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  • Search: subject:"Linear Complementarity Problem"
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Year of publication
Subject
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Linear complementarity problem 22 Mathematical programming 19 Mathematische Optimierung 19 Theorie 16 Theory 16 linear complementarity problem 15 occasionally binding constraints 8 zero lower bound 8 Low-interest-rate policy 7 Niedrigzinspolitik 6 DSGE 5 Neoclassical synthesis 5 Neoklassische Synthese 5 Option pricing theory 5 Optionspreistheorie 5 existence 5 price targeting 5 uniqueness 5 Algorithm 4 Algorithmus 4 DSGE model 4 Game theory 4 Rational expectations 4 Rationale Erwartung 4 Schock 4 Shock 4 Spieltheorie 4 American option pricing 3 DSGE-Modell 3 Equilibrium model 3 Gleichgewichtsmodell 3 Inflation 3 Linear Complementarity Problem 3 Macroeconomic model 3 Makroökonomisches Modell 3 Optimal stopping 3 Option trading 3 Optionsgeschäft 3 Stochastic process 3 Stochastischer Prozess 3
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Online availability
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Undetermined 33 Free 14
Type of publication
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Article 36 Book / Working Paper 15
Type of publication (narrower categories)
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Article in journal 18 Aufsatz in Zeitschrift 18 Graue Literatur 7 Non-commercial literature 7 Preprint 2 Working Paper 2 Arbeitspapier 1 research-article 1
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Language
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English 30 Undetermined 21
Author
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Holden, Tom D. 8 Das, A. K. 3 Dubey, Dipti 2 Dutta, A. 2 Fukushima, Masao 2 Hessing, Jean-Claude 2 Lange, Rutger-Jan 2 Muroi, Yoshifumi 2 Neogy, S. K. 2 Ralph, Daniel 2 Sturm, J.F. 2 Yamada, Takashi 2 ABBASI, MASUMEH 1 Adelgren, Nathan 1 BIDARD, Christian 1 Bhuruth, Muddun 1 Bidard, Christian 1 Chiang, Y. 1 Cho, Gyeong-Mi 1 Cho, You-Young 1 Coonjobeharry, Radha Krishn 1 Cottle, Richard 1 Dang, Chuangyin 1 Darvay, Zsolt 1 Deepmala 1 Dussault, Jean-Pierre 1 Dutta, Aritra 1 EFFATI, SOHRAB 1 Eberhardt, Bernd 1 El Kahoui, M’hammed 1 Erreygers, Guido 1 Frappier, Mathieu 1 GHOMASHI, ABBAS 1 Ghorui, Debasish 1 Gilbert, Jean Charles 1 Haentjens, Tinne 1 Hamatani, Kenji 1 Hintermüller, M. 1 Hout, Karel J. in 't 1 Hu, Ming 1
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Institution
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Department of Economics, University of Waterloo 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Society for Computational Economics - SCE 1
Published in...
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Computational Optimization and Applications 5 Journal of Global Optimization 4 European journal of operational research : EJOR 3 Opsearch : journal of the Operational Research Society of India 3 Asia-Pacific Journal of Operational Research (APJOR) 2 Operations research letters 2 Applied mathematical finance 1 Asia-Pacific Financial Markets 1 Central European journal of operations research 1 Computational economics 1 Computing in Economics and Finance 2006 1 Discussion paper / Tinbergen Institute 1 Dynamic games and applications : DGA 1 EURO journal on computational optimization 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 EconomiX Working Papers 1 International Game Theory Review (IGTR) 1 International Journal of Energy Sector Management 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International game theory review 1 International game theory review : IGTR 1 International journal of theoretical and applied finance 1 Journal of Economics 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Networks and Spatial Economics 1 Operational research : an international journal 1 Tinbergen Institute Discussion Paper 1 Working Papers / Department of Economics, University of Waterloo 1
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Source
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ECONIS (ZBW) 25 RePEc 22 EconStor 3 Other ZBW resources 1
Showing 31 - 40 of 51
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On fully semimonotone matrices
Murthy, G. S. R.; Parthasarathy, Thiruvenkatachari; … - In: International game theory review 15 (2013) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10010255120
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A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS
WANG, G. Q. - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 02, pp. 1250015-1
In this paper, we present a new polynomial interior-point algorithm for the monotone linear complementarity problem …
Persistent link: https://www.econbiz.de/10011010826
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Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
Hu, Ming; Fukushima, Masao - In: Computational Optimization and Applications 52 (2012) 2, pp. 415-437
Persistent link: https://www.econbiz.de/10010558262
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Characterizations for solidness of dual cones with applications
Chiang, Y. - In: Journal of Global Optimization 52 (2012) 1, pp. 79-94
Persistent link: https://www.econbiz.de/10009399894
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Electricity market equilibrium of thermal and wind generating plants in emission trading environment
Xun, Binbin; Wen, Fushuan; Tong, Shulin - In: International Journal of Energy Sector Management 5 (2011) 3, pp. 416-435
clearing and consistency conditions, a mixed linear complementarity problem could be established. Findings – Simulation results …
Persistent link: https://www.econbiz.de/10014773524
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A NOVEL RECURRENT NEURAL NETWORK FOR SOLVING MLCPs AND ITS APPLICATION TO LINEAR AND QUADRATIC PROGRAMMING PROBLEMS
EFFATI, SOHRAB; GHOMASHI, ABBAS; ABBASI, MASUMEH - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 04, pp. 523-541
In this paper, we present a recurrent neural network for solving mixed linear complementarity problems (MLCPs) with positive semi-definite matrices. The proposed neural network is derived based on an NCP function and has a low complexity respect to the other existing models. In theoretical and...
Persistent link: https://www.econbiz.de/10009194098
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Pricing American options with uncertain volatility through stochastic linear complementarity models
Hamatani, Kenji; Fukushima, Masao - In: Computational Optimization and Applications 50 (2011) 2, pp. 263-286
Persistent link: https://www.econbiz.de/10009325268
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An interior-point path-following algorithm for computing a Leontief economy equilibrium
Dang, Chuangyin; Ye, Yinyu; Zhu, Zhisu - In: Computational Optimization and Applications 50 (2011) 2, pp. 223-236
Persistent link: https://www.econbiz.de/10009325269
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The column-sufficiency and row-sufficiency of the linear transformation on Hilbert spaces
Miao, Xin-He; Huang, Zheng-Hai - In: Journal of Global Optimization 49 (2011) 1, pp. 109-123
Persistent link: https://www.econbiz.de/10008775644
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"Real options in harvesting decision on publicly owned forest lands"
Insley, Margaret; Rollins, Kimberly - Department of Economics, University of Waterloo - 2002
This paper extends the literature on optimal tree harvesting assuming stochastic prices. With volatile prices, the value of a stand of trees is increased when harvesting dates are flexible, depending on wood volume and product prices of the day. Flexibility adds value because a forest owner can...
Persistent link: https://www.econbiz.de/10005225383
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