Search Results - subject:"Algorithms."

A Lagrangean Relaxation Algorithm for the Two Duty Period Scheduling Problem

Shepardson, Fred; Marsten, Roy E. - In: Management Science 26 (1980) 3, pp. 274-281

The two duty period scheduling problem is an integer programming problem with 0-1 constraint coefficients. It is recognized that the problem can be reformulated as a one duty period problem with side constraints. Since the one duty period problem can be solved as a minimal cost network flow...

Persistent link: https://www.econbiz.de/10009209165

How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model

Boucekkine, Raouf; Van, Cuong Le; Schubert, Katheline - Society for Computational Economics - SCE

In this paper we prove that every linear model with rational expectations can be transformed by means of an one-to-one mapping into another model which has one of the following properties: i) it is degenerated, ii) it is backward, iii) it has a Blanchard-Kahn form. In addition to some simple...

Persistent link: https://www.econbiz.de/10005537519

Principles of Data Mining

Hand, David J.; Mannila, Heikki; Smyth, Padhraic - The MIT Press

, provides a tutorial overview of the principles underlying data mining algorithms and their application. The presentation … emphasizes intuition rather than rigor. The second section, data mining algorithms, shows how algorithms are constructed to solve … specific problems in a principled manner. The algorithms covered include trees and rules for classification and regression …

Persistent link: https://www.econbiz.de/10004973293

Parallelization and Aggregation of Nested Benders Decomposition

Dempster, M.A.H.; Thompson, R.T. - Judge Business School, University of Cambridge

Dynamic multistage stochastic linear programming has many practical applications for problems whose current decisions have to be made under future uncertainty. There are a variety of methods for solving these problems, including nested Benders decomposition. In this method, recently shown to be...

Persistent link: https://www.econbiz.de/10005634820

EVPI-Based Importance Sampling Solution Procedures for Multistage Stochastic Linear Programmes on Parallel MIMD Architectures

Dempster, M. A. H.; Thompson, R. T. - Judge Business School, University of Cambridge

Multistage stochastic linear programming has many practical applications for problems whose current decisions have to be made under future uncertainty. There are a variety of methods for solving the deterministic equivalent forms of these dynamic problems, including the simplex and interior...

Persistent link: https://www.econbiz.de/10005634822

The Coevolution of Automata in the Repeated Prisoner's Dilemma

Miller, John H. - Department of Social and Decision Sciences, Carnegie …

A model of learning and adaptation is used to analyze the coevolution of strategies in the repeated Prisoner's Dilemma game under both perfect and imperfect reporting. Meta-players submit finite automata strategies and update their choices through an explicit evolutionary process modeled by a...

Persistent link: https://www.econbiz.de/10005793584

MACRO AND MICRO DYNAMICS IN AN ARTIFICIAL SOCIETY: AN AGENT BASED APPROACH

Fent, Thomas - Society for Computational Economics - SCE

This paper deals with artificial agents buying and selling products in a virtual market of goods that may be substituted for each other. On the demand side the market features a homogenous group of agents whose dynamics are determined by three different scenarios. The supply side, on the other...

Persistent link: https://www.econbiz.de/10005345746

The Factor-Portfolios Approach to Asset Management using Genetic Algorithms

Herault, Alejandro Reveiz - Banco de la Republica de Colombia

We present an investment process that: (i) decomposes securities into risk factors; (ii) allows for the construction of portfolios of assets that would selectively expose the manager to desired risk factors; (iii) perform a risk allocation between these portfolios, allowing for tracking error...

Persistent link: https://www.econbiz.de/10005274488

Artificial Markets under a Complexity Perspective

Herault, Alejandro Reveiz - Banco de la Republica de Colombia

, such as genetic algorithms and fuzzy logic, are the basis of the agents’ mental models, which in turn are used for …

Persistent link: https://www.econbiz.de/10005274544

Weighted Assignment Models and Their Application

Ross, G. Terry; Zoltners, Andris A. - In: Management Science 25 (1979) 7, pp. 683-696

This paper defines the components and characteristics of an important class of models called weighted assignment models and identifies these elements in a number of existing and potential applications. The weighted assignment model represents problems with the following characteristics: A set of...

Persistent link: https://www.econbiz.de/10009191278