Similar Search Results

Conditional choice probabilities and the estimation of dynamic models

Hotz, Vincent Joseph - In: The review of economic studies 60 (1993) 3, pp. 497-529

Persistent link: https://www.econbiz.de/10001147521

Technical note: the elliptical potential lemma for general distributions with an application to linear thompson sampling

Hamidi, Nima; Bayati, Mohsen - In: Operations research 71 (2023) 4, pp. 1434-1439

Persistent link: https://www.econbiz.de/10014338245

Stability and sample-based approximations of composite stochastic optimization problems

Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888

Persistent link: https://www.econbiz.de/10014393285

Probability chains : a general linearization technique for modeling reliability in facility location and related problems

O’Hanley, Jesse R.; Scaparra, M. Paola; García, Sergio - In: European journal of operational research : EJOR 230 (2013) 1, pp. 63-75

Persistent link: https://www.econbiz.de/10009766815

On distributional robust probability functions and their computations

Wong, Man Hong; Zhang, Shuzhong - In: European journal of operational research : EJOR 233 (2014) 1, pp. 23-33

Persistent link: https://www.econbiz.de/10010224942

Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk

Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154

Persistent link: https://www.econbiz.de/10010247347

Computational optimization in economics and finance research compendium

Zopounidis, Constantin (contributor) - 2013

Persistent link: https://www.econbiz.de/10009710813

Probability bounds for polynomial functions in random variables

He, Simai; Jiang, Bo; Li, Zhening; Zhang, Shuzhong - In: Mathematics of operations research 39 (2014) 3, pp. 889-907

Persistent link: https://www.econbiz.de/10010402949

A general linearization technique for modeling reliability in facility location : applications to problems with site-dependent failure probabilities

O’Hanley, Jesse R.; Scaparra, Paola; García, Sergio - 2012

Persistent link: https://www.econbiz.de/10010354462

On estimating a dynamic function of a stochastic system with averaging

Liptser, R.; Spokojnyj, Vladimir G. - 1998

We consider a two-scaled diffusion system, when drift and diffusion parameters of the “slow” component are contaminated by the "fast" unobserved component. The goal is to estimate the dynamic function which is defined by averaging the drift coefficient of the "slow" component w.r.t. the...

Persistent link: https://www.econbiz.de/10009578564