Search Results

A model for efficiency analysis of IT maintenance services in a company,
Woo Je Kim, Jung Kyun Kim, Hyo Joo Shin and Mi Sun Park, from International Institute of Social and Economic Sciences (2017)
Keywords: efficiency analysis, IT maintenance service, data envelop analysis, analytic hierarchy process

Parameter Optimization for Extremum Seeking Control of Antilock Braking System,
Esref Bogar and Selami Beyhan, from International Institute of Social and Economic Sciences (2018)
Keywords: Extremum Seeking Control, Optimization, Antilock Braking System, Metaheuristics

Distribution charges for consumers and microgeneration considering load elasticity sensitivity,
Paulo E. Steele Santos, Jose W. Marangon Lima, Rafael C. Leme and Tiago G. Leite Ferreira, in Energy Economics (2012)
Keywords: Distribution pricing; Economic regulation; Microgeneration princig; Ramsey prices; Time-of-use tariff;

Modeling for insight using Tools for Energy Model Optimization and Analysis (Temoa),
Kevin Hunter, Sarat Sreepathi and Joseph F. DeCarolis, in Energy Economics (2013)
Keywords: Energy economy; Open source; Repeatability; Uncertainty analysis; Stochastic optimization;

A strong argument for using non-commodities to generate electricity,
Katarina Tatiana Marques Santiago, Fernando Menezes Campello de Souza and Diogo Bezerra, in Energy Economics (2014)
Keywords: Energy policy; Exhaustible resources; Commodities; Optimal economic growth; Uses of fossil fuels;

Explicit cost-risk tradeoff for optimal energy management in CCHP microgrid system under fuzzy-risk preferences,
Ling Ji, Bei-Bei Zhang, Guo-He Huang, Yu-Lei Xie and Dong-Xiao Niu, in Energy Economics (2018)
Keywords: CCHP; Risk-explicit interval parameter programming; Fuzzy theory; Risk attitude; Energy management schemes;

Evolutionary credibility risk premium,
Yongzhao Chen, Ka Chun Cheung, Hugo Ming Cheung Choi and Sheung Chi Phillip Yam, in Insurance: Mathematics and Economics (2020)
Keywords: Credibility theory; Bühlmann’s evolutionary model; Variance (shrinkage) estimator; Risk-loaded premium; LU factorization; ARMA;

How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk,
Xiaoxia Huang and Tingting Yang, in Journal of Banking & Finance (2020)
Keywords: Uncertainty theory; Background risk; Mean-variance optimization; Portfolio selection;

Welfare maximization with production costs: A primal dual approach,
Zhiyi Huang and Anthony Kim, in Games and Economic Behavior (2019)
Keywords: Combinatorial auctions; Online algorithms; Mechanism design; Competitive analysis; Posted pricing mechanisms; Welfare maximization;

Second-order properties of quasi-concave functions,
Kees Zeelenberg, from University Library of Munich, Germany (1982)
Keywords: quasi-concave,quasi-concavity, second-order properties

The analysis of the Bullwhip effect on the supply chain management of perishable products,
Imen Rahal and Abdelkarim Elloumi, from University Library of Munich, Germany (2022)
Keywords: bullwhip effect, Wholesale Market, distributor, retailer, perishable products.

Inventory management of perishable products: a case of melon in Tunisia,
Imen Rahal and Abdelkarim Elloumi, from University Library of Munich, Germany (2021)
Keywords: Inventory management, deterioration, perishable products, melon.

On the Smoothness of Value Functions,
Bruno Strulovici and Martin Szydlowski, from University Library of Munich, Germany (2012)
Keywords: Super Contact; Smooth Pasting; HJB Equation; Optimal Control; Markov Control; Comparative Statics; Supermodularity; Single-Crossing; Interval Dominance Order

Risk-averse insider trading in multi-asset sequential auction markets,
Paolo Vitale, in Economics Letters (2012)
Keywords: Risk-aversion; Sequential auction markets; Long-lived private information;

