Search Results - subject:"optimization techniques"

Decisiones de consumo y portafolio con Utilidad Diferencial Recursiva Estocástica (UDRE) : modelos alternativos

Téllez-León, Isela Elizabeth; Venegas-Martínez, Francisco - In: EconoQuantum : Revista de Economía y Negocios 13 (2016) 2, pp. 51-75

Persistent link: https://www.econbiz.de/10011560869

The economic order decision with continuous dynamic pricing and batch supply

Van den Berg, Anita; Herings, Peter Jean-Jacques; … - 2014

Persistent link: https://www.econbiz.de/10010386020

Carrying the (paper) burden : a portfolio view of systemic risk and optimal bank size

Bos, Jaap W. B.; Lamers, Martien; Purice, Victoria - 2014

Persistent link: https://www.econbiz.de/10010386427

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

Kunnumkal, Sumit; Talluri, Kalyan - Department of Economics and Business, Universitat … - 2014

The choice network revenue management (RM) model incorporates customer purchase behavior as customers purchasing products with certain probabilities that are a function of the offered assortment of products, and is the appropriate model for airline and hotel network revenue management, dynamic...

Persistent link: https://www.econbiz.de/10010849604

Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets

Bi, Junna; Cai, Jun - In: Insurance 85 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10011990589

Optimization of a tour in a distribution network

Chirea, Catalin-Gabriel; Bazacliu, Gabriel - In: Review of Applied Socio-Economic Research 4 (2012) 2, pp. 49-56

The Traveling Salesman Problem can be found in many practical situations, from the distribution of goods, mail delivery or planning of routes for customer service to the design of best ring topology that will connect computers

Persistent link: https://www.econbiz.de/10010599767

Multi-objective bilevel fuzzy probabilistic programming problem

Ranarahu, Narmada; Dash, J. K.; Acharya, S. - In: Opsearch : journal of the Operational Research Society … 54 (2017) 3, pp. 475-504

Persistent link: https://www.econbiz.de/10011795813

Target variation in a loss avoiding pension fund problem

Foster, Jarred - Volkswirtschaftliche Fakultät, … - 2011

This study builds on the findings in Krawczyk (2008), where a 'cautious relaxed' utility measure is introduced in the solving of a dynamic portfolio management problem. The new measure provides distributions that are left skewed in contrast to the right skewed distributions previously found....

Persistent link: https://www.econbiz.de/10009647396

Heuristic Strategies in Finance – An Overview

Lyra, Marianna - COMISEF - 2010

This paper presents a survey on the application of heuristic optimization techniques in the broad field of finance …. Heuristic algorithms have been extensively used to tackle complex financial problems, which traditional optimization techniques … cannot efficiently solve. Heuristic optimization techniques are suitable for non-linear and non-convex multi …

Persistent link: https://www.econbiz.de/10008642860

Innovative application of LSS in aircraft maintenance environment

Karunakaran, Sreedhar - In: International Journal of Lean Six Sigma 7 (2016) 1, pp. 85-108

Purpose – The purpose of this paper is to eliminate the wastes and inefficient procedures in the maintenance organization of aircraft so as to reduce its downtime and increase mission availability. Design/methodology/approach – Customized lean Six Sigma (LSS) was applied at the task level...

Persistent link: https://www.econbiz.de/10014782575