Search Results - subject:"Value function"

An envelope theorem and some applications to discounted Markov decision processes

Cruz-Suárez, Hugo; Montes-de-Oca, Raúl - In: Mathematical Methods of Operations Research 67 (2008) 2, pp. 299-321

system, the value function and the optimal policy of the problem are differentiable with respect to the state of the system …

Persistent link: https://www.econbiz.de/10010999686

A software reliability growth model addressing learning

Ramasamy, Subburaj; Govindasamy, Gopal - In: Journal of Applied Statistics 35 (2008) 10, pp. 1151-1168

Goel proposed generalization of the Goel-Okumoto (G-O) software reliability growth model (SRGM), in order to model the failure intensity function, i.e. the rate of occurrence of failures (ROCOF) that initially increases and then decreases (I/D), which occurs in many projects due to the learning...

Persistent link: https://www.econbiz.de/10005639764

Strict concavity of the value function for a family of dynamic accumulation models.

Bobenrieth, Eugenio; Bobenrieth, Juan; Wright, Brian - Departamento de Economía, Facultad de Ciencias … - 2008

We prove the strict concavity of the value function for liquidity-constrained saving or storage models with possibly …

Persistent link: https://www.econbiz.de/10008545803

An envelope theorem and some applications to discounted Markov decision processes

Cruz-Suárez, Hugo; Montes-de-Oca, Raúl - In: Computational Statistics 67 (2008) 2, pp. 299-321

system, the value function and the optimal policy of the problem are differentiable with respect to the state of the system …

Persistent link: https://www.econbiz.de/10010759282

Bi-parametric optimal partition invariancy sensitivity analysis in linear optimization

Ghaffari-Hadigheh, Alireza; Ghaffari-Hadigheh, Habib; … - In: Central European Journal of Operations Research 16 (2008) 2, pp. 215-238

Persistent link: https://www.econbiz.de/10008515656

Ranking and selection of power expansion alternatives for multiple objectives under uncertainty

Heinrich, G.; Basson, L.; Cohen, B.; Howells, M.; Petrie, J. - In: Energy 32 (2007) 12, pp. 2350-2369

supply industry. This methodology uses a value function MCDA approach that is augmented with scenario analysis to yield …

Persistent link: https://www.econbiz.de/10010809705

A non-extensive statistical mechanical approach to define the equilibrium value function in the kinetics of voltage-gated ion channels

Erdem, Rıza - In: Physica A: Statistical Mechanics and its Applications 373 (2007) C, pp. 417-424

using the non-extensive or generalized statistical mechanics. The equilibrium value function in the gating kinetics of …

Persistent link: https://www.econbiz.de/10011061532

A Closed-form Solution of the Uzawa-Lucas Model of Endogenous Growth

Bethmann, Dirk - In: Journal of Economics 90 (2007) 1, pp. 87-107

Persistent link: https://www.econbiz.de/10005810114

Bias and Variance Approximation in Value Function Estimates

Mannor, Shie; Simester, Duncan; Sun, Peng; Tsitsiklis, … - In: Management Science 53 (2007) 2, pp. 308-322

bias and variance in the value function estimates that result from empirical estimates of the model parameters. We provide … closed-form approximations for the bias and variance, which can then be used to derive confidence intervals around the value … function estimates. We illustrate and validate our findings using a large database describing the transaction and mailing …

Persistent link: https://www.econbiz.de/10009209247

Hierarchical Concurrent Engineering in a Multiagent Framework

D'Ambrosio, Joseph; Darr, Timothy; Birmingham, William - 1996

Our experience indicates coordination in concurrent engineering (CE) requires support for two types of relationships among decision makers supervisor/subordinate and peer-to-peer Supervisor/subordinate relationships are created by the standard hierarchical decomposition process that is required...

Persistent link: https://www.econbiz.de/10009477055