Search Results - subject:"continuous-time"

A novel mixed-integer linear programming formulation for continuous-time inventory routing

Wang, Akang; Li, Xiandong; Arbogast, Jeffrey E.; … - In: Computers & operations research : an international journal 174 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015330235

Capacity planning in logistics corridors : deep reinforcement learning for the dynamic stochastic temporal bin packing problem

Farahani, Amirreza; Genga, Laura; Schrotenboer, Albert H.; … - In: Transportation research : an international journal 191 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015097435

A Theory of Non-Coasean Labor Markets

Blanco, Andrés; Drenik, Andres; Moser, Christian; … - 2023

We develop a theory of labor markets in a monetary economy with four realistic features: search frictions, worker productivity shocks, wage rigidity, and two-sided lack of commitment. Due to the non-Coasean nature of labor contracts, inefficient job separations occur in the form of endogenous...

Persistent link: https://www.econbiz.de/10014296865

A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models

Huang, Ji - 2023

This paper introduces the probabilistic formulation of continuous-time economic models: forward stochastic differential …

Persistent link: https://www.econbiz.de/10014377574

Continuous-time random matching

Duffie, Darrell; Qiao, Lei; Sun, Yeneng - 2023 - This version: August 18, 2023

Persistent link: https://www.econbiz.de/10014476657

A new cumulative scheduling model using effective continuous-time formulation and dominance rules for optimality

Nguyen Nhan Quy; Yalaoui, Farouk - In: Decision analytics journal 7 (2023), pp. 1-10

, which enables us to eliminate these decision variables and develop a simpler, more concise, and efficient continuous-time … formulation. Furthermore, we introduce two optimality-based dominance rules for the continuous-time model, which are strengthened … by valid inequalities. Computational experiments reveal that the continuous-time formulation significantly outperforms …

Persistent link: https://www.econbiz.de/10014505214

A theory of non-Coasean labor markets

Blanco, Andrés; Drenik, Andres; Moser, Christian; … - 2023

Persistent link: https://www.econbiz.de/10014278008

A probabilistic solution to high-dimensional continuous-time macro and finance models

Ji, Huang - 2023

This paper introduces the probabilistic formulation of continuous-time economic models: forward stochastic differential …

Persistent link: https://www.econbiz.de/10014331249

Robert C. Merton : The Palgrave Companion to MIT Economics

Bodie, Zvi; Lo, Andrew W. - 2023

Robert C. Merton is the School of Management Distinguished Professor of Finance at Massachusetts Institute of Technology, and the John and Natty McArthur University Professor Emeritus at Harvard University. Merton received the Alfred Nobel Memorial Prize in Economic Sciences in 1997 for a new...

Persistent link: https://www.econbiz.de/10014348991

Nonparametric continuous time regressions with functional coefficients

Choi, Mijung; Kim, Jihyun; Nguyen, Nuong - In: The Korean economic review 41 (2025) 1, pp. 141-174

Persistent link: https://www.econbiz.de/10015405935