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will present a general mathematical programming algorithm which can be applied to find an element in the interval core. As …
Persistent link: https://www.econbiz.de/10010421344
-called peer group games being non-negative additive games on a permission tree. We provide a polynomial time algorithm for …
Persistent link: https://www.econbiz.de/10010325798
functional differential equations of the retarded type. We then use the Waveform Relaxation algorithm to provide a guess of the …. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson …
Persistent link: https://www.econbiz.de/10010270397
We propose a simple and powerful numerical algorithm to compute the transition process in continuous-time dynamic … system of functional differential equations of the retarded type. We apply the Waveform Relaxation algorithm, i.e., we …
Persistent link: https://www.econbiz.de/10010274762
In this paper we develop several regression algorithms for solving general stochastic optimal control problems via Monte Carlo. This type of algorithms is particularly useful for problems with a highdimensional state space and complex dependence structure of the underlying Markov process with...
Persistent link: https://www.econbiz.de/10010276592
For more than three decades, empirical analysis of stochastic dominance was restricted to settings with mutually exclusive choice alternatives. In recent years, a number of methods for testing efficiency of diversified portfolios have emerged, which can be classified into three main categories:...
Persistent link: https://www.econbiz.de/10010325987
We describe an algorithm that is able to compute the solution of a singular linear difference system under rational … expectations. The algorithm uses the Generalized Schur Factorization and is illustrated by a simple example. …
Persistent link: https://www.econbiz.de/10010275804
. Therefore a combinatorial optimisation algorithm is developed and an algorithm based on graph search is used and customised … correctness of the quick combinatorial algorithm are proved within this paper. For vehicle to grid (V2G) concepts, battery … been used to include degradation costs for different Li-Ion batteries into the graph search algorithm. An application of …
Persistent link: https://www.econbiz.de/10010300726
prove this we use a simplicial algorithm that terminates with a zero point within a finite number of iterations. The …
Persistent link: https://www.econbiz.de/10010325776
Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based … random walk Metropolis-Hastings algorithm is obtained for a special case and it is shown to decrease in the number of …
Persistent link: https://www.econbiz.de/10010281448