A dynamic programming model of China's strategic petroleum reserve: General strategy and the effect of emergencies,
Gang Wu, Yi-Ming Wei, Chris Nielsen, Xi Lu and Michael B. McElroy, in Energy Economics (2012)
Keywords: Dynamic programming model; Strategic petroleum reserve; Stockpile strategy; Drawdown strategy; Oil supply emergency;

A Primogenitary Linked Quad Tree Approach for Solution Storage and Retrieval in Heuristic Binary Optimization,
Minghe Sun, from College of Business, University of Texas at San Antonio (2007)
Keywords: Primogenitary Quad Tree, Data Structure, Heuristic Procedures, Binary Optimization, Combinatorial Optimization

A Tabu Search Heuristic Procedure for the Capacitated Facility Location Problem,
Minghe Sun, from College of Business, University of Texas at San Antonio (2008)
Keywords: Capacitated facility location, Tabu search, Metaheuristics

Medida de la influencia de una propuesta de valor sustentable en empresas de retail. Caso: “multitiendas” de la Región de Coquimbo – Chile,
Segundo Ricardo Cabana Villca, Mauricio Israel Aguilera Zambra, Andrés Hualpa Zuñiga and Paula Z. Gómez Martínez, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2023)
Keywords: Competitividad empresarial; propuesta de valor sustentable; fidelidad del cliente; co-creación de valor; innovación sustentable; eco-eficiencia;Business competitiveness; sustainable value proposition; customer loyalty; value co-creation; sustainable innovation; eco-efficiency

Computational results for Constrained Minimum Spanning Trees in Flow Networks,
Dalila B. M. M. Fontes, from Universidade do Porto, Faculdade de Economia do Porto (2007)
Keywords: Dynamic programming, network flows, constrained trees, general nonlinear costs

Genetic algorithms in seasonal demand forecasting,
Grzegorz Chodak and Witold Kwasnicki, from University Library of Munich, Germany (2000)
Keywords: forecasting, demand, genetic algorithm

Genetic Algorithms in Portfolio Optimization,
Chi-Cheong, from Society for Computational Economics (2001)
Keywords: Genetic Algorithms in Portfolio Optimization

Forecasting Demand for Natural Gas Using GP-Econometric Integrated Systems,
M. A. Kaboudan, from Society for Computational Economics (2003)
Keywords: Genetic Programming, Forecasting, Energy Demand

Robust control, Regime Switching Risk and Asset Prices,
Turalay Kenc, from Society for Computational Economics (2004)
Keywords: Robust Control

Optimal marketing decisions in a micro-level framework,
Luigi De Cesare and Andrea Di Liddo, from Society for Computational Economics (2004)
Keywords: Marketing models, Optimal control, Innovation diffusion, Micro-level models, Random search algorithms

Comparing robust control with optimal control with time-varying parameters,
Marco P. Tucci, from Society for Computational Economics (2004)
Keywords: Robust control, optimal control, time-varying parameters

Pricing bonds in an incomplete market: Linear and Dynamic Programming approach,
Arnab Sarkar and N. Hemachandra, from Society for Computational Economics (2005)
Keywords: martingale measure, girsanov's theorem, dynamic programming, linear programming, incomplete market

DYNAMIC PROGRAMMING AND SHAPE-PRESERVING INTERPOLATION,
Michael Reiter, from Society for Computational Economics (2003)
Keywords: dynamic programming, interpolation

A Dynamic Programming Approach for Pricing Options Embedded in Bonds,
Hatem Ben-Ameur and Michèle Breton, from Society for Computational Economics (2004)
Keywords: Dynamic Programming, Stochastic Processes, Options Embedded in Bonds, American Options

Envelope Theorem without Differentiability,
Yuntong Wang, from University of Windsor, Department of Economics (2014)
Keywords: Envelope theorem, Discrete choice set, Lipschitz continuity, Generalized gradients, Principal-agent problem.

