Similar Search Results - EconBiz

Portfolio optimization under convex incentive schemes

Bichuch, Maxim; Sturm, Stephan - In: Finance and stochastics 18 (2014) 4, pp. 873-915

Persistent link: https://www.econbiz.de/10010416186

A maximum principle for control problems with monotonicity constraints

Hellwig, Martin (contributor) - 2008

The paper develops a version of Pontryagin's maximum principle for optimal control problems with monotonicity constraints on control variables. Whereas the literature handles such constraints by imposing an assumption of piecewise smoothness on the control variable and treating the slope of this...

Persistent link: https://www.econbiz.de/10003730601

Incentive compatible primal planning algorithms

Diewert, W. E.; Neary, Hugh - 1985

Persistent link: https://www.econbiz.de/10003527436

Transmission network investment using incentive regulation : a disjunctive programming approach

Khastieva, D.; Hesamzadeh, M. R.; Vogelsang, Ingo; … - In: Networks and spatial economics : a journal of … 20 (2020) 4, pp. 1029-1068

Persistent link: https://www.econbiz.de/10012417765

An augmented first-order approach for incentive problems

Renner, Philipp - 2020

Persistent link: https://www.econbiz.de/10012221873

Incentive efficient production frontiers : an agency perspective on DEA

Bogetoft Pedersen, Peter - In: Management science : journal of the Institute for … 40 (1994) 8, pp. 959-968

Persistent link: https://www.econbiz.de/10001170918

Evolving traders and the business school with genetic programming : a new architecture of the agent-based artificial stock market

Chen, Shu-Heng; Yeh, Chia-hsuan - In: Journal of economic dynamics & control 25 (2001) 3/4, pp. 363-393

Persistent link: https://www.econbiz.de/10001533614

Some experiments with a multisectoral intertemporal optimization model for Sri Lanka

Wijesinghe, D. S. - 1986

Persistent link: https://www.econbiz.de/10000954899

An experimental examination into the design of decentralized methods to solve the assignment problem with and without money

Olson, Mark A. - In: Economic theory : official journal of the Society for … 4 (1994) 1, pp. 11-40

Persistent link: https://www.econbiz.de/10001331870

Current issues in frequency domain experimentation

Sargent, Robert G. - In: Management science : journal of the Institute for … 38 (1992) 5, pp. 667-687

Persistent link: https://www.econbiz.de/10001125630

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