Search Results - subject:"approximation"

Refining analytic approximation based estimation of mixed multinomial probit models by parameter selection

Rodenburger, Daniel - In: Metrika 87 (2023) 4, pp. 411-425

Applying analytic approximations for computing multivariate normal cumulative distribution functions has led to a substantial improvement in the estimability of mixed multinomial probit models, both in terms of accuracy and especially in terms of computation time. This paper makes a contribution...

Persistent link: https://www.econbiz.de/10015081279

Using scalarizations for the approximation of multiobjective optimization problems: towards a general theory

Helfrich, Stephan; Herzel, Arne; Ruzika, Stefan; … - In: Mathematical Methods of Operations Research 100 (2023) 1, pp. 27-63

We study the approximation of general multiobjective optimization problems with the help of scalarizations. Existing … approximation of a certain quality for arbitrary instances of multiobjective optimization problems with a given decomposition … another scalarization that yields the same approximation quality for arbitrary instances of problems with this other …

Persistent link: https://www.econbiz.de/10015188355

Convergence of infinitesimal generators and stability of convex monotone semigroups

Blessing, Jonas; Kupper, Michael; Nendel, Max - 2023

Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not rely on the theory of viscosity solutions but use a...

Persistent link: https://www.econbiz.de/10014374628

Multi-agent natural actor-critic reinforcement learning algorithms

Trivedi, Prashant; Hemachandra, Nandyala - In: Dynamic games and applications : DGA 13 (2023) 1, pp. 25-55

Persistent link: https://www.econbiz.de/10014225774

A two-stage stochastic programming model for collaborative asset protection routing problem enhanced with machine learning : a learning-based matheuristic algorithm

Nikzad, Erfaneh; Bashiri, Mahdi - In: International journal of production research 61 (2023) 1, pp. 81-113

Persistent link: https://www.econbiz.de/10013530851

Dynamics of health expectancy : an introduction to multiple multistate method (MMM)

Shen, Tianyu; Payne, Collin; Jahromi, Maria - 2023

Persistent link: https://www.econbiz.de/10013534321

Strategic choice of price-setting algorithms

Buchali, Katrin; Grüb, Jens; Muijs, Matthias; … - 2023

Recent experimental simulations have shown that autonomous pricing algorithms are able to learn collusive behavior and thus charge supra-competitive prices without being explicitly programmed to do so. These simulations assume, however, that both firms employ the identical price-setting...

Persistent link: https://www.econbiz.de/10013534374

A massively parallel exact solution algorithm for the balanced minimum evolution problem

Catanzaro, Daniele; Frohn, Martin; Gascuel, Olivier; … - 2023

Persistent link: https://www.econbiz.de/10013486248

Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry

Zhang, Zehua; Zhao, Ran - In: Quantitative finance 23 (2023) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10013490951

Algorithmic harm in consumer markets

Bar-Gill, Oren; Sunstein, Cass R.; Talgam-Cohen, Inbal - 2023 - Draft 1/10/23

Persistent link: https://www.econbiz.de/10013493136