Search Results - subject:"STOCHASTIC PROCESS"

Confidence Level Solutions for Stochastic Programming.

Nesterov, Y.; Vial, J.-P. - Center for Operations Research and Econometrics (CORE), … - 2000

We propose an alternative approach to stochastic programming based on Monte-Carlo sampling and stochastic gradient optimization. The procedure is by essence probabilistic and the computed solution is a random variable.

Persistent link: https://www.econbiz.de/10005779491

Stochastic volatility in interest rates and nonlinearity in velocity

Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000

Persistent link: https://www.econbiz.de/10001508715

Stochastic user equilibrium assignment with traffic-responsive signal control

Meneguzzer, Claudio - In: Spatial economic science : new frontiers in theory and …, (pp. 382-400). 2000

Persistent link: https://www.econbiz.de/10001509451

Efficient intertemporal allocations with recursive utility

Dumas, Bernard; Uppal, Raman; Wang, Tan - In: Journal of economic theory 93 (2000) 2, pp. 240-259

Persistent link: https://www.econbiz.de/10001509471

Testing stochastic cycles in macroeconomic time series

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509600

Testing the empirical performance of stochastic volatility models of the short-term interest rate

Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215

Persistent link: https://www.econbiz.de/10001510057

Dynamic efficiency and Pareto optimality in a stochastic OLG model with production and social security

Barbie, Martin; Hagedorn, Marcus; Kaul, Ashok - 2000

Persistent link: https://www.econbiz.de/10001510207

Probabilistic constrained optimization : methodology and applications

Uryasev, Stan (ed.) - 2000

Persistent link: https://www.econbiz.de/10001510446

Decisions to replace consumer durables goods : an econometric application of Wiener and renewal processes

Fernández, Viviana - In: The review of economics and statistics 82 (2000) 3, pp. 452-461

Persistent link: https://www.econbiz.de/10001510650

Break-Even-Analysen bei kundenauftragsorientierter Produktion unter Unsicherheit

Schweitzer, Marcus - 2000

Persistent link: https://www.econbiz.de/10001511311

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