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Lecture Notes on Optimization
Varaiya, Pravin - Economics Department, State University of New …
This is an online version of the classic set of Pravin Varaiya's classic set of lecture notes on optimization analysis. …
Persistent link: https://www.econbiz.de/10005558003
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Discrete-continuous analysis of optimal equipment replacement
YATSENKO, Yuri; HRITONENKO, Natali - Center for Operations Research and Econometrics (CORE), … - 2008
In Operations Research, the equipment replacement process is usually modeled in discrete time. The optimal replacement strategies are found from discrete (or integer) programming problems, well known for their analytic and computational complexity. An alternative approach is represented by...
Persistent link: https://www.econbiz.de/10005043697
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AN ALGORITHM FOR THE THREE-INDEX ASSIGNMENT PROBLEM
BALAS, E.; SALTZMAN, M.J. - Carnegie Mellon University, Tepper School of Business - 1988
Persistent link: https://www.econbiz.de/10005027534
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A PARALLEL SHORTEST PATH ALGORITHM FOR THE ASSIGNMENT PROBLEM
BALAS, E.; MILLER, D.; PEKNY, J.; TOTH, P. - Carnegie Mellon University, Tepper School of Business - 1989
Persistent link: https://www.econbiz.de/10005027552
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SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations
Ávalos, Javier Hernández; Johnson, Paul V.; Duck, Peter W. - In: The journal of computational finance 19 (2015/2016) 2, pp. 69-108
Persistent link: https://www.econbiz.de/10011442669
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A new nonlinear partial differential equation in finance and a method of its solution
Itkin, Andrey - In: The journal of computational finance 21 (2017/2018) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10011848371
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The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada
Mariam, Yohannes - Volkswirtschaftliche Fakultät, … - 1999
strategy that incorporates both environmental and economic goals. Furthermore, optimization using only a single receptor at a … time resulted in significantly higher reduction in emissions compared to optimization that incorporates all the twelve …-receptor optimization) would not penalize the sources of emission compared to locally optimal emission reduction strategy (i.e., single …
Persistent link: https://www.econbiz.de/10005836399
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Comparative statics and dynamics of optimal choice models in Hilbert spaces
Chichilnisky, Graciela; Kalman, P.J. - Volkswirtschaftliche Fakultät, … - 1979
We study properties of the solutions to a parametrized constrained optimization problem in Hilbert spaces. A special …
Persistent link: https://www.econbiz.de/10005837044
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Forecasting Moscow Ambulance Trips
Bykov, Filipp; Gordin, Vladimir A. - National Research University Higher School of Economics - 2015
This paper presents a method and computational technology for forecasting ambulance trips. We used statistical information about the number of the trips in 2009-2013, the meteorological archive, and the corresponding archive of the meteorological forecasts for the same period. We take into...
Persistent link: https://www.econbiz.de/10011220339
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Estimation of Random-Coefficient Demand Models: Two Empiricists' Perspective
Knittel, Christopher R.; Metaxoglou, Konstantinos - In: The Review of Economics and Statistics 96 (2014) 1, pp. 34-59
, and Pakes (1995) using two well-known data sets and a thorough optimization design. The optimization algorithms often …
Persistent link: https://www.econbiz.de/10011010068