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Simulation-based optimality tests for stochastic programs

Bayraksan, Güzin; Morton, David P.; Partani, Amit - In: Stochastic programming : the state of the art ; in …, (pp. 37-55). 2011

Persistent link: https://www.econbiz.de/10008798673

Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Revision of 2005-81)

Bettonvil, Bert; del Castillo, Enrique; Kleijnen, Jack P. C. - 2007

This paper studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one random objective function and must satisfy given constraints on the other random outputs. It presents a statistical procedure for testing whether a specific input combination...

Persistent link: https://www.econbiz.de/10014049484

Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach

Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136

Persistent link: https://www.econbiz.de/10010192022

A managerial accounting case utilizing optimization and simulation

Miller, Louise - In: Journal of business case studies 9 (2013) 5, pp. 381-386

Persistent link: https://www.econbiz.de/10010198567

A computational study of the general lot-sizing and scheduling model under demand uncertainty via robust and stochastic approaches

Alem, Douglas; Curcio, Eduardo; Amorim, Pedro; … - In: Computers & operations research : and their … 90 (2018), pp. 125-141

Persistent link: https://www.econbiz.de/10011775297

Semi-infinite optimization techniques for solving ([gamma]-)minimax problems in statistics

Noubiap, Roger Fandom - 1999

Persistent link: https://www.econbiz.de/10001484747

Numerical distribution functions for unit root and cointegration tests

MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618

Persistent link: https://www.econbiz.de/10001211085

Stochastic dominance efficiency tests under diversification

Kuosmanen, Timo - 2001

Persistent link: https://www.econbiz.de/10001584125

Empirical tests for stochastic dominance efficiency

Post, Thierry - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 1905-1931

Persistent link: https://www.econbiz.de/10001797763

Parameters' instability, model uncertainty and optimal monetary policy

Favero, Carlo A. (contributor); Milani, Fabio (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002155806

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