Search Results - subject:"Approximations"

Did you mean: subject:"approximation" (24,346 results)

Approximations and inference for envelopment estimators of production frontiers

Daraio, Cinzia; Simar, Léopold - In: Journal of productivity analysis : an official journal … 62 (2024) 2, pp. 197-215

Persistent link: https://www.econbiz.de/10015123161

Nash equilibria as limits of equilibria of nearby finite games

Dilmé, Francesc - 2026

We study finite-player normal-form games with compact metric action spaces and bounded measurable payoffs. Our main theorem shows that every Nash equilibrium of such a game can be recovered as the limit, in the product weak topology, of Nash equilibria of finite games obtained by discretizing...

Persistent link: https://www.econbiz.de/10015625619

Multi-agent natural actor-critic reinforcement learning algorithms

Trivedi, Prashant; Hemachandra, Nandyala - In: Dynamic games and applications : DGA 13 (2023) 1, pp. 25-55

Persistent link: https://www.econbiz.de/10014225774

Expansion of bi-modal express transit networks : a hybrid optimization approach

Mahmoudi, Reza; Saidi, Saeid; Wirasinghe, Chan - In: Transportation research : an international journal 202 (2025), pp. 1-30

Persistent link: https://www.econbiz.de/10015451838

It's all in the mix : technology choice between driverless and human-driven vehicles in sharing systems

Martin, Layla; Minner, Stefan; Pavone, Marco; Schiffer, … - In: European journal of operational research : EJOR 324 (2025) 3, pp. 969-980

Persistent link: https://www.econbiz.de/10015433186

Finite approximations of the Sion-Wolfe game

Aspect, Leopold; Ewerhart, Christian - 2025 - Revised version, May 2025

analyze finite-grid approximations of the Sion-Wolfe game. We find that, as the number of grid points tends to infinity and … the payoff function approaches that of the infinite game, the limiting value of finite approximations may lie within, on …-person zero-sum games, when using finite approximations for the analysis of infinite games. …

Persistent link: https://www.econbiz.de/10015403489

Interest rate sensitivity of callable bonds and higher-order approximations

Dow, Scott S.; Orfanos, Stefanos C. - In: Risks : open access journal 13 (2025) 4, pp. 1-24

Certain fixed-income securities, such as callable bonds and mortgage-backed securities subject to prepayment, typically exhibit negative convexity at low yields and cannot be adequately immunized through duration and convexity-matching alone. To address this residual risk, we examine the...

Persistent link: https://www.econbiz.de/10015408396

Bayesian inference for long memory stochastic volatility models

Chaim, Pedro; Laurini, Márcio Poletti - In: Econometrics : open access journal 12 (2024) 4, pp. 1-28

We explore the application of integrated nested Laplace approximations for the Bayesian estimation of stochastic …

Persistent link: https://www.econbiz.de/10015272743

Finite approximations of the Sion-Wolfe game

Aspect, Leopold; Ewerhart, Christian - 2025

Persistent link: https://www.econbiz.de/10015433505

Efficient option pricing in the rough Heston model using weak simulation schemes

Bayer, Christian - In: Quantitative finance 24 (2024) 9, pp. 1247-1261

Persistent link: https://www.econbiz.de/10015196883