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O fundo previdenciário dos servidores da união: resultados atuariais
Amaral, Felipe Vilhena Antunes; Giambiagi, Fabio; … - In: Pesquisa e Planejamento Econômico - PPE 43 (2013) 1, pp. 119-160
O artigo discute a criação da Fundação de Previdência Complementar do Servidor Público Federal (FUNPRESP), que alterou o sistema previdenciário para os futuros servidores da União. A partir da elaboração de um modelo de simulação estocástico para as variáveis financeiras e...
Persistent link: https://www.econbiz.de/10010965641
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Simulation-based optimization of an agent-based simulation
Deckert, Andreas; Klein, Robert - In: Netnomics 15 (2014) 1, pp. 33-56
Optimization of an agent-based simulation (ABS) bears specific challenges. It is demonstrated in this paper that … mainstream simulation-based optimization (SBO) approaches often do not perform well in such a setting, sometimes hardly … neglected so far, but should structurally also be universally applicable for other simulation-based optimization problems as …
Persistent link: https://www.econbiz.de/10010987573
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Non-fully invested derivative-free bond index replication
Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils - In: Financial Markets and Portfolio Management 27 (2013) 1, pp. 101-124
The problem we address here is the replication of a bond benchmark when only a fraction of the portfolio is invested for the replication. Our methodology is based on a minimization of the tracking error subject to a set of constraints, namely (1) the fraction invested for the replication, (2) a...
Persistent link: https://www.econbiz.de/10010987748
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Intensity modulated radiation therapy with field rotation—a time-varying fractionation study
Dink, Delal; Langer, Mark; Rardin, Ronald; Pekny, Joseph; … - In: Health Care Management Science 15 (2012) 2, pp. 138-154
Persistent link: https://www.econbiz.de/10010988330
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<b>Practice Prize Winner</b>--Dynamic Marketing Budget Allocation Across Countries, Products, and Marketing Activities
Fischer, Marc; Albers, Sönke; Wagner, Nils; Frie, Monika - In: Marketing Science 30 (2011) 4, pp. 568-585
Previous research on marketing budget decisions has shown that profit improvement from better allocation across products or regions is much higher than from improving the overall budget. However, despite its high managerial relevance, contributions by marketing scholars are rare. In this paper,...
Persistent link: https://www.econbiz.de/10010990362
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Markov Decision Processes for Optimizing Human Workflows
Espinosa, Enrique D.; Frausto, Juan; Rivera, Ernesto J. - In: Service Science 2 (2010) 4, pp. 245-269
Workflows are used by domain analysts as a tool to describe the synchronization of activities in a business domain. The Business Process Management Notation (BPMN) has become a standard to characterize Workflows. Nevertheless, BPMN alone does not provide tools for aligning business models and IT...
Persistent link: https://www.econbiz.de/10010990638
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Thinking Beyond The Box: Game-Theoretic and Living Lab Approaches to Innovation Policy and Practice Improvement
Carayannis, Elias; Dubina, Igor - In: Journal of the Knowledge Economy 5 (2014) 3, pp. 427-439
This paper addresses a complex problem of finding optimal or suboptimal strategies and business decisions of (1) entrepreneurs, inventors, innovators, and other “economic actors” who are engaged, or want and can be engaged, in innovation activities, and (2) policymakers who want to secure...
Persistent link: https://www.econbiz.de/10010993801
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Expected improvement in efficient global optimization through bootstrapped kriging
Kleijnen, Jack; Beers, Wim; Nieuwenhuyse, Inneke - In: Journal of Global Optimization 54 (2012) 1, pp. 59-73
This article uses a sequentialized experimental design to select simulation input combinations for global optimization … “efficient global optimization” (EGO) through the introduction of an improved estimator of the Kriging predictor variance; this …
Persistent link: https://www.econbiz.de/10010994014
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Solving dual problems using a coevolutionary optimization algorithm
Deb, Kalyanmoy; Gupta, Shivam; Dutta, Joydeep; Ranjan, … - In: Journal of Global Optimization 57 (2013) 3, pp. 891-933
In solving certain optimization problems, the corresponding Lagrangian dual problem is often solved simply because in …. Another interesting aspect of dual problems is that both lower and upper-level optimization problems involve only box … constraints and no other equality of inequality constraints. In this paper, we propose a coevolutionary dual optimization (CEDO …
Persistent link: https://www.econbiz.de/10010994031
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On the stability of the linear functional equation in a single variable on complete metric groups
Jung, Soon-Mo; Popa, Dorian; Rassias, Michael - In: Journal of Global Optimization 59 (2014) 1, pp. 165-171
In this paper we obtain a result on Hyers–Ulam stability of the linear functional equation in a single variable <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$f(\varphi (x))=g(x) \cdot f(x)$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>f</mi> <mo stretchy="false">(</mo> <mi mathvariant="italic">φ</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>=</mo> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>·</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation> on a complete metric group. Copyright Springer Science+Business Media New York 2014
Persistent link: https://www.econbiz.de/10010994097