Search Results - subject:"combinatorial"

Yao, Yufeng - 2007

Fractional aircraft ownership programs offer companies and individuals all the benefits of owning private jet, such as safety, consistency, and guaranteed availability, at a fraction of the cost of owning an aircraft. In the fractional ownership model, the partial owners of an aircraft are...

Persistent link: https://www.econbiz.de/10009475998

Option Pricing by Mathematical Programming

Flåm, Sjur - 2007

Financial options typically incorporate times of exercise. Alternatively, they embody set-up costs or indivisibilities. Such features lead to planning problems with integer decision variables. Provided the sample space be finite, it is shown here that integrality constraints can often be...

Persistent link: https://www.econbiz.de/10013208513

Column aggregation-based pricing combinatorial auctions

Drexl, Andreas; Jørnsten, Kurt; Knof, Diether - 2007

Combinatorial auctions permitting bids on bundles of items have been developed to remedy the exposure problem …

Persistent link: https://www.econbiz.de/10011558830

Non-linear anonymous pricing combinatorial auctions

Drexl, Andreas; Jørnsten, Kurt; Knof, Diether - 2007

In combinatorial auctions the pricing problem is of main concern since it is the means by which the auctioneer signals … and that agents that have not acquired any item easily can detect why they lost. The problem in the combinatorial auction … formulated as a mixed-integer program. The procedure is computationally tested using difficult instances of the combinatorial …

Persistent link: https://www.econbiz.de/10011558831

Combinatorial optimisation of a large, constrained simulation model: an application of compressed annealing

Doole, Graeme J.; Pannell, David J. - Australian Agricultural and Resource Economics Society … - 2007

Simulation models are valuable tools in the analysis of complex, highly constrained economic systems unsuitable for solution by mathematical programming. However, model size may hamper the efforts of practitioners to efficiently identify the most valuable configurations. This paper investigates...

Persistent link: https://www.econbiz.de/10005468647

Market-Based Alternatives for Managing Congestion at New York’s LaGuardia Airport

Cramton, Peter; Ball, Michael O.; Ausubel, Lawrence M.; … - University of Maryland, Department of Economics - Peter … - 2007

We summarize the results of a project that was motivated by the expiration of the “High Density Rule,” which defined the slot controls employed at New York’s LaGuardia Airport for more than 30 years. The scope of the project included the analysis of several administrative measures,...

Persistent link: https://www.econbiz.de/10004997816

Pooling Risk Among Countries

Imbs, Jean; Mauro, Paolo - International Monetary Fund (IMF) - 2007

In this paper, we identify the groups of countries where international risk-sharing opportunities are most attractive. We show that the bulk of risk-sharing gains can be achieved in groups consisting of as few as seven members, and that further marginal benefits quickly become negligible. For...

Persistent link: https://www.econbiz.de/10005604909

Option pricing by mathematical programming

Flåm, Sjur Didrik - Institutt for Økonomi, Universitetet i Bergen - 2007

Persistent link: https://www.econbiz.de/10008876384

Sensitivity analysis of the knapsack sharing problem : perturbation of the profit.

Belgacem, Tarik; Hifi, Mhand - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2007

In this paper, we study the sensitivity of the optimum of a max-min combinatorial optimization problem, namely the …

Persistent link: https://www.econbiz.de/10005670868

Sensitivity analysis of the knapsack sharing problem : perturbation of the weight.

Belgacem, Tarik; Hifi, Mhand - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2007

In this paper, we study the sensitivity analysis of the optimum of the knapsack sharing problem (KSP) to the perturbation of the weight of an arbitrary item. We determine the interval limits of the weight of each perturbed item using a heuristic approach which reduces the original problem to a...

Persistent link: https://www.econbiz.de/10005670870