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Transport liberalization and regional imbalances with endogenous freight rates

Di Comite, Francesco - Europäische Kommission / Gemeinsame Forschungsstelle - 2018

Persistent link: https://www.econbiz.de/10011925206

Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)

Kleijnen, Jack P.C.; Mehdad, E. - Tilburg University, Center for Economic Research - 2014

yet simulated. These predictions and their variances are used by efficient global optimization"(EGO), to balance local and …

Persistent link: https://www.econbiz.de/10011144439

Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting

Eijffinger, Sylvester; Schaling, E.; Tesfaselassie, M.F. - Tilburg University, Center for Economic Research - 2004

In this paper we incorporate the term structure of interest rates in a standard inflation forecast targeting framework.Learning about the transmission process of monetary policy is introduced by having heterogeneous agents - i.e. the central bank and private agents - who have different...

Persistent link: https://www.econbiz.de/10011092574

Response Surface Methodology

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2014

discusses robust optimization of the decision variables, while accounting for uncertainties in the environmental variables. …

Persistent link: https://www.econbiz.de/10011092681

Sensitivity Analysis of Simulation Models

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2009

aim at the optimization of the simulated system, allowing multiple random simulation outputs. …

Persistent link: https://www.econbiz.de/10011092780

Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62

Kleijnen, Jack P.C.; van Beers, W.C.M.; van Nieuwenhuyse, I. - Tilburg University, Center for Economic Research - 2011

optimization, based on Kriging (also called Gaussian process or spatial correlation modeling); this Kriging is used to analyze the … improvement" (EI) in "efficient global optimization" (EGO) through the introduction of an unbiased estimator of the Kriging …

Persistent link: https://www.econbiz.de/10011092889

Sample-Path Optimization of Buffer Allocations in a Tandem Queue - Part I : Theoretical Issues

Gürkan, G.; Ozge, A.Y. - Tilburg University, Center for Economic Research - 1996

unreliable machines.We address the theoretical issues that arise when using sample-path optimization, a simulation …-based optimization method, to solve this problem.Sample-path optimization is a recent method to optimize performance functions of …-path optimization method converges almost surely when applied to the bu er allocation problem.Among the properties established …

Persistent link: https://www.econbiz.de/10011090333

Optimal Tax Depreciation Lives and Charges under Regulatory Constraints

De Waegenaere, Anja; Wielhouwer, J.L. - Tilburg University, Center for Economic Research - 2001

Depreciation is not only a representation of the loss in asset-value over time.It is also a strategic tool for management and can be used to minimize tax payments.In this paper we derive the depreciation scheme that minimizes the expected value of the present value of future tax payments for two...

Persistent link: https://www.econbiz.de/10011090373

Intersection theorems with a continuum of intersection points

Talman, Dolf; Herings, P.J.J. - Tilburg University, Center for Economic Research - 1994

In all existing intersection theorems conditions are given under which acertain subset of acollection of sets has a non-empty intersection. In this paper conditions are formulated under which the intersection is a continuum of points satisfying some interesting topological properties. In this...

Persistent link: https://www.econbiz.de/10011090414

Intersection theorems on the simplotope

Talman, Dolf; van der Laan, G. - Tilburg University, Center for Economic Research - 1993

Persistent link: https://www.econbiz.de/10011090560