In the general case, complexity of the algorithm to calculate the power indices grows exponentially with the number of voting agents. Yet the volume of calculations may be reduced dramatically if many coalitions have equal numbers of votes. The well-known algorithm for calculation of the Banzhaf and Shapley-Shubik indices was generalized, which enables fast calculation of the power indices where entry of the voting agent into a coalition depends on its preferences over the set of the rest of agents.
We will consider the exact controllability of the distributed system, governed by string equation with memory. It will be proved that this mechanical system can be driven to an equilibrium point in a finite time, the absolute value of the distributed control function being bounded. In this case, the memory kernel is a linear combination of two exponentials.
In this paper we will consider problems of the exact boundary control of vibrations of plane membranes. We say that the system is controllable to rest when for every initial condition we can find a control such that the corresponding solution hit zero in a finite time and will not leave zero in the future. It is proved that some distributed systems are not controllable to rest in a finite time if some conditions are imposed on the control function.
The article aims to construct a solution for the problem of the optimal recovery (in the mean-square sense) of a measurable square-integrable (with respect to the Lebesgue measure) function defined on a finite-dimensional compact set. We justify the optimal recovery procedure for the aforementioned function observed at each point of the compact set with Gaussian errors. Conditions of unbiasedness and consistency for the recovery procedure are established. Furthermore, an almost optimal stochastic recovery procedure which provides an estimate of the number of orthogonal functions depending on the number of observations is proposed and proved.
The paper studies a problem of optimal insurer’s choice of a risk-sharing policy in a dynamic risk model, so-called Cramer-Lundberg process, over infinite time interval. Additional constraints are imposed on residual risks of insureds: on mean value or with probability one. An optimal control problem of minimizing a functional of the form of variation coefficient is solved. We show that: in the first case the optimum is achieved at stop loss insurance policies, in the second case the optimal insurance is a combination of stop loss and deductible policies. It is proved that the obtained results can be easily applied to problems with other optimization criteria: maximization of long-run utility and minimization of probability of a deviation from mean trajectory.