Search Results - subject:"Kantorovich"

Simple continuity inequalities for ruin probability in the classical risk model

Gordienko, Evgueni; Vázquez-Ortega, Patricia - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 801-814

Persistent link: https://www.econbiz.de/10011670008

Comment on "Constrained optimization approaches to estimation of structural models"

Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 365-370

Persistent link: https://www.econbiz.de/10011552255

Model-independent superhedging under portfolio constraints

Fahim, Arash; Huang, Yu-Jui - In: Finance and stochastics 20 (2016) 1, pp. 51-81

Persistent link: https://www.econbiz.de/10011459952

Sensitivity Analysis of SAR Estimators: A Simulation Study

Liu, Shuangzhe; Polasek, Wolfgang; Sellner, Richard - Rimini Centre for Economic Analysis (RCEA) - 2010

of the covariance structure of the least squares estimators and we make efficiency comparisons using Kantorovich …

Persistent link: https://www.econbiz.de/10008483766

L. V. Kantorovich: the price implications of optimal planning

Gardner, Roy J. - In: Journal of economic literature 28 (1990) 2, pp. 638-648

Persistent link: https://www.econbiz.de/10001091386

L. V. Kantorovich - an obituary : (1912 - 1986)

In: Matekon : translations of Russian & East European … 23 (1987) 3, pp. 84-93

Persistent link: https://www.econbiz.de/10001030707

On the semilocal convergence behavior for Halley’s method

Ling, Yonghui; Xu, Xiubin - In: Computational Optimization and Applications 58 (2014) 3, pp. 597-618

cases about the convergence results based on the premises of Kantorovich and Smale types. Copyright Springer Science …

Persistent link: https://www.econbiz.de/10010896554

Exclusion regions for optimization problems

Schichl, Hermann; Markót, Mihály; Neumaier, Arnold - In: Journal of Global Optimization 59 (2014) 2, pp. 569-595

Branch and bound methods for finding all solutions of a global optimization problem in a box frequently have the difficulty that subboxes containing no solution cannot be easily eliminated if they are close to the global minimum. This has the effect that near each global minimum, and in the...

Persistent link: https://www.econbiz.de/10010994111

A note on Monge–Kantorovich problem

Feng, Pengbin; Peng, Xuhui - In: Statistics & Probability Letters 84 (2014) C, pp. 204-211

Shen and Zheng (2010) and Xu and Yan (2013) considered the Monge–Kantorovich problem in the plane and proved that the …

Persistent link: https://www.econbiz.de/10010718808

Robustifying convex risk measures for linear portfolios : a nonparametric approach

Wozabal, David - In: Operations research 62 (2014) 6, pp. 1302-1315

Persistent link: https://www.econbiz.de/10010471862