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Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)
Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2013
Abstract: This article surveys optimization of simulated systems. The simulation may be either deterministic or random …. The survey reflects the author’s extensive experience with simulation-optimization through Kriging (or Gaussian process …) metamodels. The analysis of these metamodels may use parametric bootstrapping for deterministic simulation or distribution …
Persistent link: https://www.econbiz.de/10011091591
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SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT
BETTER, MARCO; GLOVER, FRED; KOCHENBERGER, GARY; WANG, HAIBO - In: International Journal of Information Technology & … 07 (2008) 04, pp. 571-587
Simulation optimization is providing solutions to important practical problems previously beyond reach. This paper … explores how new approaches are significantly expanding the power of simulation optimization for managing risk. Recent advances … in simulation optimization technology are leading to new opportunities to solve problems more effectively. Specifically …
Persistent link: https://www.econbiz.de/10004971625
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A method for selecting an effective investment project portfolio
Rebiasz, Bogdan - In: Operations Research and Decisions 3 (2009), pp. 95-117
few years ahead. The algorithm makes it possible to search for Pareto optimal solutions. It links computer simulation …
Persistent link: https://www.econbiz.de/10008777270
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Population growth, poverty and inequality in an international perspective.
G, Rodgers - International Labour Organization (ILO), United Nations - 1983
distribution - discusses theoretical issues and models, based on international comparison, and using simulation economic models …
Persistent link: https://www.econbiz.de/10010966378
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Bachue-yugoslavia: regionalised policy simulation economic-demographic model of yugoslavia; conceptual basis.
M, Macura; B, Popovic; M, Rasevic - International Labour Organization (ILO), United Nations - 1977
under construction for development policy simulation and regional planning - constitutes part of a WEP research project …
Persistent link: https://www.econbiz.de/10010966595
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Cooperation in Evolving Social Networks
Hanaki, Nobuyuki; Peterhansl, Alexander; Dodds, Peter S.; … - In: Management Science 53 (2007) 7, pp. 1036-1050
We study the problem of cooperative behavior emerging in an environment where individual behaviors and interaction structures coevolve. Players not only learn which strategy to adopt by imitating the strategy of the best-performing player they observe, but also choose with whom they should...
Persistent link: https://www.econbiz.de/10009191564
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Auswirkungen verschiedener Varianten einer negativen Einkommensteuer in Deutschland : eine Simulationsstudie.
Gern, Klaus-Jürgen - Kiel Institute for the World Economy - 1999
Persistent link: https://www.econbiz.de/10008575561
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Die Finanzierungslücke der Gesetzlichen Rentenversicherung in Deutschland – Eine Simulationsstudie zu Lösungsmöglichkeiten
Bollacke, Steffen - In: Zeitschrift fuer Wirtschaftspolitik 63 (2014) 2, pp. 128-159
Population aging challenges pay-as-you-go pension systems. Solving the associated funding problem constantly motivates reform processes. In addition to an aging population, specific regulations of the German public pension system lead to an increasing financial burden of national finances. To...
Persistent link: https://www.econbiz.de/10010892214
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Consequences of a progressive reduction of direct payments in Germany: paving the way for post-2013?
Kellermann, Konrad; Sahrbacher, Amanda; Sahrbacher, … - In: German Journal of Agricultural Economics 58 (2009) 4
Due to Germany’s specific farm structure, the progressive modulation of direct payments decided within the Health Check of the Common Agricultural Policy (CAP) is of particular relevance for German agriculture. In this paper we apply the agent-based model AgriPoliS to shed some light on the...
Persistent link: https://www.econbiz.de/10011142855
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Social protection and pension systems in Central and Eastern Europe
Cichon, Michael; Hagemejer, Krzysztof; Ruck, Markus - International Labour Organization (ILO), United Nations - 1997
Presents an overview of developments in the region's social protection systems over the course of the 1990s, with particular stress on problems concerning old-age, disability and survivors' pension provisions.
Persistent link: https://www.econbiz.de/10010967592