Narrow search
Showing 1 - 10 of 19,804
Cover Image
Regime shifts and uncertainty in pollution control
Zeeuw, Aart de; Zemel, Amos - 2012
We develop a simple model of managing a system subject to pollution damage under risk of an abrupt and random jump in …
Persistent link: https://www.econbiz.de/10009489041
Cover Image
Regime Shifts and Uncertainty in Pollution Control
Zeeuw, Aart de; Zemel, Amos - 2021
We develop a simple model of managing a system subject to pollution damage under risk of an abrupt and random jump in …
Persistent link: https://www.econbiz.de/10013315940
Cover Image
Portfolio selection : a technical note
Martins, Ana Paula - 2012
assets only, the constrained one, and the presence of a risk-free asset. The use of a generalized form for the budget … - and infer the price of pure risk. Some properties of the several solutions are highlighted. The rationale for a linear …
Persistent link: https://www.econbiz.de/10011526683
Cover Image
The advance in partial distribution : a new mathematical tool for economic management
Dai, Feng; Liang, Ling - 2005
In this paper, the Partial Distribution (PD) and multivariate Partial Distribution (MPD) are presented in their concepts, properties and applications, and PD is compared with the lognormal and the levy distribution. Though the levy distribution is better to describe the exchange returns in...
Persistent link: https://www.econbiz.de/10011513110
Cover Image
A Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-Random, and Deterministic Discretizations
Rust, John P. - 1998
This paper compares the performance of the Howard (1960) policy iteration algorithm for infinite-horizon continuous-state Markovian decision processes (MDP's) using alternative random, quasi-random, and deterministic discretizations of the state space, or grids. Each grid corresponds to an...
Persistent link: https://www.econbiz.de/10014089472
Cover Image
Response surface methodology
Kleijnen, Jack P. C. - 2014
Persistent link: https://www.econbiz.de/10010387894
Cover Image
Managing underperformance risk in project portfolio selection
Hall, Nicholas G.; Long, Daniel Zhuoyu; Qi, Jin; Sim, Melvyn - In: Operations research 63 (2015) 3, pp. 660-675
Persistent link: https://www.econbiz.de/10011292938
Cover Image
Optimal information blending with measurements in the L2 sphere
Defourny, Boris; Ryzhov, Ilya O.; Powell, Warren B. - In: Mathematics of operations research 40 (2015) 4, pp. 1060-1088
Persistent link: https://www.econbiz.de/10011409051
Cover Image
Solving the value-at-risk minimisation model with linear programming techniques
Xu, Chunhui; Huang, Xiaolin; Huo, Yanli; Wang, Shuning - In: Asian journal of management science and applications : AJMSA 2 (2015/2016) 3, pp. 228-244
Persistent link: https://www.econbiz.de/10011713533
Cover Image
A risk averse approach to the capacity allocation problem in the airline cargo industry
Wada, Masato; Delgado, Felipe; Pagnoncelli, Bernardo K. - In: Journal of the Operational Research Society : OR 68 (2017) 6, pp. 643-651
Persistent link: https://www.econbiz.de/10011656840