Search Results - subject:"Fractional programming"

Taking a shower in youth hostels : risks and delights of heterogeneity

Matzke, Christina (contributor); Challet, Damien (contributor) - 2008

Tuning one's shower in some hotels may turn into a challenging coordination game with imperfect information. The temperature sensitivity increases with the number of agents, making the problem possibly unlearnable. Because there is in practice a finite number of possible tap positions, identical...

Persistent link: https://www.econbiz.de/10003612880

Computational complexity in additive hedonic games

Dimitrov, Dinko; Sung, Shao Chin - 2008

We investigate the computational complexity of several decision problems in hedonic coalition formation games and demonstrate that attaining stability in such games remains NP-hard even when they are additive. Precisely, we prove that when either core stability or strict core stability is under...

Persistent link: https://www.econbiz.de/10008799165

Combinatorial Integer Labeling Thorems on Finite Sets With an Application to Discrete Systems of Nonlinear Equations

van der Laan, Gerard - 2008

Tucker's well-known combinatorial lemma states that for any given symmetric triangulation of the n-dimensional unit cube and for any integer labeling that assigns to each vertex of the triangulation a label from the set {+/-1,+/-2,...,+/-n} with the property that antipodal vertices on the...

Persistent link: https://www.econbiz.de/10012726145

Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income

Gil-Alaña, L A - 2008

The seasonal structure of quarterly UK and Japanese consumption and income is examined by means of fractionally-based tests proposed by Robinson (1994). These series were analysed from an autoregressive unit root viewpoint by Hylleberg, Engle, Granger and Yoo (HEGY, 1990) and Hylleberg, Engle,...

Persistent link: https://www.econbiz.de/10012771049

Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics

Linton, Oliver - 2008

We stablish the validity of higher order asymptotic expansions to the distribution of a version of the nonlinear semiparametric instrumental variable considered in Newey (1990) as well as to the distribution of a Wald statistic derived from it. We emply local polynomial smoothing with variable...

Persistent link: https://www.econbiz.de/10012771051

Mixed integer (0–1) fractional programming for decision support in paper production industry

Claassen, G.D.H. - In: Omega 43 (2014) C, pp. 21-29

solving a more general class of mixed integer (0–1) fractional programming problems. …This paper presents an effective and efficient method for solving a special class of mixed integer fractional … programming (FP) problems. We take a classical reformulation approach for continuous FP as a starting point and extend it for …

Persistent link: https://www.econbiz.de/10010870973

Planning of regional energy systems: An inexact mixed-integer fractional programming model

Zhu, H.; Huang, W.W.; Huang, G.H. - In: Applied Energy 113 (2014) C, pp. 500-514

sustainable energy system management under uncertainty. Based on a hybrid of interval-parameter programming (IPP), fractional … programming (FP) and mixed integer linear programming (MILP) techniques, IMIF-EP can systematically reflect various complexities …

Persistent link: https://www.econbiz.de/10010718867

Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment Under Limited Resources

Riedel, Frank - 2014

In this paper we study a continuous time, optimal stochastic investment problem under limited resources in a market with $N$ firms. The investment processes are subject to a time-dependent stochastic constraint. Rather than using a dynamic programming approach, we exploit the concavity of the...

Persistent link: https://www.econbiz.de/10013059121

Convex optimisation for aggregate production planning

Bushuev, Maxim - In: International journal of production research 52 (2014) 4, pp. 1050-1058

Persistent link: https://www.econbiz.de/10010256314

Mixed integer (0–1) fractional programming for decision support in paper production industry

Claassen, G. D. H. - In: Omega : the international journal of management science 43 (2014), pp. 21-29

Persistent link: https://www.econbiz.de/10010238219