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to the gradient of an objective function. …
Persistent link: https://www.econbiz.de/10005612288
system of linear equations as an optimization problem, in which the SVD-transformed density minimizes the error between the …
Persistent link: https://www.econbiz.de/10014332042
In this paper, the authors address a delivery process with time requirements in the supply chain, stated as follows: orders launched from customers are centralized and assigned to firms' depots for the delivery process. The consideration of a depot and a set of customers belonging to different...
Persistent link: https://www.econbiz.de/10012042967
mean-risk optimization under limited liquidity, including the risk measures absolute and relative Value and Conditional …
Persistent link: https://www.econbiz.de/10011307509
Sustainable use of natural resources becomes an important issue today not only due to global warming and pollution issues but also because of critical pressure on the Earth?s regeneration possibility. We cannot use classical microeconomic approach here for two reasons: a) impossibility to create...
Persistent link: https://www.econbiz.de/10011400423
also matters. All these 3 factors enter with different power, and optimization with respect to linear scale give different …
Persistent link: https://www.econbiz.de/10011400438
In this paper, we propose a general model for various scheduling problems that occur in container terminal logistics. The scheduling model consists of the assignment of jobs to resources and the temporal arrangement of the jobs subject to precedence constraints and sequence-dependent setup...
Persistent link: https://www.econbiz.de/10011558786
In this paper, we analyze optimal monetary policy rules in a model of the euro area, namely the ECB’s Area Wide Model, which embodies a high degree of intrinsic persistence and a limited role for forward-looking expectations. These features allow us, in large measure, to differentiate our...
Persistent link: https://www.econbiz.de/10011604406
In this paper, we show both theoretically and empirically that the size of over-the-counter (OTC) markets can be reduced without affecting individual net positions. First, we find that the networked nature of these markets generates an excess of notional obligations between the aggregate gross...
Persistent link: https://www.econbiz.de/10011984827
-ahead markets during 2006-2016. We build a linear optimization model which maximizes profits from arbitraging hourly prices and use …
Persistent link: https://www.econbiz.de/10011985198