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A note on global optimization in adaptive control, econometrics and macroeconomics
Tucci, Marco Paolo - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1739-1764
Persistent link: https://www.econbiz.de/10001668537
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Projection-based inference with particle swarm optimization
Khalaf, Lynda; Lin, Zhenjiang - In: Journal of economic dynamics & control 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012628243
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Genetic algorithm learning in a New Keynesian macroeconomic setup
Hommes, Cars H.; Makarewicz, Tomasz; Massaro, Domenico; … - In: Journal of evolutionary economics : JEE 27 (2017) 5, pp. 1133-1155
Persistent link: https://www.econbiz.de/10011895220
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A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang; Kenneth, L. Judd, - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 651-687
We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that SCEQ can quickly solve high-dimensional finite- or infinite-horizon, stationary or non- stationary dynamic stochastic problems with hundreds of state...
Persistent link: https://www.econbiz.de/10014308586
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Measurement of allocative efficiency without observed prices
Althin, Rikard - 1993
Persistent link: https://www.econbiz.de/10000879388
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A fast and simple algorithm for computing market equilibria
Fleischer, Lisa; Garg, Rahul; Kapoor, Sanjiv; … - In: Internet and network economics : 4th international …, (pp. 19-30). 2008
Persistent link: https://www.econbiz.de/10003792316
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Multirate multicast service provisionning II : a tâtonnement process for rate allocation
Stoenescu, Tudor Mihai; Liu, Mingyan; Teneketzis, … - In: Mathematical methods of operations research 65 (2007) 3, pp. 389-415
Persistent link: https://www.econbiz.de/10003489783
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Multirate multicast service provisioning, I: An algorithm for optimal price splitting along multicast trees
Stoenescu, Tudor Mihai; Liu, Mingyan; Teneketzis, … - In: Mathematical methods of operations research 65 (2007) 2, pp. 199-228
Persistent link: https://www.econbiz.de/10003463938
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Dynamic vs static pricing in a make-to-stock queue with partially controlled production
Gayon, Jean-Philippe; Dallery, Yves - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 193-205
Persistent link: https://www.econbiz.de/10003464162
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Essays on market mechanisms
Malachov, Aleksej - 2005
Persistent link: https://www.econbiz.de/10003384565