This article considers a multi-period weighted mean-variance portfolio selection problem with uncertain time-horizon and stochastic cash flow in Markov regime-switching market. The random returns of risky assets amount the all depend on states market which are assumed to follow discrete-time chain. Based conditional distribution caused by exogenous factors, we construct more general investment ...

The current paper proposes analytical solution of the problem optimal allocation resources in game two parties, based on production function Cobb-Douglas with constant returns under changing scale production. Edgeworth box is used to derive main scientific findings this research, namely: analytic representation Contract Curve; Community indifference curve, a possibility frontier curve function,...

We study the efficient frontier problem of maximizing the expected utility of terminal wealth and minimizing the conditional VaR of the utility loss. We establish the existence of the optimal solution with the dual analysis and find the optimal value with the sequential penalty function and viscosity solution method.

Flowering time is an important trait for adaptation and productivity of chickpea in the arid and the semi-arid environments. This study was conducted for molecular mapping of genes/quantitative trait loci (QTLs) controlling flowering time in chickpea using F2 populations derived from four crosses (ICCV 96029 × CDC Frontier, ICC 5810 × CDC Frontier, BGD 132 × CDC Frontier and ICC 16641 × CDC Fro...

We employ the density matrix renormalization group (DMRG) and the wave function factorization method for the numerical solution of large scale nuclear structure problems. The DMRG exhibits an improved convergence for problems with realistic interactions due to the implementation of the finite algorithm. The wave function factorization of fpg-shell nuclei yields rapidly converging approximations...