Search Results - subject:"Linear complementarity"

On sufficient properties of sufficient matrices

Povh, Janez; Žerovnik, Janez - In: Central European journal of operations research 29 (2021) 3, pp. 809-822

Persistent link: https://www.econbiz.de/10012587703

Stability of the linear complementarity problem properties under interval uncertainty

Hladík, Milan - In: Central European journal of operations research 29 (2021) 3, pp. 875-889

Persistent link: https://www.econbiz.de/10012587721

Pricing American drawdown options under Markov models

Zhang, Xiang; Li, Lingfei; Zhang, Gongqiu - In: European journal of operational research : EJOR 293 (2021) 3, pp. 1188-1205

Persistent link: https://www.econbiz.de/10012533822

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