Hierarchical modeling approach for relief logistics nework Design,
Ratih Kusumastuti, Sigit Wibowo and Rizqiah Insanita, from University Library of Munich, Germany (2010)
Keywords: humanitarian logistics, relief logistics, disaster management

Neo-liberal globalization and caste based exclusion in India – Nature, Dimension and Policy: A Study through Genetic Algorithm and Bio-informatics,
Sugata Sen and Soumya Sengupta, from University Library of Munich, Germany (2017)
Keywords: Social exclusion, Resource Constraint, Caste, Ethnicity, Class, History, Neo-liberal Globalisation, Hamming Distance, Hypothetical Genetic Crossover, Genetic Algorithm, Global Optima, Knapsack Optimisation.

Estabilidade Local em Problemas de Controle Óptimo com duas variáveis de Estado: Uma Extensão do Teorema de Dockner,
José Belbute, from University of Évora, Department of Economics (Portugal) (2002)
Keywords: Controle Óptimo, Princípio de Pontryagin, Dinâmica de Sistemas, Estabilidade local em sistemas dinâmicos não lineares de dimensão 4

Output Maximization of an Agency,
Pahlaj Moolio, Jamal Islam and Dr Haradhan Mohajan, from University Library of Munich, Germany (2009)
Keywords: Lagrange Multipliers; Economic Problems; Maximizing Output Function; Budget Constraints; Explicit Examples.

Utility Maximization Subject to Multiple Constraints,
Jamal Islam, Dr Haradhan Mohajan and Pahlaj Moolio, from University Library of Munich, Germany (2010)
Keywords: Lagrange Multipliers, Utility Function, Multiple Constraints, Comparative Static Analysis, Necessary and Sufficient Conditions, Consumer Behaviour.

Double-normal pairs in the plane and on the sphere,
János Pach and Konrad J. Swanepoel, from London School of Economics and Political Science, LSE Library (2015)
Keywords: 200021-137574; 200020-144531

USING DATA ENVELOPMENT ANALYSIS (DEA) IN CAPITAL RATIONING FOR EVALUATING AND RANKING PROJECTS INVESTMENT: THE CASE OF HODNA MILK-ALGERIA,
Bouguerra Rabah and Akkari Mostefa, in Journal of Academic Research in Economics (2012)
Keywords: Data envelopment analysis, project investment, capital rationing, project ranking, Hodna Milk

Exploring strategies for streamlining security procedures without compromising safety: airport planning and logistical considerations,
India Menor Cereijo, in Cognitive Sustainability (2024)
Keywords: Airport, capacity, security

Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance,
Robin Nicolai and Rommert Dekker, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2005)
Keywords: response surface methodology, simulation optimization

What is the contribution of a k order approximation,
Michel Juillard, from Society for Computational Economics (2003)
Keywords: perturbation method, dynamic stochastic general equilibrium models

Which order is too much? An application to a model with staggered price and wage contratcs,
Florian Pelgrin and Michel Juillard, from Society for Computational Economics (2004)
Keywords: Approximation methods, Perturbations, DSGE models

Noether's Theorem and the Lie Symmetries of Goodwin-model,
Jozsef Moczar, from Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest (2016)
Keywords: generalized Noether-theorem, calculus of variations, optimal control theory, Goodwin-model, ordinary and partial differential equations, Lie symmetries, Legendre sufficient condition, Maple implementation

A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees,
A. Consiglio, A. Pecorella and Stavros Zenios, from Society for Computational Economics (2002)
Keywords: Insurance,Asset & Liability Management, Geometric Programming

Optimizing the Resource Consumption of Blockchain Technology in Business Systems,
Juričić Vedran, Radošević Matea and Fuzul Ena, in Business Systems Research (2020)
Keywords: blockchain, proof of work, optimization, problem-solving, NP-complete problems

A tractable model of precautionary reserves, net foreign assets, or sovereign wealth funds,
Christopher Carroll and Olivier Jeanne, from Center for Financial Studies (CFS) (2009)
Keywords: Buffer Stock Saving, Net Foreign Assets, Sovereign Wealth Funds, Foreign Exchange Reserves, Small Open Economy Models

Optimising Air Traffic Management in Europe by the introduction of the Single European Sky,
Rocío Jáuregui González, in Cognitive Sustainability (2024)
Keywords: Air traffic Management (ATM), airspace, SESAR, efficiency, sustainability

Retake Opportunities, Pass Probabilities, and Preparation for Exams,
Giuseppe Bertola, from C.E.P.R. Discussion Papers (2024)

Some remarks on lower hemicontinuity of convex multivalued mappings,
Piotr Maćkowiak, from University Library of Munich, Germany (2004)
Keywords: Convexity; Polytope; Lower hemicontinuity

An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note,
Takashi Kamihigashi, Kevin Reffett and Masayuki Yao, from Department of Research, Ipag Business School (2014)
Keywords: Dynamic programming, Bellman equation, value function, xed point.

