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Projecting lattice polytopes without interior lattice points

Nill, Benjamin; Ziegler, Günter M. - In: Mathematics of operations research 36 (2011) 3, pp. 462-467

Persistent link: https://www.econbiz.de/10009300410

Intuitive Mathematical Economics Series. Constrained Maximization and the Method of Lagrange Multipliers

Pernice, Sergio - 2019

A fundamental assumption in most of economic modeling is that people maximize their utility subject to a budget constraint. This, as well as many other economic problems, mathematically translate into problems of maximization with constraints. A powerful and widely used method to tackle some of...

Persistent link: https://www.econbiz.de/10012892955

A Mathematical Analysis of Technical Analysis

Lorig, Matthew - 2019

In this paper, we investigate trading strategies based on exponential moving averages (ExpMAs) of an underlying risky asset. We study both logarithmic utility maximization and long-term growth rate maximization problems and find closed-form solutions when the drift of the underlying is modeled...

Persistent link: https://www.econbiz.de/10012867719

Some Mathematical Aspects of Price Optimisation

Hashorva, Enkelejd - 2017

Calculation of an optimal tariff is a principal challenge for pricing actuaries. In this contribution we are concerned with the renewal insurance business discussing various mathematical aspects of calculation of an optimal renewal tariff. Our motivation comes from two important actuarial tasks,...

Persistent link: https://www.econbiz.de/10012969297

Optimal Rates from Eigenvalues

Carr, Peter - 2017

A financial portfolio typically pays dividend based on its value. We show that there is a unique portfolio that pays the maximum dividend rate while remaining solvent, under appropriate assumptions. We also give a characterization of both the portfolio and the optimal dividend rate

Persistent link: https://www.econbiz.de/10012971822

Transcendental Analysis of Mathematics : The Transcendental Constructivism (Pragmatism) as the Program of Foundation of Mathematics

Katrechko, Sergey - 2015

article is devoted to Kant's theory of the construction of mathematical concepts and his understanding (substantiation) of … mathematics as cognition "through construction of concepts in intuition" [KrV, B 752] (see also: "to construct a concept means to … exhibit a priori the intuition corresponding to it"; [KrV, В 741]). Unlike the natural sciences the mathematics is an abstract …

Persistent link: https://www.econbiz.de/10013013403

Optimal Soaring via Hamilton-Jacobi-Bellman Equations

Almgren, Robert - 2014

Competition glider flying is a game of stochastic optimization, in which mathematics and quantitative strategies have …

Persistent link: https://www.econbiz.de/10013058378

Optimal Automatic Stabilizers

McKay, Alisdair - 2016

Should the generosity of unemployment benefits and the progressivity of income taxes depend on the presence of business cycles? This paper proposes a tractable model where there is a role for social insurance against uninsurable shocks to income and unemployment, as well as inefficient business...

Persistent link: https://www.econbiz.de/10012988499

Exact facetial odd-cycle separation for maximum cut and binary quadratic optimization

Jünger, Michael; Mallach, Sven - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1419-1430

Persistent link: https://www.econbiz.de/10012796926

Special issue: computational discrete optimization

Koster, Arie M.C.A. (ed.); Thielen, Clemens (ed.) - 2020

Persistent link: https://www.econbiz.de/10012804325