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Engwerda, Jacob - Tilburg University, Center for Economic Research - 2005

In this note we consider the question under which conditions all entries of the matrix I-(I+X)-1 are nonnegative in case matrix X is a real positive definite matrix.Sufficient conditions are presented as well as some necessary conditions.One sufficient condition is that matrix X-1 is an inverse...

Persistent link: https://www.econbiz.de/10011090666

Adjustable Robust Parameter Design with Unknown Distributions

Den Hertog, Dick; Kleijnen, Jack P.C.; Yanikoglu, I. - Tilburg University, Center for Economic Research - 2013

Abstract This article presents a novel combination of robust optimization developed in mathematical programming, and robust parameter design developed in statistical quality control. Robust parameter design uses metamodels estimated from experiments with both controllable and environmental...

Persistent link: https://www.econbiz.de/10011091050

Coordination of Coupled Black Box Simulations in the Construction of Metamodels

van Dam, Edwin Robert; Den Hertog, Dick; Husslage, B.G.M.; … - Tilburg University, Center for Economic Research - 2003

This paper introduces methods to coordinate black box simulations in the construction of metamodels for situations in which we have to deal with coupled black boxes.We de.ne three coordination methods: parallel simulation, sequential simulation and sequential modeling.To compare these three...

Persistent link: https://www.econbiz.de/10011091077

Finite Coverings by Cones

Reijnierse, Hans; Tijs, S.H. - Tilburg University, Center for Economic Research - 2001

This paper considers analogues of statements concerning compactness and finite coverings, in which the roles of spheres are replaced by cones. Furthermore, one of the finite covering results provides an application in Multi-Objective Programming; infinite sets of alternatives are reduced to...

Persistent link: https://www.econbiz.de/10011091377

Hints for practical robust optimization

Den Hertog, Dick; Gorissen, B.L.; Yanikoglu, I. - Tilburg University, Center for Economic Research - 2013

Abstract: Robust optimization (RO) is a young and active research field that has been mainly developed in the last 15 years. RO techniques are very useful for practice and not difficult to understand for practitioners. It is therefore remarkable that real-life applications of RO are still...

Persistent link: https://www.econbiz.de/10011091982

Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data

Brekelmans, Ruud; Den Hertog, Dick; de Ruiter, F.J.C.T.; … - Tilburg University, Center for Economic Research - 2014

Abstract: Adjustable robust optimization (ARO) is a technique to solve dynamic (multistage) optimization problems. In ARO, the decision in each stage is a function of the information accumulated from the previous periods on the values of the uncertain parameters. This information, however, is...

Persistent link: https://www.econbiz.de/10011092090

Investment Policy, Internal Financing and ownership Concentration in the UK

Renneboog, Luc; Goergen, M. - Tilburg University, Center for Economic Research - 2000

This paper investigates whether investment spending of firms is sensitive to the availability of internal funds ….Imperfect capital markets create a hierarchy for the different sources of funds such that investment and financial decisions are not … independent.The relation between corporate investment and free cash flow is investigated using the Bond and Meghir (1994a) Euler …

Persistent link: https://www.econbiz.de/10011090481

Investment Spending in the Netherlands : The Impact of Liquidity and Corporate Governance

Degryse, Hans; de Jong, A. - Tilburg University, Center for Economic Research - 2000

This paper examines the relation between cash flow, corporate governance and fixed-investment spending. In perfect … investment in fixed assets. Aspects of corporate governance play an important role in both theories. We measure the impact of … cash flow on investment for a set of Dutch firms and aim to distinguish between the asymmetric information hypothesis and …

Persistent link: https://www.econbiz.de/10011091177

Business Groups and Profit Redistribution : A Boon or Bane for Firms

George, R.; Kabir, M.R.; Douma, S.W. - Tilburg University, Center for Economic Research - 2004

This study investigates how profit redistribution affects the performance of firms affiliated to business groups.It shows that inefficient profit redistribution causes group-affiliated firms to perform poorly relative to independent firms.This underperformance persists even after controlling for...

Persistent link: https://www.econbiz.de/10011090611

Econometric Modelling in Blockholder Systems of Corporate Governance

Manjon, M.C. - Tilburg University, Center for Economic Research - 2004

Persistent link: https://www.econbiz.de/10011090535

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