A Note on Transversality Conditions,
Ngo Long and Koji Shimomura, from Research Institute for Economics & Business Administration, Kobe University (2003)
Keywords: Transversality condition, Optimal control theory

Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming,
Takashi Kamihigashi, from Research Institute for Economics & Business Administration, Kobe University (2012)
Keywords: Dynamic programming, Bellman operator, Value function, Fixed point

Elementary Results on Solutions to the Bellman Equation of Dynamic Programming: Existence, Uniqueness, and Convergence,
Takashi Kamihigashi, from Research Institute for Economics & Business Administration, Kobe University (2012)
Keywords: Dynamic programming, Bellman equation, Value function, Fixed point

Elementary Results on Solutions to the Bellman Equation of Dynamic Programming:Existence, Uniqueness, and Convergence,
Takashi Kamihigashi, from Research Institute for Economics & Business Administration, Kobe University (2013)
Keywords: Dynamic programming, Bellman equation, value function, xed point

An Order-Theoretic Approach to Dynamic Programming: An Exposition,
Takashi Kamihigashi, from Research Institute for Economics & Business Administration, Kobe University (2013)
Keywords: Dynamic programming, Bellman equation, Value function, Fixed point

An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note,
Takashi Kamihigashi, Kevin Reffett and Masayuki Yao, from Research Institute for Economics & Business Administration, Kobe University (2014)
Keywords: Dynamic programming, Bellman equation, Value function, Fixed point

Comparative Statics in Dynamic Programming Models of Economics,
Harald Lang, from Research Institute of Industrial Economics (1986)
Keywords: Qualitative comparative statics analysis; dynamic programming

Interior-point algorithms for symmetric cone horizontal linear complementarity problems based on a new class of algebraically equivalent transformations,
Zsolt Darvay and Petra Renáta Rigó, from Corvinus University of Budapest (2022)
Keywords: Horizontal linear complementarity problem; Cartesian product of symmetric cones; new class of AET functions; interior-point algorithms

Comprehensive Analysis of Kernel-Based Interior-Point Methods for P_* (κ) - LCP,
Zsolt Darvay, Marianna E. Nagy, Goran Lesaja, Petra Renáta Rigó and Anita Varga, from Corvinus University of Budapest (2024)
Keywords: Linear complementarity problems, P∗(κ)-matrix, Interior-point methods, Kernel functions, Polynomial complexity

A long-step interior point framework and a related function class for linear optimization,
Marianna E. Nagy and Anita Varga, from Corvinus University of Budapest (2024)
Keywords: linear programming, interior point methods, algebraically equivalent transformation technique

Fuzzy AHP-based multi-criteria decision-making analysis for route alignment planning using geographic information system (GIS),
Mukund Pratap Singh, Pitam Singh and Priyamvada Singh, in Journal of Geographical Systems (2019)
Keywords: Route alignment planning, Geographic information system (GIS), Fuzzy-analytic hierarchy process (F-AHP), Multi-criteria decision analysis (MCDA), Decision support system (DSS)

Multi-period Dynamic Bond Portfolio Optimization Utilizing a Stochastic Interest Rate Model,
Yoshiyuki Shimai and Naoki Makimoto, in Asia-Pacific Financial Markets (2023)
Keywords: Interest rate model, Linear rebalancing rules, Multi-period dynamic portfolio optimization, Yield curve forecasts

Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit,
Paolo Vitale, in Computational Economics (2017)
Keywords: Pessimistic agents, Time-discounting, Linear exponential quadratic Gaussian

