Search Results - subject:"continuous-time optimization"

A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices

Weiss, Farina - In: Mathematical methods of operations research : ZOR 93 (2021) 1, pp. 33-81

Persistent link: https://www.econbiz.de/10012488877

Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution

Trimborn, Timo - 2007

We derive the well-known continuity principle for adjoint variables for preannounced or anticipated changes in parameters for continuoustime, infinite-horizon, perfect foresight optimization models. For easy and intuitive numerical computation of the resulting multi point boundary value problem...

Persistent link: https://www.econbiz.de/10010262977

Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution

Trimborn, Timo - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2007

We derive the well-known continuity principle for adjoint variables for preannounced or anticipated changes in parameters for continuous-time, infinite-horizon, perfect foresight optimization models. For easy and intuitive numerical computation of the resulting multi point boundary value problem...

Persistent link: https://www.econbiz.de/10005464697

Conceptualizing service export price optimization

Sinha, Avik - In: International Journal of Commerce and Management 25 (2015) 3, pp. 309-329

. Design/methodology/approach – Continuous time optimization technique has been adopted for maximization of the profit earned … determining parameters in accordance with the dynamic simulation performances. Research limitations/implications – Continuous time … objectives with export price determining parameters by considering demand and supply side perspectives in a continuous time …

Persistent link: https://www.econbiz.de/10014766809

Conceptualizing service export price optimization

Sinha, Avik - In: International journal of commerce and management 25 (2015) 3, pp. 309-329

Persistent link: https://www.econbiz.de/10011446960

Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets

Derviz, Alexis - In: Bulletin of the Czech Econometric Society 8 (2001)

The paper introduces a model of price formation in an economy with a decentralized dealership market for each of the traded securities, in continuous time. Each dealer is a competitive liquidity provider for non-dealer investors in the partial market for the given security. Quotes are in the...

Persistent link: https://www.econbiz.de/10008540608