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In this paper, I first prove an integral representation theorem: Every quasi-integral on a Stone lattice can be represented by a unique upper-continuous capacity. I then apply this representation theorem to study the topological structure of the space of all upper-continuous capacities on a...
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This paper explains how the Gibbs sampler can be used to perform Bayesian inference on GARCH models. Although the Gibbs sampler is usually based on the analytical knowledge of the full conditional posterior densities, such knowledge is not available in regression models with GARCH errors. We...
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In this paper we decribe a hybrid strategy for solving combinatorial optimisation problemms, obtained by coupling a local search method to an evolutionary algorithm, and we provide an application to the Manhattan newspaper problem. The local search method has been devised specifically for this...
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A branch-and-cut mixed integer programming system, called bc-opt, is described, incorporating most of the valid inequalities that have been used or suggested for such systems, namely lifted 0-1 knpsack inequalities, 0-1 gub knapsack and integer knapsack inequalities, flow-cover and continuous...
Persistent link: https://www.econbiz.de/10005779563