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In "Formulation" section, we formulate the problem to a two-stage problem in which the investor is expected to maximize her personal utilities and to minimize the difference between the realized return/wealth at the stopping point and her potentially maximum return/wealth.
In this section, we formulate the utility maximization problem and transform the problem formulation into linear programming based on the Markovian property.
In this section, we formulate the MIMO STAP problem.
In this section, we formulate the higher-order dual for (NFP) and derive duality results.
In the following section, we formulate the problem and describe the model that we use.
In the next section, we formulate the problem and then propose the adaptive parametric detector.
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In the following sections, we formulate the mathematical problem and show that the numerical treatment at the flow front is key to correctly solving the dynamics of gravity currents for a wide range of ρ c/ρ a within the framework of the shallow-water model.
In the next section, we formulate precisely the stochastic process of altruism outlined above by generalizing the Moran model for non-structured, well mixed populations and we show that altruists can indeed be favored in their competition with selfish individuals.
In the next section we formulate and prove the theorems on solutions uniqueness.
In this section we formulate and prove the main results in this paper.
In the present section we formulate related results for the class of n-convex functions at a point introduced by Pečarić et al. in [12].
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