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  • Search: subject:"penalty function"
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Year of publication
Subject
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Theorie 26 Theory 26 penalty function 22 Penalty function 21 Mathematical programming 15 Mathematische Optimierung 14 Stochastic process 10 Stochastischer Prozess 10 Risiko 9 Risk 9 Risk model 9 Finanzmathematik 8 Mathematical finance 8 Risikomodell 8 Punishment 6 Strafe 6 Estimation theory 5 Exact penalty function 5 Schätztheorie 5 Compound Poisson risk model 4 Gerber–Shiu discounted penalty function 4 Nonlinear programming 4 Absolute ruin 3 Actuarial mathematics 3 Bootstrap method 3 Copula 3 DSGE models 3 Estimation 3 Gerber-Shiu expected discounted penalty function 3 Global convergence 3 Impact assessment 3 Restricted dissimilarity function 3 Schock 3 Semi-infinite programming 3 Shock 3 Simulation 3 VAR model 3 VAR-Modell 3 Versicherungsmathematik 3 Wirkungsanalyse 3
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Online availability
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Undetermined 63 Free 15
Type of publication
All
Article 78 Book / Working Paper 12
Type of publication (narrower categories)
All
Article in journal 37 Aufsatz in Zeitschrift 37 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 Congress Report 1 research-article 1
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Language
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Undetermined 45 English 44 German 1
Author
All
Kolasa, Marcin 3 Lin, Jin-Guan 3 Liu, Qian 3 Park, Chuljin 3 Traxler, Christian 3 Westermaier, Franz 3 Wohlschlegel, Ansgar 3 Zhang, Zhimin 3 Badescu, Andrei L. 2 Bao, Zhenhua 2 Brzoza-Brzezina, Michał 2 Chen, Jia 2 Cheung, Eric C. K. 2 Cheung, Eric C.K. 2 Damjanovic, Tatiana 2 Dumrongrittikul, Taya 2 Gao, Jiti 2 Heilpern, Stanislaw 2 Huang, Chao 2 Li, Bo 2 Li, Shuanming 2 Liu, He 2 Loxton, Ryan 2 Makarski, Krzysztof 2 Meng, Zhiqing 2 Schmidli, Hanspeter 2 Shen, Rui 2 Tsai, Shing Chih 2 Ulph, David 2 Wang, Changyu 2 Wang, Kaibo 2 Xu, Xinsheng 2 Yang, Hailiang 2 Yang, Xinmin 2 Yeh, Arthur B. 2 Yu, Wenguang 2 ANTCZAK, TADEUSZ 1 Agnihothram, G. 1 Ahmad, Izhar 1 Alam, Masud 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 3 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Narodowy Bank Polski 1 Saïd Business School, Oxford University 1 School of Economics and Finance, University of St. Andrews 1 University of Bonn, Germany 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Journal of Global Optimization 8 Insurance: Mathematics and Economics 6 Insurance / Mathematics & economics 5 Computational Optimization and Applications 4 Economic modelling 3 International journal of production research 3 Monash Econometrics and Business Statistics Working Papers 3 Computational Economics 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 European Journal of Operational Research 2 European journal of operational research : EJOR 2 Psychometrika 2 Scandinavian actuarial journal 2 Statistics & Probability Letters 2 Applied economics 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Astin bulletin : the journal of the International Actuarial Association 1 Bulletin of the Czech Econometric Society 1 CESifo Working Paper 1 CESifo working papers 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Discussion Paper Serie A 1 Discussion Paper Series, Department of Economics 1 Dynare Working Papers 1 Economic Modelling 1 European Journal of Industrial Engineering 1 Informatica Economica 1 International Journal of Applied Management Science 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of applied management science 1 International journal of business excellence 1 International journal of forecasting 1 Journal of Multivariate Analysis 1 Journal of Risk and Financial Management 1 Journal of econometrics 1 Journal of mathematical finance 1 Journal of public economics 1 Journal of risk and financial management : JRFM 1 MPRA Paper 1
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Source
All
RePEc 47 ECONIS (ZBW) 39 EconStor 2 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 90
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Probabilistic branch and bound considering stochastic constraints
Huang, Hao; Tsai, Shing Chih; Park, Chuljin - In: European journal of operational research : EJOR 321 (2025) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10015094943
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Accurate preference-based method to obtain the deterministically optimal and satisfactory fairness-efficiency trade-off
Yao, Liming; Su, Zerui; Lu, Hao-Jun - In: Omega : the international journal of management science 131 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015406590
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Output, employment, and price effects of U.S. narrative tax changes : a factor-augmented vector autoregression approach
Alam, Masud - 2024
Persistent link: https://www.econbiz.de/10015141955
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Dissolving constraints for Riemannian optimization
Xiao, Nachuan; Liu, Xin; Toh, Kim-Chuan - In: Mathematics of operations research 49 (2024) 1, pp. 366-397
Persistent link: https://www.econbiz.de/10014527949
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Metamodel-based simulation optimization considering a single stochastic constraint
Tsai, Shing Chih; Park, Chuljin; Chang, Min Han - In: Computers & operations research : and their … 155 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014339106
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Penalty function method for a variational inequality on Hadamard manifolds
Kumari, Babli; Ahmad, Izhar - In: Opsearch : journal of the Operational Research Society … 60 (2023) 1, pp. 527-538
Persistent link: https://www.econbiz.de/10014280746
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Solving nonsmooth and discontinuous optimal power flow problems via interior-point lp-penalty approach
Pinheiro, Ricardo B. N. M.; Balbo, Antonio R.; Cabana, … - In: Computers & operations research : and their … 138 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013040933
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Solving the problem of maximizing diversity in public sector teams
Talmor, Irit - In: Socio-economic planning sciences : the international … 81 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013255795
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Granger causality detection in high-dimensional systems using feedforward neural networks
Calvo Pardo, Héctor F.; Mancini, Tullio; Olmo, Jose - In: International journal of forecasting 37 (2021) 2, pp. 920-940
Persistent link: https://www.econbiz.de/10012792882
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Is uncertainty the same everywhere? : advanced versus emerging economies
Kumar, Abhishek; Mallick, Sushanta Kumar; Sinha, Apra - In: Economic modelling 101 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012796221
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