Search Results - subject:"Monotonicity constraints"

Explaining and predicting customer churn by monotonic rules induced from ordinal data

Szeląg, Marcin; Słowiński, Roman - In: European journal of operational research : EJOR 317 (2024) 2, pp. 414-424

Persistent link: https://www.econbiz.de/10014635819

Rüschendorf, Ludger; Vanduffel, Steven - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 129-153

Persistent link: https://www.econbiz.de/10012285394

Agency problems with non-smooth decision profiles: The case of monopoly under product quality

Ruiz del Portal, X. - In: SERIEs - Journal of the Spanish Economic Association 2 (2011) 1, pp. 121-137

A method for dealing with monotonicity constraints in optimal control problems is used to generalize some results in …

Persistent link: https://www.econbiz.de/10010317122

Bargaining under monotonicity constraints

Herings, Peter Jean-Jacques; Predtetchinski, A. - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 221-243

Persistent link: https://www.econbiz.de/10011554152

A maximum principle for control problems with monotonicity constraints

Hellwig, Martin - 2008

Persistent link: https://www.econbiz.de/10010264833

A Maximum Principle for Control Problems with Monotonicity Constraints

Hellwig, Martin - Max-Planck-Institut zur Erforschung von … - 2008

The paper develops a version of Pontryagin's maximum principle for optimal control problems with monotonicity … constraints on control variables. Whereas the literature handles such constraints by imposing an assumption of piecewise … Principle for Control Problems with Monotonicity Constraints Martin Hellwig Preprints of the Max Planck Institute for …

Persistent link: https://www.econbiz.de/10005272716

Additive models with random scaling factors: Applications to modeling price response functions

Wechselberger, Peter; Lang, Stefan; Steiner, Winfried J. - 2007

factor. Additionally, monotonicity constraints on the nonlinear functions are possible. Our work is motivated by the …-item price response functions flexibly to represent nonlinearities and irregular pricing effects in sales response. Monotonicity … constraints are imposed so that a brand's own price is inversely related and the prices of competing brands are directly related …

Persistent link: https://www.econbiz.de/10010293388

Additive models with random scaling factors: applications to modeling price response functions

Wechselberger, Peter; Lang, Stefan; Steiner, Winfried J. - Institut für Finanzwissenschaft, Fakultät für … - 2007

Persistent link: https://www.econbiz.de/10005232756

On the implementability of contracts without quasilinear utility

Ruiz del Portal, X. - In: Economics Letters 116 (2012) 1, pp. 42-45

Implementability conditions in Rochet (1987) are extended to utility functions not necessarily quasilinear in the transfer, or linear in the type, for the case where agents’ information is one-dimensional but actions become multidimensional. The results obtained are relevant for the...

Persistent link: https://www.econbiz.de/10010576432

Agency problems with non-smooth decision profiles: the case of monopoly under product quality

Portal, X. Ruiz del - In: SERIEs 2 (2011) 1, pp. 121-137

Persistent link: https://www.econbiz.de/10008925439