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Two-stage stochastic linear programming is a classical model in operations research. The usual approach to this model requires detailed information on distribution of the random variables involved. In this paper, we only assume the availability of the first and second moments information of the...
Persistent link: https://www.econbiz.de/10010709943
We propose a modified alternating direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, therefore requires much less computational effort per iteration than the second-order approaches such as the interior...
Persistent link: https://www.econbiz.de/10008865383
A field experiment in Yokohama (Japan) revealed that a macroscopic fundamental diagram (MFD) linking space-mean flow, density and speed exists on a large urban area. It was observed that when the highly scattered plots of flow vs. density from individual fixed detectors were aggregated the...
Persistent link: https://www.econbiz.de/10008868443
A forward intensity model for the prediction of corporate defaults over different future periods is proposed. Maximum pseudo-likelihood analysis is then conducted on a large sample of the US industrial and financial firms spanning the period 1991–2011 on a monthly basis. Several commonly used...
Persistent link: https://www.econbiz.de/10011052308
Based on concept and theory of Development Power [1], this paper analyzes the transferability and the diffusibility of industrial development power, points out that the chaos is the extreme of DP releasing and order is the highest degree of DP accumulating, puts forward A-C strength, the index...
Persistent link: https://www.econbiz.de/10005561105
We study a game model of multi-leader and one-follower in supply chain optimization where n suppliers compete to provide a single product for a manufacturer. We regard the selling price of each supplier as a pre-determined parameter and consider the case that suppliers compete on the basis of...
Persistent link: https://www.econbiz.de/10010896438
Case-based reasoning (CBR) is a very effective and easily understandable method for solving real-world problems. Business failure prediction (BFP) is a forecasting tool that helps people make more precise decisions. CBR-based BFP is a hot topic in today's global financial crisis. Case...
Persistent link: https://www.econbiz.de/10008455438
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