Department of Applied Mathematics and Physics, Kyoto University
Technical Reports 2006

2006

[2006-001] abstract, pdf file
Robust CVaR Approach to Portfolio Selection with Uncertain Exit Time
by Dashan Huang, Shu-Shang Zhu, Frank J. Fabozzi and Masao Fukushima
(Received: January 04, 2006)

[2006-002] abstract, pdf file
Evaluation of Firm's Loss Due to Incomplete Information in Real Investment Decision
by Michi NISHIHARA and Masao FUKUSHIMA
(Received: February 02, 2006)

[2006-003] abstract, pdf file
Computations of Probabilistic Output Admissible Set
by Takeshi Hatanaka and Kiyotsugu Takaba
(Received: February 27, 2006)

[2006-004] abstract, pdf file
An SQP-Type Algorithm for Nonlinear Second-Order Cone Programs
by Hirokazu Kato and Masao Fukushima
(Received: March 24, 2006)

[2006-005] abstract, pdf file
Semismooth Methods for Linear and Nonlinear Second-Order Cone Programs
by Christian Kanzow and Masao Fukushima
(Received: April 20, 2006)

[2006-006] abstract, "pdf" file
Eulerian Detachments with Local-Edge-Connectivity
by Takuro Fukunaga and Hiroshi Nagamochi
(Received: May 08, 2006)

[2006-007] abstract, pdf file
Robust Portfolio Selection with Uncertain Exit Time Using Worst-Case VaR Strategy
by Dashan Huang, Frank J. Fabozzi and Masao Fukushima
(Received: May 09, 2006)

[2006-008] abstract, pdf file
Tabu Search for Attribute Reduction in Rough Set Theory
by Abdel-Rahman Hedar, Jue Wang and Masao Fukushima
(Received: July 03, 2006)

[2006-009] abstract, pdf file
Hybrid Evolutionary Algorithm for Solving General Variational Inequality Problems
by Majig Mend-Amar, Abdel-Rahman Hedar and Masao Fukushima
(Received: August 11, 2006)

[2006-010] abstract, pdf file
A Class of Gap Functions for Quasi-Variational Inequality Problems
by Masao Fukushima
(Received: August 15, 2006)

[2006-011] abstract, pdf file
New Restricted NCP Functions and Their Applications to Stochastic NCP and Stochastic MPEC
by Gui-Hua Lin, Xiaojun Chen and Masao Fukushima
(Received: September 08, 2006)

[2006-012] abstract, pdf File
Network design with edge-connectivity and degree constraints
by Takuro Fukunaga and Hiroshi Nagamoch
(Received: October 04, 2006)

[2006-013] abstract, pdf file
Optimal Financial Aid in Environmental Policy: A Real Options Approach
by Atsuyuki Ohyama and Michi Nishihara
(Received: October 24, 2006)

[2006-014] abstract, pdf file
R&D Competition in Alternative Technologies: A Real Options Approach
by Michi Nishihara and Atsuyuki Ohyama
(Received: October 29, 2006)

Last Updated: 29 10 2006