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In a deposit game coalitions are formed by players combining their capital. The proceeds of their investments then have to be divided among those players. The current model extends earlier work on capital deposits by allowing reinvestment of returns. Two specific subclasses of deposit games are...
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During metamodel-based optimization three types of implicit errors are typically made. The first error is the simulation-model error, which is defined by the difference between reality and the computer model. The second error is the metamodel error, which is defined by the difference between the...
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This paper addresses the robust counterparts of optimization problems containing sums of maxima of linear functions. These problems include many practical problems, e.g. problems with sums of absolute values, and arise when taking the robust counterpart of a linear inequality that is affine in...
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