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On the principle of fermat-lagrange for mixed smooth-convex extremal problems

Brinkhuis, Jan - 1998

optimization problems of interest. The new idea in comparisonwith the unified version of Tikhomirov and others ([I-T], [A-T-F] and …

Persistent link: https://www.econbiz.de/10010533202

Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038

Persistent link: https://www.econbiz.de/10011285515

Optimal balanced control for call centers

Bhulai, Sandjai; Farenhorst-Yuan, Taoying; Heidergott, Bernd - 2010

sequences provide an additional step in optimization and control. This motivates our new approach where we avoid the …

Persistent link: https://www.econbiz.de/10011379634

On the optimality of regularity in mixing markovian decision rules for MDP control

Laan, Dinard van der - 2010

In this paper we study Markov Decision Process (MDP) problems with the restriction that at decision epochs only a finite number of given Markovian decision rules may be applied. The elements of the finite set of allowed decision rules should be mixed to improve the performance. The set of...

Persistent link: https://www.econbiz.de/10011380145

Mean-risk hedging strategies in electricity markets with limited liquidity

Woll, Oliver - 2015

mean-risk optimization under limited liquidity, including the risk measures absolute and relative Value and Conditional …

Persistent link: https://www.econbiz.de/10011308402

Implementing a new method for discriminant analysis when group covariance matrices are nearly singular

Theis, Winfried; Röver, Christian; Pouwels, Britta - 2002

We consider a unified description of classification rules for nearly singular covariance matrices. When the covariance matrices of the groups or the pooled covariance matrix become nearly singular, bayesian classification rules become seriously unstable. Several procedures have been proposed to...

Persistent link: https://www.econbiz.de/10009770527

Identification of multivariate AR-models by threshold accepting

Winker, Peter - 1994

optimization of the lag structure over the whole set of possible multivariate lag structures with regard to a given information … criterion, e.g. the Hannan-Quinn estimator or Akaike's final prediction error criterion. The optimization is performed by the … heuristic multiple purpose optimization algorithm Threshold Accepting which proved to be very successful for discrete …

Persistent link: https://www.econbiz.de/10009774703

Simulation-optimization via kriging and bootstrapping : a survey

Kleijnen, Jack P. C. - 2013 - Revision of CentER DP 2011-064

Persistent link: https://www.econbiz.de/10010228792

Variables selection in observational and experimental studies

Kunert, Joachim; Weihs, Claus - 2000

This paper discusses whether differences in the data structure of observational and experimental studies should lead to different strategies for variable selection. On the one hand, it is argued that outliers in the predictor variables have to be treated differently in the two kinds of studies....

Persistent link: https://www.econbiz.de/10009783554

Optimal payments to connected depositors in turbulent times : a Markov chain approach

Csercsik, Dávid; Kiss, Hubert János - 2016

this question results in a nonlinear optimization problem with nonlinear constraints, and that the method is capable of …

Persistent link: https://www.econbiz.de/10011537400