Policy makers constantly face optimal control problems: what controls allow to achieve certain targets in, e.g., GDP growth or inflation? Conventionally this is done by applying certain linear- quadratic optimization algorithms to dynamic econometric models. Several algorithms extend this...

Policy makers constantly face optimal control problems: what controls allow to achieve certain targets in, e.g., GDP growth or inflation? Conventionally this is done by applying certain linear-quadratic optimization algorithms to dynamic econometric models. Several algorithms extend this...

Modeling the interactions between a reinsurer and several insurers, or between a central management branch (CB) and several subsidiary business branches, or between a coalition and its members, are fascinating problems, which suggest many interesting questions. Beyond two dimensions, one cannot...

Optimization Theory and Algorithms -- On the Asymptotic Behavior of a System of Steepest Descent Equations Coupled by a Vanishing Mutual Repulsion -- Inverse Linear Programming -- Second-Order Conditions in C1,1 Vector Optimization with Inequality and Equality Constraints -- Benson Proper...

Optimal control of dynamic econometric models has a wide variety of applications including economic policy relevant issues. There are several algorithms extending the basic case of a linear-quadratic optimization and taking nonlinearity and stochastics into account, but being still limited in a...

Threshold Accepting (TA) is a powerful optimization heuristic from the class of stochastic local search algorithms. It has been applied successfully to different optimization problems in statistics and econometrics, including the uniform design problem. Using the latter application as example,...

This paper presents a heuristic approach to optimize sta ng and scheduling at an aircraft maintenance company. The goal is to build robust aircraft maintenance personnel rosters that can achieve a certain service level while minimizing the total labour costs. Robust personnel rosters are rosters...