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Solving Complex Equations Subject to Constraints Using Lagrangian Constrained Optimization

Burgess, Nicholas - 2021

In this paper we outline the Lagrangian constrained optimization method to solve complex problems subject to constraints. Firstly we summarize the Lagrangian constrained optimization routine. Secondly we outline a detailed implementation strategy. Thirdly and finally we provide example and solve...

Persistent link: https://www.econbiz.de/10013213151

On shadow-prices of banks in real-time gross settlement systems

Penaloza, Rodrigo Andrés de Souza (contributor) - 2003

Persistent link: https://www.econbiz.de/10001774028

A Simple Way Towards Fair Assortment Planning : Algorithms and Welfare Implications

Lu, Wentao; Sahin, Ozge; Wang, Ruxian - 2023

Large e-commerce retailers and department stores function as marketplaces for millions of sellers, and consumers rely on the platform's assortment and display decisions to examine different sellers and make purchase decisions. Traditionally, the primary objective of these marketplaces for...

Persistent link: https://www.econbiz.de/10014344028

Modeling, simulation and analysis of a securities settlement system : the case of Central Securities Depository of Mexico

Muñoz, David F.; Palacios, Arturo; Lascuráin Morhán, … - In: Journal of economics, finance & administrative science 17 (2012) 33, pp. 48-59

, clearing, settlement and transfer of securities. In this article, we report the modeling, simulation and analysis of a new … and clearing of operations was used. The performance of the new SSS was evaluated by performing experiments using a … between clearing cycles and also under a new set of rules for pre-settlement operations. The results presented may be used by …

Persistent link: https://www.econbiz.de/10011872001

Centralized clearing mechanisms in financial networks : a programming approach

Csóka, Péter; Herings, Peter Jean-Jacques - 2022

We consider financial networks where agents are linked to each other with financial contracts. A centralized clearing … lattice structure, leading to the existence of a least and a greatest clearing payment matrix. Previous research has shown how … decentralized clearing selects the least clearing payment matrix. We present a centralized approach towards clearing in order to …

Persistent link: https://www.econbiz.de/10013173929

Optimization of bank check sorting and clearing operation

Apte, Uday M.; Ahn, Seongje; Guignard-Spielberg, Monique - In: Technology operation management : TOM ; official … 2 (2011) 1, pp. 16-28

Persistent link: https://www.econbiz.de/10010243259

Centralized Clearing Mechanisms in Financial Networks : A Programming Approach

Csóka, Péter; Herings, Peter Jean-Jacques - 2022

Persistent link: https://www.econbiz.de/10013294101

Value function approximation in the presence of uncertainty and inequality constraints : an application to the demand for credit cards

Hartley, Peter Reginald - In: Journal of economic dynamics & control 20 (1996) 1, pp. 63-92

Persistent link: https://www.econbiz.de/10001190614

Optimal payment time and replenishment decisions for retailer's inventory system under trade credit and carbon emission constraints

Jabbarzadeh, Armin; Aliabadi, Leyla; Yazdanparast, Reza - In: Operational research : an international journal 21 (2021) 1, pp. 589-620

Persistent link: https://www.econbiz.de/10012489706

Improving the efficiency of payments systems using quantum computing

McMahon, Christopher; McGillivray, Donald; Desai, Ajit; … - In: Management science : journal of the Institute for … 70 (2024) 10, pp. 7325-7341

High-value payment systems (HVPSs) are typically liquidity intensive because payments are settled on a gross basis. State-of-the-art solutions to this problem include algorithms that seek netting sets and allow for ad hoc reordering of submitted payments. This paper introduces a new algorithm...

Persistent link: https://www.econbiz.de/10015143876