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Nonlinear Programming Problems
When discussing optimization problems in economics, most cases, whether static or dynamic analysis, are attributed to nonlinear programming theory....
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Unbounded Markov dynamic programming with weighted supremum norm Perov contractions
This paper shows the usefulness of the Perov contraction theorem, which is a generalization of the classical Banach contraction theorem, for solving...
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A simple planning problem for COVID-19 lockdown: a dynamic programming approach
A large number of recent studies consider a compartmental SIR model to study optimal control policies aimed at containing the diffusion of COVID-19...
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Computing revealed preference goodness-of-fit measures with integer programming
This paper develops mixed integer linear programming (MILP) formulations to compute various revealed preference goodness-of-fit measures. We provide...
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A canonical game—75 years in the making—showing the equivalence of matrix games and linear programming
According to Dantzig (Econometrica, 17, p.200, 1949), von Neumann was the first to observe that for any finite two-person zero-sum game, there is a...
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Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis
The paper examines the effect of uncertainty on the solution of mathematical programming problems, using Bayesian techniques. We show that the...
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Foreign exchange trading and management with the stochastic dual dynamic programming method
We present a novel tool for generating speculative and hedging foreign exchange (FX) trading policies. Our solution provides a schedule that...
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Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap
This paper discusses how to design, solve and estimate dynamic programming models using the open source package
niqlow . Reasons are given for why...
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Using Visual-Block Programming Environments to Create Robotic Systems
The research aims to substantiate the use of a visual block programming environment to prepare future teachers using robotic systems. Education faces...
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Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language
The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to...
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Linear Programming Approach in Agricultural Production-Land Allocation
In this paper, a Linear Programming model is developed to obtain a land allocation plan that can yield the optimal profits and is applied to a set of...
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Managing Marine Mammals and Fisheries: A Calibrated Programming Model for the Seal-Fishery Interaction in Sweden
This paper develops a model based on the concept of Positive Mathematical Programming (PMP) that is useful for ex-ante analyses of how policy...
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Modeling the α-max capacity of transportation networks: a single-level mathematical programming formulation
Network capacity, defined as the largest sum of origin–destination (O–D) flows that can be accommodated by the network based on link performance...
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A Possibilistic Programming Approach to Portfolio Optimization Problem Under Fuzzy Data
Investment portfolio optimization problem is an important issue and challenge in the investment field. The goal of portfolio optimization problem is...
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Optimal bond issuance with cost and liquidity constraints for Chinese local governments: a multi-period stochastic programming approach
In recent years, China’s local governments have issued numerous bonds to support the country’s economic development. However, as total debt...
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Correction to: Optimal Planning of Asian Expressway Network with Dynamic Interregional Input–Output Programming Model
This chapter was inadvertently published with incorrect preposition in the title which has now been corrected to “Optimal Planning of Asian...
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Integrating fuzzy goal programming and data envelopment analysis to incorporate preferred decision-maker targets in efficiency measurement
Data envelopment analysis (DEA) is a nonparametric frontier assessment method used to evaluate the relative efficiency of similar decision-making...
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Optimal Planning of Asian Expressway Network with Dynamic Interregional Input–Output Programming Model
The optimal assignments of the exogenously given amount of capital funds for transportation infrastructures and social overhead capitals are treated...
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GIS tools and programming languages for creating models of public and private transport potential accessibility in Szczecin, Poland
This article presents the results of public and private (car) transport accessibility modelling, which gives the room for the comparison of two types...
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Eigenvalue Problem and Nonlinear Programming Problem For Economic Studies
This book focuses on the Frobenius theorem regarding a nonlinear simultaneous system. The Frobenius theorem is well known as a condition for a linear...