Narrow search
Showing 1 - 10 of 4,341
Cover Image
Computing integral solutions of complementarity problems
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2004
In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The … algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying … dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral …
Persistent link: https://www.econbiz.de/10011343323
Cover Image
Computing Integral Solutions of Complementarity Problems
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2005
In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The … algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying … dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral …
Persistent link: https://www.econbiz.de/10014028508
Cover Image
Queueing systems with fractional number of servers
Naumov, Valeriy; Martikainen, Olli - 2012
In this paper we introduce multi-server queueing systems that can be considered as extensions of conventional M/M/s queue to fractional number of servers. We show that the extended Erlang's delay function can be used to calculate delay probabilities for such systems. This approach enables the...
Persistent link: https://www.econbiz.de/10010326877
Cover Image
Method for throughput maximization of multiclass networks with flexible servers
Naumov, Valeriy; Martikainen, Olli - 2011
In this paper, we study the throughput of multiclass networks featuring several types of flexible servers as well as general constraints both on the number of servers having the same skills and on the number of servers allowed at each station. Each job class is characterized by its processing...
Persistent link: https://www.econbiz.de/10010326896
Cover Image
Method for throughput maximization of multiclass networks with flexible servers
Naumov, Valeriy; Martikainen, Olli - 2011
In this paper, we study the throughput of multiclass networks featuring several types of flexible servers as well as general constraints both on the number of servers having the same skills and on the number of servers allowed at each station. Each job class is characterized by its processing...
Persistent link: https://www.econbiz.de/10009388996
Cover Image
Queueing systems with fractional number of servers
Naumov, Valeriy; Martikainen, Olli - 2012
In this paper we introduce multi-server queueing systems that can be considered as extensions of conventional M/M/s queue to fractional number of servers. We show that the extended Erlang's delay function can be used to calculate delay probabilities for such systems. This approach enables the...
Persistent link: https://www.econbiz.de/10009515433
Cover Image
On the Solution of Markov-switching Rational Expectations Models
Carravetta, Francesco; Sorge, Marco M. - 2011
This paper describes a method for solving a class of forward-looking Markov-switching Rational Expectations models under noisy measurement, by specifying the unobservable expectations component as a general-measurable function of the observable states of the system, to be determined optimally...
Persistent link: https://www.econbiz.de/10010293377
Cover Image
On the solution of Markov-switching rational expectations models
Carravetta, Francesco; Sorge, Marco M. - 2011
This paper describes a method for solving a class of forward-looking Markov-switching Rational Expectations models under noisy measurement, by specifying the unobservable expectations component as a general-measurable function of the observable states of the system, to be determined optimally...
Persistent link: https://www.econbiz.de/10009126073
Cover Image
Chapter 5 Numerical solution of dynamic economic models
Santos, Manuel S. - In: Handbook of macroeconomics : volume 1, part A, (pp. 311-386). 1999
This chapter is concerned with numerical simulation of dynamic economic models. We focus on some basic algorithms and assess their accuracy and stability properties. This analysis is useful for an optimal implementation and testing of these procedures, as well as to evaluate their performance....
Persistent link: https://www.econbiz.de/10014024245
Cover Image
The market resources method for solving dynamic optimization problems
Kabukçuoğlu, Ayşe; Martínez-García, Enrique - 2016 - This draft: June 16, 2016
algorithm is simple to implement and provides advantages in terms of speed and accuracy over Howard’s policy improvement … algorithm. Codes are available. …
Persistent link: https://www.econbiz.de/10011509578