Recursive Approximation of the High Dimensional max Function

An alternative smoothing method for the high dimensional max function has been studied. The proposed method is a recursive extension of the two dimensional smoothing functions. In order to analyze the proposed method, a theoretical framework related to smoothing methods has been discussed. Moreover, we support our discussion by considering some application areas. This is followed by a comparison with an alternative well-known smoothing method.

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Year of publication:	2003-01-21
Authors:	Birbil, S.I. ; Fang, S-C. ; Frenk, J.B.G. ; Zhang, S.
Institutions:	Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
Subject:	smoothing methods \| n dimensional max function \| recursive approximation \| vertical linear complementarity (VLCP)

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Extent:	application/pdf
Series:	Research Paper. - ISSN 1566-5283.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureri Number ERS-2003-003-LIS
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005288734