Linear-Quadratic Approximation of Optimal Policy Problems,
Michael Woodford and Pierpaolo Benigno, from C.E.P.R. Discussion Papers (2006)
Keywords: Optimization

Résolution de problèmes d'optimisation combinatoire mono et multi-objectifs par énumération ordonnée,
Lyes Belhoul, from Paris Dauphine University (2014)
Keywords: Énumération ordonnée; Branch and Bound; Problèmes d’optimisation combinatoire mono et multi-Objectifs; Problème d’affectation; Problème du voyageur de commerce asymétrique; Ordered Enumeration; Mono and Multi-Objective Combinatorial Optimization Problems; Assignment Problem; Asymmetric Travelling Salesman Problem;

A video interview of James Stock,
Bruce Mizrach, in Studies in Nonlinear Dynamics & Econometrics (2015)
Keywords: climate, forecasting, time series analysis, weak instruments

A New Proof Of The Maximum Principle,
Ngo Long and Koji Shimomura, from CIRANO (2002)
Keywords: Maximum Principle, Envelope Theorem, Principe de Maximum, Théorème de l'Enveloppe

Economía y relaciones sexuales: un modelo económico, su verificación empírica y posibles recomendaciones para disminuir los casos de sida,
Marcela Montoya Múnera and Danny García Callejas, from Universidad de Antioquia, CIE (2002)
Keywords: control óptimo, teoría del consumidor, relaciones sexuales, sida

A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation,
Marianna E. Nagy and Anita Varga, from Corvinus University of Budapest (2021)
Keywords: Mathematical programming; Linear optimization; Interior point algorithms; Algebraic equivalent transformation technique

Optimal Capital and Labor Investment in Price Regulated State Economic Service Enterprises,
Mustafa Akan, from International Institute of Social and Economic Sciences (2017)
Keywords: Optimal Control Theory, Investment, Service Companies

A new Ai-Zhang type interior point algorithm for sufficient linear complementarity problems,
Marianna E. Nagy and Anita Varga, from Corvinus University of Budapest (2022)
Keywords: Mathematical programming, Linear complementarity optimization, Interior point algorithms, Algebraic equivalent transformation technique, sufficient matrices

Tranquilo: An Optimizer for the Method of Simulated Moments,
Janoś Gabler, Sebastian Gsell, Tim Mensinger and Mariam Petrosyan, from University of Bonn and University of Mannheim, Germany (2024)
Keywords: derivative-free optimization, least-squares, trust region methods, stochastic optimization, mathematical software, method of simulated moments estimation

Optimal control in infinite horizon problems: A Sobolev space approach,
Cuong Le van, Raouf Boucekkine and Çağrı Sağlam, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2004)
Keywords: optimal control, Sobolev spaces, transversality conditions, order ideal

TRIBUTACIÓN, CRECIMIENTO Y BIENESTAR: EL CASO COLOMBIANO(1970-1999),
Leopoldo Fergusson, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Tasas efectivas de tributación

Skiba points in free end-time problems,
Jonathan P. Caulkins, Gustav Feichtinger, Dieter Grass, Richard F. Hartl, Peter Kort and Andrea Seidl, in Journal of Economic Dynamics and Control (2015)
Keywords: Optimal control; Skiba point; Capital accumulation model; Free end-time problem; Takeover;

A Classification System for Economic Stochastic Control Models,
Hans Amman and David Kendrick, from Society for Computational Economics (2003)
Keywords: stochastic control, feedback control

Predictor-corrector interior-point algorithm for sufficient linear complementarity problems based on a new type of algebraic equivalent transformation technique,
Zsolt Darvay, Tibor Illés and Petra Renáta Rigó, from Corvinus University of Budapest (2020)
Keywords: Predictor-corrector interior-point algorithm, P_* (κ)-linear complementarity problem, new search direction, polynomial iteration complexity

Predictor-corrector interior-point algorithm based on a new search direction working in a wide neighbourhood of the central path,
Tibor Illés, Petra Renáta Rigó and Roland Török, from Corvinus University of Budapest (2021)
Keywords: predictor-corrector interior-point algorithm; P_*(κ)-linear complementarity problems; wide neighbourhood; algebraic equivalent transformation technique

