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  • Search: subject:"Quadratic value function"
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Year of publication
Subject
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Mathematical programming 2 Mixed Integer Program 2 agent-based modeling 2 duality 2 meta-model 2 symmetric normalized quadratic value function 2 Agent-based modeling 1 Agentenbasierte Modellierung 1 Cross efficiency 1 Cumulative prospect theory 1 Data envelopment analysis 1 Data-Envelopment-Analyse 1 Efficiency 1 Effizienz 1 Mathematische Optimierung 1 Nutzenfunktion 1 Portfolio selection 1 Portfolio-Management 1 Prospect Theory 1 Prospect theory 1 Quadratic value function 1 Theorie 1 Theory 1 Utility function 1
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Online availability
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Free 2 CC license 1 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Britz, Wolfgang 2 Seidel, Claudia 2 Aggarwal, Abha 1 Bansal, Pooja 1 Srivastava, Sweksha 1
Published in...
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Bio-based and Applied Economics (BAE) 1 Bio-based and applied economics 1 Computational economics 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Efficiency evaluation of assets and optimal portfolio generation by cross efficiency and cumulative prospect theory
Srivastava, Sweksha; Aggarwal, Abha; Bansal, Pooja - In: Computational economics 63 (2024) 1, pp. 129-158
Persistent link: https://www.econbiz.de/10014472012
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Estimating a dual value function as a meta-model of a detailed dynamic mathematical programming model
Seidel, Claudia; Britz, Wolfgang - In: Bio-based and applied economics 8 (2019) 1, pp. 75-99
Mathematical programming (MP) is a widespread approach to depict production and investment decisions of agents in agent-based models (ABM) related to agriculture. However, introducing dynamics and indivisibilities in MP models renders their solution computing time intensive. We present a...
Persistent link: https://www.econbiz.de/10012263789
Saved in:
Cover Image
Estimating a dual value function as a meta-model of a detailed dynamic mathematical programming model
Seidel, Claudia; Britz, Wolfgang - In: Bio-based and Applied Economics (BAE) 8 (2019) 1, pp. 75-99
Mathematical programming (MP) is a widespread approach to depict production and investment decisions of agents in agent-based models (ABM) related to agriculture. However, introducing dynamics and indivisibilities in MP models renders their solution computing time intensive. We present a...
Persistent link: https://www.econbiz.de/10015426142
Saved in:
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