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A Comparison of Algorithms for the Multivariate L1-Median

Fritz, H.; Filzmoser, P.; Croux, C. - Tilburg University, Center for Economic Research - 2010

computing the L1- median are available. Problem speci c algorithms can be used, but also general optimization routines. The aim … algorithms have been implemented in a standardized manner in the open source environment R. In most sit- uations, the algorithm … based on the optimization routine NLM (non- linear minimization) clearly outperforms other approaches. Its low computation …

Persistent link: https://www.econbiz.de/10011091113

Processing Games with Shared Interest

Quant, Marieke; Reijnierse, Hans; Meertens, M. - Tilburg University, Center for Economic Research - 2004

A generalization of processing problems with restricted capacities is introduced.In a processing problem there is a finite set of jobs, each requiring a specific amount of effort to be completed, whose costs depend linearly on their completion times.The new aspect is that players have interest...

Persistent link: https://www.econbiz.de/10011090702

On a New Class of Parallel Sequencing Situations and Related Games

Borm, Peter; Calleja, P.; Hamers, H.J.M.; Klijn, F. - Tilburg University, Center for Economic Research - 2001

This paper considers a special class of sequencing situations with two parallel machines in which each agent has precisely two jobs to be processed, one on each machine.The costs of an agent depend linearly on the final completion time of his jobs.We describe a procedure that provides an optimal...

Persistent link: https://www.econbiz.de/10011090749

Processing Games with Restricted Capacities

Borm, Peter; Reijnierse, Hans; Quant, Marieke; Meertens, M. - Tilburg University, Center for Economic Research - 2004

This paper analyzes processing problems and related cooperative games.In a processing problem there is a finite set of jobs, each requiring a specific amount of effort to be completed, whose costs depend linearly on their completion times.There are no restrictions whatsoever on the processing...

Persistent link: https://www.econbiz.de/10011091197

Job Scheduling, Cooperation and Control

Borm, Peter; Calleja, P.; Estevez Fernandez, M.A.; … - Tilburg University, Center for Economic Research - 2004

This paper considers one machine job scheduling situations or sequencing problems, where clients can have more than a …

Persistent link: https://www.econbiz.de/10011091902

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