Search Results - subject:"Linear Programming"

Optimal Partnership Contracts : Foundation and Duality

heng, arrison - 2005

We use the duality in linear programming to solve the problem of optimal contracts with moral hazards. We show the …

Persistent link: https://www.econbiz.de/10014028447

Optimal investments for risk- and ambiguity-averse preferences : a duality approach

Schied, Alexander (contributor) - 2005

Ambiguity, also called Knightian or model uncertainty, is a key feature in financial modeling. A recent paper by Maccheroni et al. (2004) characterizes investor preferences under aversion against both risk and ambiguity. Their result shows that these preferences can be numerically represented in...

Persistent link: https://www.econbiz.de/10003324046

Linear parametric sensitivity analysis of the constraint coefficient matrix in linear programs

Zuidwijk, Rob (contributor) - 2005

such as the optimal basis in linear programming are not changed. Linear one-parameter perturbations of the objective …. Free Keywords Linear parametric programming, Linear programming, Sensitivity analysis, Rational matrix function … optimal basis in linear programming are not changed. Linear one-parameter per- turbations of the objective function or of the …

Persistent link: https://www.econbiz.de/10003153257

Non-linear anonymous pricing in combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2005

computationally a heuristic can be used which essentially requires us to solve a sequence of linear programming relaxations of a new …

Persistent link: https://www.econbiz.de/10011724100

Lineare Systeme in der Wirtschaft : Lineare Algebra, Lineare Optimierung

Larek, Emil - 2012 - 7., überarb. Ausg.

Persistent link: https://www.econbiz.de/10009499038

A fuzzy AHP based integer linear programming model for the multi‐criteria transshipment problem

He, Ting; Ho, William; Lee Ka Man, Carman; Xu, Xiaofei - In: The International Journal of Logistics Management 23 (2012) 1, pp. 159-179

environments. Design/methodology/approach – This paper proposes a fuzzy‐based integer linear programming model, based on the …

Persistent link: https://www.econbiz.de/10014780741

Linear approximation approach for a stochastic seat allocation problem with cancellation & refund policy in airlines

Yoon, Moon Gil; Lee, Hwi Young; Song, Yoon Sook - In: Journal of Air Transport Management 23 (2012) C, pp. 41-46

and airlinesâ€™ refund policy. Our problem can be modeled as a probabilistic non-linear programming model, which is … functions, we can formulate the complex probabilistic non-linear programming model as a simple Integer Linear Programming model …

Persistent link: https://www.econbiz.de/10011162633

TEACHING SUPPLY CHAIN MANAGEMENT STUDENTS ABOUT USING ACTUAL MOTOR CARRIER FREIGHT RATES IN PURCHASE LOTSIZING MODELS

Godfrey, Michael; Manikas, Andrew - In: Business Education and Accreditation 4 (2012) 2, pp. 49-59

In this paper, we analyze a purchase lot-sizing decision that includes transport cost using actual motor carrier freight rates. Lot-sizing models in the literature either estimate motor carrier freight rates with a continuous function or simplify less-than-truckload freight rates unrealistically...

Persistent link: https://www.econbiz.de/10011205994

Optimal control of a residential microgrid

Kriett, Phillip Oliver; Salani, Matteo - In: Energy 42 (2012) 1, pp. 321-330

We propose a generic mixed integer linear programming model to minimize the operating cost of a residential microgrid …

Persistent link: https://www.econbiz.de/10010807529

Designing time-of-use program based on stochastic security constrained unit commitment considering reliability index

Nikzad, Mehdi; Mozafari, Babak; Bashirvand, Mahdi; … - In: Energy 41 (2012) 1, pp. 541-548

Recently in electricity markets, a massive focus has been made on setting up opportunities for participating demand side. Such opportunities, also known as demand response (DR) options, are triggered by either a grid reliability problem or high electricity prices. Two important challenges that...

Persistent link: https://www.econbiz.de/10010807722