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  • Search: subject:"Discretization"
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Year of publication
Subject
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Theorie 16 Theory 15 Discretization 11 discretization 11 Mathematical programming 7 Mathematische Optimierung 7 Stochastischer Prozess 5 Adaptive discretization 4 G-expectation 4 Semi-infinite optimization 4 Stochastic process 4 Volatility uncertainty 4 Forecasting model 3 Hyperfinite discretization 3 Lifting theorem 3 Markov chain 3 Optionspreistheorie 3 Prognoseverfahren 3 Robinsonian Nonstandard analysis 3 Time series analysis 3 Volatilität 3 Zeitreihenanalyse 3 dynamic discretization discovery 3 fiscal policy 3 moment matching 3 non-linear stochastic dynamic models state space discretization 3 numerical methods 3 stochastic growth model 3 synchronization 3 vector autoregressive processes 3 Algorithm 2 Algorithmus 2 Analytical center 2 Bilevel optimization 2 Binarization 2 Chance constraints 2 Class imbalance 2 Classification 2 Coordinate transformation 2 Cutting plane method 2
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Online availability
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Free 59 CC license 3
Type of publication
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Book / Working Paper 35 Article 24
Type of publication (narrower categories)
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Working Paper 12 Article in journal 11 Aufsatz in Zeitschrift 11 Article 10 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Hochschulschrift 1
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Language
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English 38 Undetermined 21
Author
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Fadina, Tolulope 4 Herzberg, Frederik 4 Lkhagvasuren, Damba 4 Schwientek, Jan 4 Wu, S. 4 Crainic, Teodor Gabriel 3 Escobar-Vargas, David 3 Beach, Benjamin 2 Berthold, Holger 2 Birbil, Birbil, S.I. 2 Birbil, S.I. 2 Branger, Nicole 2 Burlacu, Robert 2 Bärmann, Andreas 2 Dimitrov, Nedialko B. 2 Djelassi, Hatim 2 Fang, S.-C. 2 Farmer, Leland E. 2 Garcin, Matthieu 2 Gospodinov, Nikolay 2 Guegan, Dominique 2 Hager, Lukas 2 Haque, Naheena 2 Heitsch, Holger 2 Henrion, René 2 Hildebrand, Robert 2 Jishan, Syed 2 Jungen, Daniel 2 Küfer, Karl-Heinz 2 Mickel, Annalena 2 Mitsos, Alexander 2 Neuenkirch, Andreas 2 Rahman, Rashedur M. 2 Rashu, Raisul 2 Sawangarreerak, Siriporn 2 Schlag, Christian 2 Seidel, Tobias 2 Thanathamathee, Putthiporn 2 Woodruff, Joshua 2 Ahdida, Abdelkoddousse 1
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Institution
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HAL 4 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 East Asian Bureau of Economic Research (EABER) 1 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. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Erasmus University Rotterdam, Econometric Institute 1 Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Federal Reserve Bank of Atlanta 1 School of Economics and Management, University of Aarhus 1 Tilburg University, Center for Economic Research 1
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Published in...
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CIRRELT 3 Mathematical Methods of Operations Research 3 Mathematical methods of operations research : ZOR 3 Post-Print / HAL 3 CIRANO Working Papers 2 Computational Optimization and Applications 2 Decision Analytics 2 MPRA Paper 2 Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 2 ASTIN BULLETIN ; Vol. 30 - No. 2 - 2000, 309-331 1 Asian Agricultural Research 1 CARF working paper 1 CORE Discussion Papers 1 CREATES Research Papers 1 Casualty Actuarial Society - Publications 1 Center for Mathematical Economics Working Papers 1 Computers & operations research : an international journal 1 Departmental Working Papers of Economics - University 'Roma Tre' 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ERIM Report Series Research in Management 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 European journal of operational research : EJOR 1 Finance Working Papers 1 Journal of Asian Scientific Research 1 Journal of Open Innovation: Technology, Market, and Complexity 1 Journal of open innovation : technology, market, and complexity 1 Les cahiers du GERAD 1 Operations Research Perspectives 1 Operations research forum 1 Operations research perspectives 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Research Paper / 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. 1 Risks 1 Risks : open access journal 1 Working Paper 1 Working Paper / Federal Reserve Bank of Atlanta 1 Working Paper Series: Finance & Accounting 1
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Source
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RePEc 24 ECONIS (ZBW) 21 EconStor 13 USB Cologne (business full texts) 1
Showing 1 - 10 of 59
Cover Image
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I
Beach, Benjamin; Burlacu, Robert; Bärmann, Andreas; … - In: Computational Optimization and Applications 87 (2024) 3, pp. 835-891
We study mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We present MIP relaxation methods for non-convex continuous variable products. In this paper, we consider MIP relaxations based on...
Persistent link: https://www.econbiz.de/10015361670
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Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part II
Beach, Benjamin; Burlacu, Robert; Bärmann, Andreas; … - In: Computational Optimization and Applications 87 (2024) 3, pp. 893-934
disaggregation technique (NMDT), applying a sophisticated discretization to both variables. We refer to this approach as doubly …
Persistent link: https://www.econbiz.de/10015361673
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A MaxSAT approach for solving a new Dynamic Discretization Discovery model for train rescheduling problems
Croella, Anna Livia; Luteberget, Bjørnar; Mannino, Carlo; … - In: Computers & operations research : an international journal 167 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014566861
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Branch-and-price
Desrosiers, Jacques; Lübbecke, Marco; Desaulniers, Guy; … - 2024
Persistent link: https://www.econbiz.de/10014575817
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On solving close enough orienteering problems with overlapped neighborhoods
Qian, Qiuchen; Wang, Yanran; Boyle, David - In: European journal of operational research : EJOR 318 (2024) 2, pp. 369-387
Persistent link: https://www.econbiz.de/10015047906
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Multi-attribute two-echelon location routing : formulation and dynamic discretization discovery approach
Escobar-Vargas, David; Crainic, Teodor Gabriel - 2023
Persistent link: https://www.econbiz.de/10014383817
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Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables
Jungen, Daniel; Djelassi, Hatim; Mitsos, Alexander - In: Mathematical Methods of Operations Research 96 (2022) 1, pp. 83-112
The proof of convergence of adaptive discretization-based algorithms for semi-infinite programs (SIPs) usually relies … show that indeed convergence problems can arise when discretization-based algorithms are applied to SIPs with unbounded … variables. To mitigate these convergence problems, we first examine the underlying assumptions of adaptive discretization …
Persistent link: https://www.econbiz.de/10015194313
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Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022
Persistent link: https://www.econbiz.de/10013263291
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Multi-attribute two-echelon location routing : formulation and dynamic discretization discovery approach
Escobar-Vargas, David; Crainic, Teodor Gabriel - 2022
Persistent link: https://www.econbiz.de/10013471537
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On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
Berthold, Holger; Heitsch, Holger; Henrion, René; … - In: Mathematical methods of operations research : ZOR 96 (2022) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10013454928
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