Abstract: The supply function equilibrium model has been used widely to study strategic behavior and market power in electricity markets. However, theoretically there exists a continuum of supply ...

This repository presents the codes used to implement piecewise linear regression. Let y = f(x) + z be a univariate model with x having d variables. Only s out of d variables from x contribute to the ...

Discrete Ricci curvature formulations offer novel perspectives for characterizing geometric properties of weighted graphs. This work proposes continuous piecewise linear Ricci curvature flows and ...

This paper considers a stochastic shortest path problem where the arc lengths are independent random variables following a normal distribution. In this problem, the optimal path is one that maximizes ...

The aim of this paper is to show that there are no piecewise linear maps of type 2∞. For this purpose we use the fact that any piecewise monotone map of type 2∞ has an infinite ω-limit set which is a ...

In an incomplete market it is usually impossible to eliminate the intrinsic risk of an option. In this case quadratic risk minimization is often used to determine a hedging strategy. However, it may ...