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  1. No Access

    Chapter

    Optimal risk-sharing in private and collective pension contracts

    Pension solidarity can no longer be taken for granted. Due to demographic changes - and hence a growing retiree/employee ratio - additional contributions offer steadily fewer opportunities for clearing pension...

    C. G. E. Boender, A. L. Bovenberg… in Costs and Benefits of Collective Pension S… (2007)

  2. No Access

    Article

    On when to stop sampling for the maximum

    Suppose a sequential sample is taken from an unknown discrete probability distribution on an unknown range of integers, in an effort to sample its maximum. A crucial issue is an appropriate stop** rude deter...

    C. G. E. Boender, A. H. G. Rinnooy Kan in Journal of Global Optimization (1991)

  3. No Access

    Chapter and Conference Paper

    The Design of Interactive Decision Support Systems

    In the Netherlands there is a national research project to design “Decision Support Systems” (DSS). This research project is subsidized by the National Facility of Informatics (NFI). Several universities and c...

    A. H. Vellekoop, C. G. E. Boender… in Methodology and Software for Interactive D… (1989)

  4. No Access

    Article

    Hit-and-run algorithms for the identification of nonredundant linear inequalities

    Two probabilistic hit-and-run algorithms are presented to detect nonredundant constraints in a full dimensional system of linear inequalities. The algorithms proceed by generating a random sequence of interior...

    H. C. P. Berbee, C. G. E. Boender, A. H. G. Rinnooy Ran… in Mathematical Programming (1987)

  5. No Access

    Article

    Bayesian stop** rules for multistart global optimization methods

    By far the most efficient methods for global optimization are based on starting a local optimization routine from an appropriate subset of uniformly distributed starting points. As the number of local optima i...

    C. G. E. Boender, A. H. G. Rinnooy Kan in Mathematical Programming (1987)

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    Chapter and Conference Paper

    A Stochastic Approach to Global Optimization

    Letf : Rn → R be a real valued smooth objective function. The area of nonlinear programming is traditionally concerned with methods that find a local optimum (say local minimum) of f, i.e. a point x* e Rn such th...

    A. H. G. Rinnooy Kan, C. G. E. Boender… in Computational Mathematical Programming (1985)

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    Article

    A stochastic method for global optimization

    A stochastic method for global optimization is described and evaluated. The method involves a combination of sampling, clustering and local search, and terminates with a range of confidence intervals on the va...

    C. G. E. Boender, A. H. G. Rinnooy Kan, G. T. Timmer… in Mathematical Programming (1982)