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We develop a model of budget allocation for permanent and contingent workforce under stochastic demand. The level of permanent capacity is determined at the beginning of the horizon and is kept constant throughout, whereas the number of temporary workers to be hired must be decided in each...
Persistent link: https://www.econbiz.de/10010708669
Le maxmin pour une certaine classe de jeux répétés à observation imparfaite est obtenu comme la solution d'un problème d'optimisation défini sur l'ensemble des distributions de probabilités sous contraintes d'entropie. Cette article offre une méthode pour résoudre un tel problème dans...
Persistent link: https://www.econbiz.de/10011072800
We consider an optimization problem in a given region Q where an agent has to decide the price p(x) of a product for …
Persistent link: https://www.econbiz.de/10011074428
This Bayesian modeling book is intended for practitioners and applied statisticians looking for a self-contained entry to computational Bayesian statistics. Focusing on standard statistical models and backed up by discussed real datasets available from the book website, it provides an...
Persistent link: https://www.econbiz.de/10010861445
Private equity funds are a very important actor of the financial market. Their performance often exceeds the market performance. To establish a private equity fund, there are some agreements between the capital providers (limited partners) and the fund managers (the general partners). This...
Persistent link: https://www.econbiz.de/10010705811
Persistent link: https://www.econbiz.de/10010706976
dependencies, emergence and co-evolution. Then, simulation, with complex adaptive system, is considered as an alternative …
Persistent link: https://www.econbiz.de/10010707857
In this note we attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from its early inception in the late 1940's through its use today. We see how the earlier stages of the Monte Carlo (MC, not MCMC) research have led to the algorithms currently in use. More...
Persistent link: https://www.econbiz.de/10010708212
Si Dooley (2002, p. 829) considère que « la simulation a une popularité croissante en tant qu’approche méthodologique … ; Rouse et Boff, 2005 ; Brabazon et O’Neill, 2006). Par ce dossier, que la Revue française de gestion consacre à la simulation … simulation. Il s’agit en effet d’une méthode de recherche puissante et originale mais encore largement sous-exploitée. Le …
Persistent link: https://www.econbiz.de/10011072183
construire un modèle de simulation informatique à travers un automate cellulaire. Notre modèle est, dans un second temps …
Persistent link: https://www.econbiz.de/10011072472