HamiltonJacobi formulation to constrained dynamical systems. The discussion covers both the case of first-class constraints alone and that of first- and second-class constraints combined. The HamiltonDirac equations are recovered as characteristic of the system of partial differential equations satisfied by the HamiltonJacobi function.

Padrões nutricionais para lavouras arrozeiras irrigadas por inundação pelos métodos da CDN chance matemática

Para o arroz irrigado, poucos trabalhos utilizam métodos de diagnose foliar desenvolvidos para as condições locais de clima, solo ou cultivares. O objetivo deste trabalho foi avaliar os métodos da Diagnose da Composição Nutricional e da Chance Matemática na definição dos padrões nutricionais de lavouras arrozeiras do Estado do Rio Grande do Sul. Resultados de produtividade de grãos e teores foliares de N, P, K, Ca, Mg, S, B, Cu, Fe, Mn, Zn e Mo de 356 lavouras arrozeiras cultivadas sob sistema de irrigação por inundação foram utilizados para a determinação das faixas de suficiência calculadas pelo método da Chance Matemática. As faixas de suficiência foram comparadas com valores críticos propostos pela literatura e com o intervalo de confiança do teor médio dos nutrientes em lavouras consideradas nutricionalmente equilibradas, identificadas pelo método Diagnose da Composição Nutricional. Observou-se pouca concordância entre os valores das faixas de suficiência indicados pelos métodos da Chance Matemática e da Diagnose da Composição Nutricional e os respectivos valores indicados na literatura. A faixa de teores foliares adequados, consistentes com maior produtividade média das lavouras arrozeiras, foi indicada ser de 23 a 28 g kg-1 para N; 11 a 14 g kg-1 para K; 1,4 a 2,0 g kg-1 para S; 6 a 12 mg kg-1 para B; e 70 a 200 mg kg-1 para Fe. Para os teores foliares de P, Ca, Mg, B, Cu, Mn e Zn e Mo nenhuma das faixas adequadas testadas indicou capacidade para distinguir as lavouras arrozeiras quanto à produtividade média.

Quantum black hole entropy and newton constant renormalization

ty that low-energy effective field theory could be sufficient to understand the microscopic degrees of freedom underlying black hole entropy. We propose a qualitative physical picture in which black hole entropy refers to a space of quasicoherent states of infalling matter, together with its gravitational field. We stress that this scenario might provide a low-energy explanation of both the black hole entropy and the information puzzle.

Discretized integral hydrodynamics

Using an interpolant form for the gradient of a function of position, we write an integral version of the conservation equations for a fluid. In the appropriate limit, these become the usual conservation laws of mass, momentum, and energy. We also discuss the special cases of the Navier-Stokes equations for viscous flow and the Fourier law for thermal conduction in the presence of hydrodynamic fluctuations. By means of a discretization procedure, we show how the integral equations can give rise to the so-called particle dynamics of smoothed particle hydrodynamics and dissipative particle dynamics.