Search Results - subject:"Linear Complementarity Problem"

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2017 - This version: 23 August 2017

We present the first necessary and sufficient conditions for there to be a unique perfect-foresight solution to an otherwise linear dynamic model with occasionally binding constraints, given a fixed terminal condition. We derive further results on the existence of a solution in the presence of...

Persistent link: https://www.econbiz.de/10011717372

Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints

Holden, Tom D. - 2016

We present the first necessary and sufficient conditions for the existence of a unique perfect-foresight solution, returning to a given steady-state, in an otherwise linear model with occasionally binding constraints. We derive further conditions on the existence of a solution in such models,...

Persistent link: https://www.econbiz.de/10011422742

Computation of solutions to dynamic models with occasionally binding constraints

Holden, Tom D. - 2016

We construct the first algorithm for the perfect foresight solution of otherwise linear models with occasionally binding constraints, with fixed terminal conditions, that is guaranteed to return a solution in finite time, if one exists. We also provide a proof of the inescapability of the...

Persistent link: https://www.econbiz.de/10011514628

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2016 - This version: 28 March 2016

We present the first necessary and sufficient conditions for there to be a unique perfect-foresight solution to an otherwise linear dynamic model with occasionally binding constraints, given a fixed terminal condition. We derive further conditions on the existence of a solution in such models....

Persistent link: https://www.econbiz.de/10011452241

Computation of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2016 - This version: 3 April 2016

Persistent link: https://www.econbiz.de/10011452243

Computation of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2016 - This version: 30 July 2016

Persistent link: https://www.econbiz.de/10011518454

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2016 - This version: 30 July 2016

We present the first necessary and sufficient conditions for there to be a unique perfect-foresight solution to an otherwise linear dynamic model with occasionally binding constraints, given a fixed terminal condition. We derive further conditions on the existence of a solution in such models....

Persistent link: https://www.econbiz.de/10011518459

A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem

Dussault, Jean-Pierre; Frappier, Mathieu; Gilbert, Jean … - In: EURO journal on computational optimization 7 (2019) 4, pp. 359-380

Persistent link: https://www.econbiz.de/10012314123

On hidden Z-matrix and interior point algorithm

Jana, R.; Das, A. K.; Dutta, A. - In: Opsearch : journal of the Operational Research Society … 56 (2019) 4, pp. 1108-1116

Persistent link: https://www.econbiz.de/10012126262

Completely mixed strategies for single controller unichain semi-Markov games with undiscounted payoffs

Mondal, Prasenjit - In: Operational research : an international journal 18 (2018) 2, pp. 451-468

Persistent link: https://www.econbiz.de/10011917277