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A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
Cai, Yongyang; Judd, Kenneth L. - National Bureau of Economic Research - 2021
We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that this method only requires a desktop computer to solve high-dimensional finite- or infinite-horizon, stationary or nonstationary dynamic stochastic...
Persistent link: https://www.econbiz.de/10012482717
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Optimal advance scheduling
Truong, Van-Anh - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1584-1597
Persistent link: https://www.econbiz.de/10011304119
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Operational Research : methods and applications
Petropoulos, Fotios; Laporte, Gilbert; Aktas, Emel; … - In: Journal of the Operational Research Society 75 (2024) 3, pp. 423-617
Persistent link: https://www.econbiz.de/10014555725
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Consistency cuts for Dantzig-Wolfe reformulations
Clausen, Jens Vinther; Lusby, Richard; Ropke, Stefan - In: Operations research 70 (2022) 5, pp. 2883-2905
Persistent link: https://www.econbiz.de/10014307140
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Minimum-cost portfolio insurance
Aliprantis, Charalambos D.; Brown, D. J.; Werner, Jan - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1703-1719
Persistent link: https://www.econbiz.de/10001508766
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Rollierende robuste Planung von Produktionsprogrammen : Konzepte, Modelle und Simulationsuntersuchungen
Scholl, Armin; Heckmann, Oliver - 2000 - Letzte Änderung: März 2000
Persistent link: https://www.econbiz.de/10001509916
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Robuste Projektplanung auf der Grundlage des Linear-time-cost-tradeoff-Problems
Scholl, Armin; Weimerskirch, André - 1999 - Letzte Änderung: November 1999
Persistent link: https://www.econbiz.de/10001509998
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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan (ed.) - 2000
Persistent link: https://www.econbiz.de/10001510446
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Genetic algorithms and public economics
Brooks, Arthur C. - In: Journal of public economic theory 2 (2000) 4, pp. 493-513
Persistent link: https://www.econbiz.de/10001510791
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Simple resampling methods for censored regression quantiles
Bilias, Yannis; Chen, Songnian; Ying, Zhiliang - In: Journal of econometrics 99 (2000) 2, pp. 373-386
Persistent link: https://www.econbiz.de/10001511984