Showing 3,191 - 3,200 of 3,455
Abstract: Distribution-free bootstrapping of the replicated responses of a given discreteevent simulation model gives bootstrapped Kriging (Gaussian process) metamodels; we require these metamodels to be either convex or monotonic. To illustrate monotonic Kriging, we use an M/M/1 queueing...
Persistent link: https://www.econbiz.de/10011092190
This paper presents a new sequential method for constrained non-linear optimization problems.The principal … problems are common in design optimization, where time consuming function evaluations are carried out by simulation tools (e ….g., FEM, CFD).Classical optimization methods, based on derivatives, are not applicable because often derivative information is …
Persistent link: https://www.econbiz.de/10011092218
Persistent link: https://www.econbiz.de/10011092396
Persistent link: https://www.econbiz.de/10011092494
optimization, especially the robust quadratic matrix inequalities and the robust linear programming models.In the latter …
Persistent link: https://www.econbiz.de/10011092496
using optimization methods. A set of simulations using a linear programming model of budget allocation is presented in the …
Persistent link: https://www.econbiz.de/10011201189
optimization of supply chain. Then we simulate and verify the model in Zinc industry of China. It is proved that our option pricing …
Persistent link: https://www.econbiz.de/10010698176
This study, conducted along the year 2003, was held in the environment of a cement company plant located in the São Paulo State. That industry has used carbon black as predominant energetic source which besides resulting a huge emission of gases (CO and CO2) into the atmosphere, has been more...
Persistent link: https://www.econbiz.de/10008558769
Uncertainty about the riskiness of new financial products was an important factor behind the U.S. credit crisis. We show that a boom-bust cycle in debt, asset prices and consumption characterizes the equilibrium dynamics of a model with a collateral constraint in which agents learn "by...
Persistent link: https://www.econbiz.de/10008560424
This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic asset allocation (SAA) strategies with regard to the government budget, monetary...
Persistent link: https://www.econbiz.de/10008561093