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Search: subject:"Linear complementarity"
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Mathematical programming
35
Mathematische Optimierung
35
Theorie
29
Theory
29
Linear complementarity problem
22
linear complementarity problem
15
Linear complementarity problems
10
Game theory
8
Spieltheorie
8
occasionally binding constraints
8
zero lower bound
8
Low-interest-rate policy
7
linear complementarity problems
7
Niedrigzinspolitik
6
Option pricing theory
6
Optionspreistheorie
6
Algorithm
5
Algorithmus
5
DSGE
5
Neoclassical synthesis
5
Neoklassische Synthese
5
existence
5
price targeting
5
uniqueness
5
DSGE model
4
Equilibrium model
4
Gleichgewichtsmodell
4
Newton method
4
Option trading
4
Optionsgeschäft
4
Rational expectations
4
Rationale Erwartung
4
Schock
4
Shock
4
Stochastic process
4
Stochastischer Prozess
4
American option pricing
3
DSGE-Modell
3
Finite termination
3
Inflation
3
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Undetermined
57
Free
30
CC license
1
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Article
68
Book / Working Paper
26
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Article in journal
38
Aufsatz in Zeitschrift
38
Graue Literatur
7
Non-commercial literature
7
Article
3
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2
Working Paper
2
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1
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1
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English
54
Undetermined
40
Author
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Holden, Tom D.
8
Schmidt, Martin
6
Birbil, Birbil, S.I.
4
Han, J.
4
Birbil, S.I.
3
Das, A. K.
3
Fang, Fang, S-C.
3
Gabriel, Steven A.
3
Krebs, Vanessa
3
Anjos, Miguel F.
2
Baltensperger, Tobias
2
Diedrich, Martin
2
Djeumou Fomeni, Franklin
2
Du, Bo
2
Dubey, Dipti
2
Dutta, A.
2
Fang, S-C.
2
Fang, S.-C.
2
Frenk, Frenk, J.B.G.
2
Fukushima, Masao
2
Füchslin, Rudolf Marcel
2
Hessing, Jean-Claude
2
Krütli, Pius
2
Kulkarni, Ankur A.
2
Lange, Rutger-Jan
2
Lygeros, John
2
Muroi, Yoshifumi
2
Murthy, G. S. R.
2
Müller, Michael
2
Neogy, S. K.
2
Pang, Jong-Shi
2
Ralph, Daniel
2
Roos, K.
2
Serafini, Paolo
2
Sturm, J.F.
2
Terlaky, T.
2
Yamada, Takashi
2
Zhang, Zhang, S.
2
ABBASI, MASUMEH
1
Achache, Mohamed
1
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Institution
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
Erasmus University Rotterdam, Econometric Institute
3
Centre for Economic Research, School of Economics and Management Studies
2
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
Department of Economics, University of Waterloo
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Society for Computational Economics - SCE
1
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Computational Optimization and Applications
6
European journal of operational research : EJOR
5
Journal of Global Optimization
5
Econometric Institute Research Papers
4
Econometric Institute Report
3
Opsearch : journal of the Operational Research Society of India
3
Asia-Pacific Journal of Operational Research (APJOR)
2
Central European journal of operations research
2
ERIM Report Series Research in Management
2
International transactions in operational research : a journal of the International Federation of Operational Research Societies
2
Journal of mathematical economics
2
Journal of the Operational Research Society
2
Keele Department of Economics Discussion Papers (1995-2001)
2
Mathematics of operations research
2
Operations research letters
2
Optimization Letters
2
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
2
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Computational economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
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
EconomiX Working Papers
1
Energy
1
Energy economics
1
European Transport \ Trasporti Europei
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International Game Theory Review (IGTR)
1
International Journal of Energy Sector Management
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International Transactions in Operational Research
1
International game theory review
1
International game theory review : IGTR
1
International journal of theoretical and applied finance
1
Journal of Economics
1
Journal of econometrics
1
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ECONIS (ZBW)
46
RePEc
41
EconStor
6
Other ZBW resources
1
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1
On the relation between affinely adjustable robust
linear
complementarity
and mixed-integer linear feasibility problems
Biefel, Christian
;
Schmidt, Martin
- In:
Optimization Letters
18
(
2024
)
5
,
pp. 1303-1311
We consider adjustable robust
linear
complementarity
problems and extend the results of Biefel et al. (SIAM J Optim 32 … computing an adjustable robust solution of a given
linear
complementarity
problem is equivalent to solving a properly chosen …
Persistent link: https://www.econbiz.de/10015373227
Saved in:
2
A note on
linear
complementarity
via two-person zero-sum games
Dubey, Dipti
;
Neogy, S. K.
;
Raghavan, Tirukkannamangai E. S.
- In:
International game theory review : IGTR
25
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014234995
Saved in:
3
Solving penalised American options for jump diffusions using the POST algorithm
Hessing, Jean-Claude
;
Lange, Rutger-Jan
;
Ralph, Daniel
-
2022
operator-splitting method for which we prove convergence. We also highlight a connection with
linear
complementarity
problems …
Persistent link: https://www.econbiz.de/10013356463
Saved in:
4
Γ-robust
linear
complementarity
problems with ellipsoidal uncertainty sets
Krebs, Vanessa
;
Müller, Michael
;
Schmidt, Martin
- In:
International transactions in operational research : a …
29
(
2022
)
1
,
pp. 417-441
Persistent link: https://www.econbiz.de/10012630758
Saved in:
5
Solving penalised American options for jump diffusions using the POST algorithm
Hessing, Jean-Claude
;
Lange, Rutger-Jan
;
Ralph, Daniel
-
2022
-splitting method for which we prove convergence. We also highlight a connection with
linear
complementarity
problems (LCPs). We use the …
Persistent link: https://www.econbiz.de/10012817150
Saved in:
6
A penalty branch-and-bound method for mixed binary
linear
complementarity
problems
De Santis, Marianna
;
Vries, Sven de
;
Schmidt, Martin
; …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 3117-3133
Persistent link: https://www.econbiz.de/10014326634
Saved in:
7
Operator splitting method to solve the
linear
complementarity
problem for pricing American option : an approximation of error
Yadav, Deepak Kumar
;
Bhardwaj, Akanksha
;
Kumar, Alpesh
-
2024
Persistent link: https://www.econbiz.de/10015144238
Saved in:
8
On the number of pivots of Dantzig's simplex methods for linear and convex quadratic programs
Han, Shaoning
;
Zhang, Xinyao
;
Pang, Jong-Shi
- In:
Operations research letters : a journal of INFORMS …
53
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015049274
Saved in:
9
Bounded homotopy path approach to the solution of
linear
complementarity
problems
Dutta, Aritra
;
Das, A. K.
- In:
Opsearch : journal of the Operational Research Society …
61
(
2024
)
1
,
pp. 352-372
Persistent link: https://www.econbiz.de/10015127177
Saved in:
10
Γ‐robust
linear
complementarity
problems with ellipsoidal uncertainty sets
Krebs, Vanessa
;
Müller, Michael
;
Schmidt, Martin
- In:
International Transactions in Operational Research
29
(
2021
)
1
,
pp. 417-441
We study uncertain
linear
complementarity
problems (LCPs), that is, problems in which the LCP vector q or the LCP …
Persistent link: https://www.econbiz.de/10014485854
Saved in:
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