Unified approach of primal-dual interior-point algorithms for a new class of AET functions,
Tibor Illés, Petra Renáta Rigó and Roland Török, from Corvinus University of Budapest (2022)
Keywords: Interior-point algorithm, P∗ (κ)-linear complementarity problem, algebraic equivalent transformation technique, new class of AET functions

New predictor-corrector interior-point algorithm with AET function having inflection point,
Tibor Illés, Petra Renáta Rigó and Roland Török, from Corvinus University of Budapest (2022)
Keywords: Predictor-corrector; Linear complementarity problems; Interior-point algorithm; Complexity analysis

Parabolic Target-Space Interior-Point Algorithm for Weighted Monotone Linear Complementarity Problem,
Marianna E. Nagy, Tibor Illés, Yurii Nesterov and Petra Renáta Rigó, from Corvinus University of Budapest (2024)
Keywords: interior-point algorithm, parabolic target-space, monotone linear complementarity problems, bisymmetric matrices, polynomial complexity

New Interior-Point Algorithm for Linear Optimization Based on a Universal Tangent Direction,
Marianna E. Nagy, Tibor Illés, Yurii Nesterov and Petra Renáta Rigó, from Corvinus University of Budapest (2024)
Keywords: linear optimization, interior-point algorithms, parabolic target space, universal tangent direction

Optimal dividends with partial information and stopping of a degenerate reflecting diffusion,
Tiziano Angelis, in Finance and Stochastics (2020)
Keywords: Singular control, Optimal stopping, Free boundary problems, Partial information, Dividend problem, Reflected diffusions, Stroock–Williams equation

Approximation of multistage stochastic programming problems by smoothed quantization,
Martin Šmíd and Václav Kozmík, in Review of Managerial Science (2024)
Keywords: Multistage stochastic programming, Approximation, Markov dependence, SDDP

Approximation by finite horizons of the undiscounted one-sector growth model,
Wilfredo Maldonado, in Economic Theory (1999)
Keywords: Dynamic programming.

NAUTILUS framework: towards trade-off-free interaction in multiobjective optimization,
Kaisa Miettinen and Francisco Ruiz, in Journal of Business Economics (2016)
Keywords: Interactive methods, Multicriteria optimization, Pareto optimality

Solving multiobjective optimization problems with decision uncertainty: an interactive approach,
Yue Zhou-Kangas, Kaisa Miettinen and Karthik Sindhya, in Journal of Business Economics (2019)
Keywords: Multiple criteria decision making, Robust solutions, Interactive methods, Handling uncertainties, NIMBUS, Robustness measure

Energy costs vs. carbon dioxide emissions in short-term production planning,
Andreas Dellnitz, Damian Braschczok, Jonas Ostmeyer, Markus Hilbert and Andreas Kleine, in Journal of Business Economics (2020)
Keywords: Energy costs, Carbon dioxide emissions, Multi-objective production planning, Sustainable manufacturing

Pseudoconvexity on a closed convex set: an application to a wide class of generalized fractional functions,
Laura Carosi, in Decisions in Economics and Finance (2017)
Keywords: Pseudoconvexity, Quasiconvexity, Fractional programming

Generating the efficient frontier of a class of bicriteria generalized fractional programming,
Riccardo Cambini, Laura Carosi and Laura Martein, in Decisions in Economics and Finance (2017)
Keywords: Bicriteria programming, Generalized fractional programming, Pseudoconcavity

Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification,
David Barilla, Giuseppe Caristi and Nader Kanzi, in Decisions in Economics and Finance (2022)
Keywords: Semi-infinite programming, Multiobjective optimization, Constraint qualification, Optimality conditions

Dini and Hadamard directional derivatives in multiobjective optimization: an overview of some results,
Giorgio Giorgi, Bienvenido Jiménez and Vicente Novo, in Decisions in Economics and Finance (2023)
Keywords: Multiobjective optimization problems, Dini derivatives, Hadamard derivatives, Optimality conditions, Constraint qualifications