Search Results - subject_exact:"Dual optimization problem"

GenSVM: a generalized multiclass support vector machine

Burgy, G. J. J. van den; Groenenz, P. J. F. - 2015

Common mistakes in computing the nucleolus

Guajardo, Mario; Jörnsten, Kurt O. - 2014

Quasi-linear integrability

Nocke, Volker; Schutz, Nicolas - 2016

Scale efficiency and homotheticity : equivalence of primal and dual measures

Zelenyuk, Valentin - 2013

Pricing of decision making units under non-constant returns to scale

Färe, Rolf; Zelenyuk, Valentin - 2013

A scale elasticity measure for directional distance function and its dual : theory and DEA estimation

Zelenyuk, Valentin - 2012

Scale efficiency : equivalence of primal and dual measures

Zelenyuk, Valentin - 2011

A scale elasticity measure for directional distance function and its dual

Zelenyuk, Valentin - 2011

Evaluating food retailers using dual elasticities of substitution

Park,Timothy A.; Sauer, Johannes - In: Journal of productivity analysis 39 (2013) 2, pp. 111-122

A unifying framework for duality and modeling in robust linear programs

Soyster, Allen L.; Murphy, Frederic H. - In: Omega : the international journal of management science 41 (2013) 6, pp. 984-997

Design and operations of gas transmission networks

Babonneau, Frédéric; Nesterov, Jurij Evgenʹevič; … - 2009

The benefit function approach to modeling price-dependent demand systems : an application of duality theory

2008

Recursive methods for incentive problems

Messner, Matthias; Pavoni, Nicola; Sleet, Christopher - In: Review of economic dynamics 15 (2012) 4, pp. 501-525

Dual theory of choice with multivariate risks

Galichon, Alfred; Henry, Marc - In: Journal of economic theory 147 (2012) 4, pp. 1501-1516

Fear of loss, inframodularity, and transfers

Müller, Alfred; Scarsini, Marco - In: Journal of economic theory 147 (2012) 4, pp. 1490-1500

Estimation of cost inefficiency in panel data models with firm specific and sub-company specific effects

Smith, Andrew S. J.; Wheat, Phill - In: Journal of productivity analysis 37 (2012) 1, pp. 27-40

A dual measure of correlation between the Solow residual and output growth

Liu, Dandan; Li, Rui; Tan, Jijun - In: Journal of productivity analysis 37 (2012) 1, pp. 17-25

Comparative dynamics in stochastic models with respect to the L ∞ - L ∞ duality : a differential approach

Sato, Kenji; Yano, Makoto - In: Macroeconomic dynamics 16 (2012), pp. 127-138

Expenditure elasticities of the demand for leisure services

Pawlowski, Tim; Breuer, Christoph - In: Applied economics 44 (2012) 25/27, pp. 3461-3477

Effective global regularity and empirical modeling of direct, inverse and mixed demand systems

McLaren, Keith Robert; Wong, K. K. Gary - 2007

Column aggregation-based pricing combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2007

Empirical copulas for CDO tranche priding using relaltive entropy

2007

Possibility theorems on reswitching of techniques and the related issues of price variations

Aruka, Yūji - In: Complexities of production and interacting human behaviour, (pp. 67-111). 2011

Portfolio choice via quantiles

He, Xue Dong; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 203-231

Efficient hedging of European options with robust convex loss functionals : a dual-representation formula

Hernández-Hernández, Daniel; Treviño Aguilar, Erick - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 99-115

Multivariate utility maximization with proportional transaction costs

Campi, Luciano; Owen, Mark P. - In: Finance and stochastics 15 (2011) 3, pp. 461-499

Dvojstvennostʹ Monža-Kantoroviča i ee primenenie v teorii poleznosti

Levin, Vladimir L. - In: Ekonomika i matematičeskie metody 47 (2011) 4, pp. 143-165

Modeling non-monotone risk aversion using SAHARA utility functions

Chen, An; Pelsser, Antoon André Jean; Vellekoop, Michel - In: Journal of economic theory 146 (2011) 5, pp. 2075-7092

Duality of weakly disposable technology

Kuosmanen, Timo; Matin, Reza Kazemi - In: Omega : the international journal of management science 39 (2011) 5, pp. 504-512

Imputing missing information in the estimation of production functions and systems

Moss, Charles B.; Mishra, Ashok K. - In: American journal of agricultural economics 93 (2011) 2, pp. 619-626

Constrained portfolio optimization

Müller, Stephan - 2005

The thesis considers an investor's problem of optimal consumption and portfolio choice in a financial market. The model used for the financial market is the semimartingales model. The thesis shows that an optimal solution to this problem exists, even if the investor is contrained in the...

Optimal investments for risk- and ambiguity-averse preferences : a duality approach

2005

Ambiguity, also called Knightian or model uncertainty, is a key feature in financial modeling. A recent paper by Maccheroni et al. (2004) characterizes investor preferences under aversion against both risk and ambiguity. Their result shows that these preferences can be numerically represented in...

Non-linear anonymous pricing in combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2005

Duality theory for variable costs in joint production

LaFrance, Jeffrey T.; Pope, Ruflon D. - In: American journal of agricultural economics 92 (2010) 3, pp. 755-762

A primal-dual method for linear programming problems with fuzzy variables

In: European journal of industrial engineering : EJIE 4 (2010) 2, pp. 189-209

Conjugate duality in convex optimization

Boţ, Radu Ioan - 2010

Zur Interpretation der Dualvariable der Mindestzielfunktionswertrestriktion im Zustandsgrenzpreismodell

2004

Duality of the improved algebraic method (DIAM)

Dalalah, Doraid; Lev, Benjamin - In: Omega : the international journal of management science 37 (2009) 5, pp. 1027-1035

The benefit function approach to modelling price-dependent demand systems : an application of duality theory

McLaren, Keith Robert; Wong, K. K. Gary - In: American journal of agricultural economics 91 (2009) 4, pp. 1110-1123

Duality theory and organizing forms in change management

Graetz, Fiona; Smith, Aaron C. T. - In: Journal of change management : an international journal 9 (2009) 1, pp. 9-25

The attainment of the solution of the dual program in vertices for vectorial linear programs

Heyde, Frank; Löhne, Andreas; Tammer, Christiane - In: Multiobjective programming and goal programming : …, (pp. 13-24). 2009

Fundamentals of production theory in international trade : a modern approach based on theory of duality

Bobzin, Hagen - 2003

A counterexample concerning the variance-optimal martingale measure

Černý, Aleš; Kallsen, Jan - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 305-316

Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures

Leitner, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 317-331

Special issue: Advances in complementarity, duality, and global optimization

2008

Network algorithms for the dual of the constrainded shortest path problem

Grechuk, Bogdan; Molyboha, Anton; Zabarankin, Michael - In: Cooperative networks : control and optimization ; [6th …, (pp. 113-145). 2008

Solutions and optimality criteria for nonconvex quadratic-exponential minimization problem

Yang Gao, David; Ruan, Ning - In: Mathematical methods of operations research 67 (2008) 3, pp. 479-491

Some results for long-range exclusion processes

Andjel, Enrique; Mountford, T. S. - In: Probability theory and related fields 142 (2008) 1/2, pp. 189-217

Uniform LP duality for semidefinite and semi-infinite programming

Zhang, Qinghong - In: Central European journal of operations research : CEJOR … 16 (2008) 2, pp. 205-213

Does human capital stimulate investment in physical capital? : evidence from a cost system framework

López-Bazo, Enrique; Moreno, Rosina - In: Economic modelling 25 (2008) 6, pp. 1295-1305