Search Results - subject:"Nonlinear programming"

Ulbrich, Michael - 2012

Persistent link: https://www.econbiz.de/10009617248

Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment Under Limited Resources

Chiarolla, Maria B. - 2012

In this paper we study a continuous time, optimal stochastic investment problem under limited resources in a market with N firms. The investment processes are subject to a time-dependent stochastic constraint. Rather than using a dynamic programming approach, we exploit the concavity of the...

Persistent link: https://www.econbiz.de/10013108812

Extended local search algorithm based on nonlinear programming for two-dimensional irregular strip packing problem

Leung, Stephen C. H.; Lin, Yangbin; Zhang, Defu - In: Computers & operations research : and their … 39 (2012) 3, pp. 678-686

Persistent link: https://www.econbiz.de/10009384602

Sailing speed optimization for container ships in a liner shipping network

Wang, Shuaian; Meng, Qiang - In: Transportation research / E : an international journal 48 (2012) 3, pp. 701-714

Persistent link: https://www.econbiz.de/10009510082

Embedding risk attitudes in a scheduling model : application to the study of commuting departure time

Li, Zheng; Tirachini, Alejandro; Hensher, David A. - In: Transportation science : a journal of the Institute for … 46 (2012) 2, pp. 170-188

Persistent link: https://www.econbiz.de/10010218808

Robust schedule design for liner shipping services

Wang, Shuaian; Meng, Qiang - In: Transportation research / E : an international journal 48 (2012) 6, pp. 1093-1106

Persistent link: https://www.econbiz.de/10009623014

Nonlinear and stable perturbation-based approximations

Den Haan, Wouter J.; Wind, Joris de - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1477-1497

Persistent link: https://www.econbiz.de/10009701975

Portfolio monitoring in theory and practice

Michaud, Richard O.; Esch, David N.; Michaud, Robert O. - In: Journal of investment management : JOIM 10 (2012) 4, pp. 5-18

Persistent link: https://www.econbiz.de/10009710896

Re-entrant lines with unreliable asynchronous machines and finite buffers : performance approximation and bottleneck identification

Liu, Yang; Li, Jingshan; Chiang, Shu-yin - In: International journal of production research 50 (2012) 4, pp. 977-990

Persistent link: https://www.econbiz.de/10009550213

Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs

Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Cui, Xueting - In: European journal of operational research : EJOR 221 (2012) 1, pp. 38-48

Persistent link: https://www.econbiz.de/10009553172

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