Country: Switzerland

Found 927 papers in total
Algorithms for large scale set covering problems
1993,
This paper is concerned with the set covering problem (SCP), and in particular with...
Pareto optimality and a class of set covering heuristics
1993,
The set covering problem has many diverse applications to problems arising in crew...
Penalty computations for the set partitioning problem
1993,
The computation of penalities associated with the continuous relaxation of integer...
Clustering heuristics for set covering
1993,
The authors introduce a new class of set covering heuristics, based on clustering...
Another explanation for the bias observed in the filter rule test
1993,
Substantial bias in profits is observed when Alexander’s filter rule is applied...
An envelopment-analysis approach to measuring the managerial efficiency of banks
1993,
The dramatic rise in bank failures over the last decade has led to a search for...
Computing efficient frontiers using estimated parameters
1993,
The mean-variance model for portfolio selection requires estimates of many parameters....
Multi-stage stochastic linear programs for portfolio optimization
1993,
The paper demonstrates how multi-period portfolio optimization problems can be...
A note on portfolio optimization with path-dependent utility
1993,
This paper considers the portfolio selection with preferences depending on the history...
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
1993,
In this study, the authors show that earnings forecasting creates an index-tracking...
Optimal bank portfolio choice under fixed-rate deposit insurance
1993,
This paper analyzes the investment decisions of insured banks under fixed-rate deposit...
Optimal consumption and arbitrage in incomplete, finite state security markets
1993,
The authors study a consistent treatment for both the multi-period portfolio selection...
Some computational issues in optimal control by nonlinear programming
1993,
The Roppenecker parameterization of multi-input eigenvalue assignment, which allows...
The Implicit General Order Complementarity Problem, models and iterative methods
1993,
The authors present the Implicit General Order Complementarity Problem associated to a...
The (n+1)2 m-ray algorithm: A new simplicial algorithm for the variational inequality problem on
1993,
In this paper the authors propose a variable dimension simplicial algorithm for...
Computer generation of network cost from one link’s equilibrium data
1993,
The present computer implemented algorithm generates global network equilibrium...
Parallel computation of intertemporal multicommodity spatial price equilibria in the presence of quotas
1993,
An intertemporal, spatial price equilibrium is determined for multiple commodities...
Nonsmooth optimization methods for parallel decomposition of multicommodity flow problems
1993,
The authors develop an iterative algorithm based on right-hand side decomposition for...
Selected bibliography on degeneracy
1993,
A selected bibliography on degeneracy problems organized according to the appearance...
The relationship between theorems of the alternative, least norm problems, steepest descent directions, and degeneracy: A review
1993,
Recently, it has been observed that several nondifferentiable minimization problems...
Degeneracy in NLP and the development of results motivated by its presence
1993,
The authors study notions of nondegeneracy and several levels of increasing degeneracy...
Encounters with degeneracy: A personal view
1993,
The paper gives a brief history of degeneracy and cycling and discusses aspects of...
A simplicial decomposition method for the transit equilibrium assignment problem
1993,
A transit equilibrium assignment problem assigns the passenger flows on to a congested...
Efficiency considerations in the implementation of parallel branch-and-bound
1993,
The authors discuss the abstraction of the branch-and-bound paradigm and the...
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