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A Monte Carlo study on multiple output stochastic frontiers : a comparison of two approaches
Henningsen, Géraldine; Henningsen, Arne; Jensen, Uwe - In: Journal of productivity analysis 44 (2015) 3, pp. 309-320
Persistent link: https://www.econbiz.de/10011578895
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Robust inference in time-varying structural VAR models : the DC-cholesky multivariate stochastic volatility model
Hartwig, Benny - 2020
This paper investigates how the ordering of variables affects properties of the time-varying covariance matrix in the Cholesky multivariate stochastic volatility model. It establishes that systematically different dynamic restrictions are imposed when the ratio of volatilities is time-varying....
Persistent link: https://www.econbiz.de/10012424283
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Urn model-based adaptive multi-arm clinical trials : a stochastic approximation approach
Laruelle, Sophie; Pagès, Gilles - In: Econophysics of agent-based models, (pp. 45-59). 2014
Persistent link: https://www.econbiz.de/10011281730
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Online stochastic optimization of radiotherapy patient scheduling
Legrain, Antoine; Fortin, Marie-Andrée; Lahrichi, Nadia; … - In: Health care management science 18 (2015) 2, pp. 110-123
Persistent link: https://www.econbiz.de/10011287020
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Scalarization methods in multiobjective optimization, robustness, risk theory and finance
Khan, Akhtar A.; Köbis, Elisabeth; Tammer, Christiane - In: Multiple criteria decision making in finance, insurance …, (pp. 135-157). 2015
Persistent link: https://www.econbiz.de/10011374139
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A stochastic optimization model for shift scheduling in emergency departments
EL-Rifai, Omar; Garaix, Thierry; Augusto, Vincent; Xie, … - In: Health care management science 18 (2015) 3, pp. 289-302
Persistent link: https://www.econbiz.de/10011341706
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Multi-horizon stochastic programming
Kaut, Michal; Midthun, Kjetil T.; Werner, Adrian S.; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 179-193
Persistent link: https://www.econbiz.de/10010251203
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Optimization of a linear function over the set of stochastic efficient solutions
Djamal, Chaabane; Fatma, Mebrek - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 157-178
Persistent link: https://www.econbiz.de/10010251204
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Capacity expansion and forward contracting in a duopolistic power sector
Chin, Dorea; Siddiqui, Afzal S. - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 57-86
Persistent link: https://www.econbiz.de/10010251210
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Energy efficiency and risk management in public buildings : strategic model for robust planning
Cano, Emilio L.; Moguerza, Javier M.; Ermol'eva, Tatiana Y. - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 25-44
Persistent link: https://www.econbiz.de/10010251214