Search Results - subject:"linear Programming"

Duality theory of non-convex technologies

Kuosmanen, Timo - In: Journal of productivity analysis 20 (2003) 3, pp. 273-304

Persistent link: https://www.econbiz.de/10001845300

Stochastic growth : a duality approach

Roche, Hervé - In: Journal of economic theory 113 (2003) 1, pp. 131-143

Persistent link: https://www.econbiz.de/10001846950

Duality in constrained optimal investment and consumption problems : a synthesis

Rogers, Leonard C. G. - In: Paris Princeton lectures on mathematical finance 1 (2002), pp. 95-131

Persistent link: https://www.econbiz.de/10009357105

Schattenpreise in der linearen Optimierung : zur ökonomischen Interpretation optimaler Dualvariablen bei der Bewertung von Variationen primaler Ressourcenkapazitäten

Nieuwenhuizen, Thorsten - 2003

Persistent link: https://www.econbiz.de/10004427895

"Paradoxa" in der Kapitaltheorie : eine empirische Untersuchung der reverse capital deepening- und Reswitching-Phänomene anhand der linearen Programmierung im Rahmen der Kapitalkontroverse

Han, Zonghie - 2003

Persistent link: https://www.econbiz.de/10004735003

Multiple Objective Approach as an Alternative to Radial Projection in DEA

Korhonen, Pekka; Stenfors, Sari; Syrjänen, Mikko - In: Journal of Productivity Analysis 20 (2003) 3, pp. 305-321

Economics, were given the freedom to explore their personalized efficient frontiers by using a multiple objective linear … programming (MOLP) approach. To study various and relevant scenarios, the personalized efficient frontiers for all students were …

Persistent link: https://www.econbiz.de/10010988848

Solving Project Scheduling Problems by Minimum Cut Computations

Möhring, Rolf H.; Schulz, Andreas S.; Stork, Frederik; … - In: Management Science 49 (2003) 3, pp. 330-350

In project scheduling, a set of precedence-constrained jobs has to be scheduled so as to minimize a given objective. In resource-constrained project scheduling, the jobs additionally compete for scarce resources. Due to its universality, the latter problem has a variety of applications in...

Persistent link: https://www.econbiz.de/10009214730

Uogolnienie pewnej koncepcji rozwiazania zadania programowania liniowego z przedzialowymi wspolczynnikami

Kuchta D. - In: Operations Research and Decisions 4 (2003)

W pracy rozwaza sie zadanie programowania liniowego z przedzialowymi wspolczynnikami po obu stronach ograniczen i w funkcji celu. Zanalizowano znana metode rozwiazywania tego problemu, w ktorej decydent otrzymuje informacje o dwoch ekstremalnych przypadkach: o optimum dla przypadku, kiedy...

Persistent link: https://www.econbiz.de/10008764607

A Simple Linear Programming Approach to Gain, Loss and Asset Pricing

Rodríguez Longarela, Iñaki - In: The B.E. Journal of Theoretical Economics 2 (2003) 1

Abstract Bernardo and Ledoit (2000) develop a very appealing framework to compute pricing bounds based on what they call gain-loss ratio. Their method has many advantages and very interesting properties and so far one important drawback: the complexity of the numerical computation of the pricing...

Persistent link: https://www.econbiz.de/10014589055

An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming

Cook, William; Rutherford, Thomas; Scarf, Herbert E.; … - Cowles Foundation for Research in Economics, Yale University - 1991

integer variables. Our computer code uses the linear programming optimizer CPlex as a subroutine to solve the linear … programming problems that arise. …

Persistent link: https://www.econbiz.de/10005593219