Showing 1 - 10 of 564
We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with respect to the measure parameter and common noise is...
Persistent link: https://www.econbiz.de/10012803218
We present a novel technique for cardinality-constrained index-tracking, a common task in the financial industry. Our approach is based on market graph models. We model our reference indices as market graphs and express the index-tracking problem as a quadratic K-medoids clustering problem. We...
Persistent link: https://www.econbiz.de/10012417719
It has been shown that evolutionary algorithms are able to construct suitable search strategies for classes of Constraint Satisfaction Problems (CSPs) in Constraint Programming. This paper is an explanation of the use of multi-objective optimisation in contrast to simple additive weighting...
Persistent link: https://www.econbiz.de/10012435273
Automatic design of stochastic local search algorithms has been shown to be very effective in generating algorithms for the permutation flowshop problem for the most studied objectives including makespan, flowtime and total tardiness. The automatic design system uses a configuration tool to...
Persistent link: https://www.econbiz.de/10012435328
The effectiveness and efficiency of optimization algorithms might deteriorate when solving large-scale binary integer programs (BIPs). Consequently, researchers have tried to fix the values of certain variables called adjunct variables, and only optimize a small problem version formed from the...
Persistent link: https://www.econbiz.de/10012596505
Efficient solid waste management is one of the most relevant issues for urban communities. With regard to the service type of household waste collection, there are two approaches in practice: When collecting household waste via a door-to-door system, the collection vehicles drive down all the...
Persistent link: https://www.econbiz.de/10012793356
The All-pairs shortest path problem (ALL-SPP) aims to find the shortest path joining all the vertices in a given graph. This study proposed a new optimal method, Dhouib-matrix-ALL-SPP (DM-ALL-SPP) to solve the ALL-SPP based on column-row navigation through the adjacency matrix. DM-ALL-SPP is...
Persistent link: https://www.econbiz.de/10015078124
Most metaheuristics lack a termination condition based on reasonable premises and guaranteeing the quality of the solution provided by the algorithm. We propose a methodological frame that distinguishes the concepts of properties of the final incumbent solution, rules and termination conditions....
Persistent link: https://www.econbiz.de/10014448356
This study proposes a novel and more efficient quantum algorithm for portfolio optimization using quantum combinatorial optimization (QCO) techniques. A recent construction developed in 2021 has sparked the field of financial portfolio optimization through the Quantum Walk Optimization Algorithm...
Persistent link: https://www.econbiz.de/10014504618
The suitability of agents for tasks and ranked preference of tasks for agents play a significant role in problems where several agents are available to perform various tasks. The agents should be allocated to various tasks so that the corresponding assignment schedules must provide solution...
Persistent link: https://www.econbiz.de/10015101648