Narrow search
Showing 1 - 10 of 12,565
Cover Image
Simulated annealing algorithm for the robust spanning tree problem
Nikulin, Yury - 2005
This paper addresses the robust spanning tree problem with interval data, i.e. the case of classical minimum spanning tree problem when edge weights are not fixed but take their values from some intervals associated with edges. The problem consists in finding a spanning tree that minimizes...
Persistent link: https://www.econbiz.de/10011558802
Cover Image
Solving the robust shortest path problem with interval data using a probabilistic metaheuristic approach
Nikulin, Yury - 2005
This paper addresses the robust shortest path problem with interval data, i.e. the case of classical shortest path problem with given source and sink when arc weights are not fixed but take their values from some intervals associated with arcs. The problem consists in finding a shortest path...
Persistent link: https://www.econbiz.de/10011558808
Cover Image
Cost Sharing under Uncertainty: An Algorithmic Approach to Cooperative Interval-Valued Games
Kimms, Alf; Drechsel, Julia - In: BuR - Business Research 2 (2009) 2, pp. 206-213
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
Cover Image
Estimating multi-country VAR models
Canova, Fabio; Ciccarelli, Matteo - 2006
This paper describes a methodology to estimate the coefficients, to test specification hypotheses and to conduct policy exercises in multi-country VAR models with cross unit interdependencies, unit specific dynamics and time variations in the coefficients. The framework of analysis is Bayesian:...
Persistent link: https://www.econbiz.de/10011604649
Cover Image
On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
Dufays, Arnaud - 2014
) algorithm, developed in the paper, combines (off-line) tempered SMC inference with on-line SMC inference for estimating many … slightly different distributions. The method encompasses the Iterated Batch Importance Sampling (IBIS) algorithm and more … generally the Resample Move (RM) algorithm. Besides the number of particles, the TNT algorithm self-adjusts its calibrated …
Persistent link: https://www.econbiz.de/10011506783
Cover Image
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces
Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K. - 1998
Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target …-behaved surfaces. Anillustrative example shows the feasibility of the algorithm. …
Persistent link: https://www.econbiz.de/10010324425
Cover Image
An Algorithm for Computing the Nucleolus of Disjunctive Additive Games with An Acyclic Permission Structure
van den Brink, René; Katsev, Ilya; van der Laan, Gerard - 2008
-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
Cover Image
On numerical solution for optimal allocation of investment funds in portfolio selection problem
Yahaya, Abubakar - In: CBN Journal of Applied Statistics 03 (2012) 2, pp. 1-15
In this article, we present a procedure for obtaining an optimal solution to the Markowitz's mean-variance portfolio selection problem based on the analytical solution developed in a previous research that lead to the emergence of an important model known as the Black Model. The procedure is...
Persistent link: https://www.econbiz.de/10011482574
Cover Image
Optimisation algorithms for the charge dispatch of plug-in vehicles based on variable tariffs
Link, Jochen; Büttner, Markus; Dallinger, David; … - 2010
. 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
Cover Image
Solving Discrete Systems of Nonlinear Equations
van der Laan, Gerard; Talman, Dolf; Yang, Zaifu - 2009
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