Search Results - subject:"Piecewise-linear"

On the limits of informationally efficient stock markets : new insights from a chartist-fundamentalist model

Gardini, Laura; Radi, Davide; Schmitt, Noemi; Sushko, Iryna - In: International review of financial analysis 105 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015615484

On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points

Gardini, Laura; Radi, Davide; Schmitt, Noemi; Sushko, Iryna - In: Macroeconomic dynamics 29 (2025), pp. 1-31

Persistent link: https://www.econbiz.de/10015610275

Dynamic investigations of an endogenous business cycle model with heterogeneous agents

Bougheas, Spiros P.; Commendatore, Pasquale; Gardini, Laura - In: Computational economics 65 (2025) 2, pp. 665-689

Persistent link: https://www.econbiz.de/10015589852

A comparison of the homotopy method with linearisation approaches for a non-linear optimization problem of operations in a reservoir cascade

Becker, Bernhard; Ochterbeck, Dietlind; Piovesan, Teresa - In: Energy Systems (2023), pp. 1-29

problem, the problem is not necessarily solved to a global optimum. Piecewise-linear or linear formulations of the non … compared with two established approaches—the piecewise-linear and the linear approximation—to account for non-linear components … piecewise-linear and the linear approach the homotopy method shows a better accuracy for the analysed cases, because the method …

Persistent link: https://www.econbiz.de/10015194328

An approximation to the invariant measure of the limiting diffusion of G/Ph/n + GI queues in the Halfin-Whitt regime and related asymptotics

Jin, Xinghu; Pang, Guodong; Xu, Lihu; Xu, Xin - In: Mathematics of operations research 50 (2025) 2, pp. 783-812

Persistent link: https://www.econbiz.de/10015443402

Computing approximate Nash equilibria for integer programming games

Duguet, Aloïs; Carvalho, Margarida; Dragotto, Gabriele; … - In: Optimization Letters 20 (2025) 1, pp. 231-255

players’ objective functions via piecewise linear approximations. The numerical experiments on a cybersecurity investment game …

Persistent link: https://www.econbiz.de/10015564103

Piecewise linear approximation with minimum number of linear segments and minimum error : a fast approach to tighten and warm start the hierarchical mixed integer formulation

Ploussard, Quentin - In: European journal of operational research : EJOR 315 (2024) 1, pp. 50-62

Persistent link: https://www.econbiz.de/10014558915

Identifying accounting conservatism in the presence of skewness

Jarva, Henry; Lof, Matthijs - In: Review of quantitative finance and accounting 62 (2024) 2, pp. 553-577

Persistent link: https://www.econbiz.de/10014503120

Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I

Beach, Benjamin; Burlacu, Robert; Bärmann, Andreas; … - In: Computational Optimization and Applications 87 (2024) 3, pp. 835-891

We study mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We present MIP relaxation methods for non-convex continuous variable products. In this paper, we consider MIP relaxations based on...

Persistent link: https://www.econbiz.de/10015361670

Development of a method for synthesis the FIR filters with a cascade structure based on genetic algorithm

Petrosian, Ruslan; Chukhov, Vladyslav; Petrosian, Arsen - In: Technology audit and production reserves 4 (2021) 2/60, pp. 6-11

Persistent link: https://www.econbiz.de/10013166559