Similar Search Results

A survey on bilevel optimization under uncertainty

Beck, Yasmine; Ljubić, Ivana; Schmidt, Martin - In: European journal of operational research : EJOR 311 (2023) 2, pp. 401-426

Persistent link: https://www.econbiz.de/10014336539

Satisficing models under uncertainty

Jaillet, Patrick; Jena, Sanjay Dominik; Ng, Tsan Sheng Adam - In: INFORMS journal on optimization 4 (2022) 4, pp. 347-372

Persistent link: https://www.econbiz.de/10013503734

Risk constraints for portfolio optimization with fixed-fee transaction cost

Hirsch, Michael J.; Navarro, Nicole - In: The journal of investment strategies 6 (2017) 2, pp. 91-112

Persistent link: https://www.econbiz.de/10011668136

Generalized bounded rationality and robust multicommodity network design

Sun, Longsheng; Karwan, Mark H.; Kwon, Changhyun - In: Operations research 66 (2018) 1, pp. 42-57

Persistent link: https://www.econbiz.de/10011818591

A heuristic approach to explore : the value of perfect information

Shahrokhi Tehrani, Shervin; Ching, Andrew - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 3200-3224

Persistent link: https://www.econbiz.de/10014551265

Multiperiod portfolio optimization with multiple risky assets and general transaction costs

Mei, Xiaoling; DeMiguel, Victor; Nogales, Francisco J. - In: Journal of banking & finance 69 (2016), pp. 108-120

Persistent link: https://www.econbiz.de/10011635053

Optimal portfolio in the presence of transaction costs and convex risk measure

Doctor, O.; Offen, E. R.; Lungu, E. M. - In: International journal of financial engineering 4 (2017) 4, pp. 1-15

Persistent link: https://www.econbiz.de/10011807095

A model of boundedly rational consumer choice : an agent based approach

Riechmann, Thomas - 2000

Persistent link: https://www.econbiz.de/10001476021

Is there an optimization in bounded rationality? : The ratio of aspiration levels

Beckenkamp, Martin (contributor) - 2004

Simons̕ (1955) famous paper was one of the first to cast doubt on the validity of rational choice theory; it has been … supplemented by many more papers in the last three and a half decades. Nevertheless, rational choice theory plays a crucial role in … classical and neoclassical economic theory, which presumes a completely rational agent. The central points characterizing such …

Persistent link: https://www.econbiz.de/10002526505

Optimal Bounded Investment Behaviour

Tsachev, Tsvetomir - 2015

We study the investment behaviour of a producer maximizing the present value of his firm over an infinite time horizon and having investments bounded below by zero (irreversibility of capital) and bounded above by his current profit (capital market imperfections). In our model the interest rate,...

Persistent link: https://www.econbiz.de/10013025441