Journal: Annals of Operations Research

Found 3339 papers in total
An improved ant system algorithm for the vehicle routing problem
An improved ant system algorithm for the vehicle routing problem
1999,
The Ant System is a distributed metaheuristic that combines an adaptive memory with a...
Optimal advertising with a continuum of goods
Optimal advertising with a continuum of goods
1999,
In this paper, we present a model of optimal advertising with a continuum of goods...
A multiperiod production and advertising problem for a seasonal product
A multiperiod production and advertising problem for a seasonal product
1999,
We consider the problem of a firm which seeks the maximum discounted profit from the...
Economic models and the relevance of ‘chaotic regions’: An application to Goodwin's growth cycle model
Economic models and the relevance of ‘chaotic regions’: An application to Goodwin's growth cycle model
1999,
In this paper, we argue that Pohjola's one-dimensional, discrete-time version of...
Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
1999,
In the basic Cagan model of monetary dynamics, we allow inflationary expectations to...
Keynesian monetary growth dynamics in open economies
Keynesian monetary growth dynamics in open economies
1999,
We investigate an open economy monetary growth model with sluggish price and quantity...
Asymptotic growth rates in knowledge-exchanging economies
Asymptotic growth rates in knowledge-exchanging economies
1999,
Two ODE models of innovation dynamics based on Grossman and Helpman's endogenous...
Preferable disequilibrium in a nonlinear cobweb economy
Preferable disequilibrium in a nonlinear cobweb economy
1999,
This study demonstrates the possibility that chaotic fluctuations may be preferable to...
Modelling chaotic behaviour in agricultural prices using a discrete deterministic nonlinear price model
Modelling chaotic behaviour in agricultural prices using a discrete deterministic nonlinear price model
1999,
In economic modelling, the generally used deterministic equilibrium models cannot...
Price adjustment models in a production economy
Price adjustment models in a production economy
1999,
In a simple economy (a produced good and labour), a discrete-time tatonnement process...
Nonlinear dynamics in the Cournot model without full information
Nonlinear dynamics in the Cournot model without full information
1999,
A Cournot model with an arbitrary nonlinear demand function and where firms do not...
Dynamic externalities: Comparing conditions for Hopf bifurcation under laissez-faire and planning
Dynamic externalities: Comparing conditions for Hopf bifurcation under laissez-faire and planning
1999,
Consider an economy described by two states. The first state describes a private stock...
Local dynamics for optimal control problems of three-dimensional ODE systems
Local dynamics for optimal control problems of three-dimensional ODE systems
1999,
This paper presents a complete characterization of the local dynamics for optimal...
Markov perfect equilibria for a class of capital accumulation games
Markov perfect equilibria for a class of capital accumulation games
1999,
We formulate a class of dynamic games which consists of so-called capital accumulation...
Parallel proximal decomposition algorithms for robust estimation
Parallel proximal decomposition algorithms for robust estimation
1999,
In the past few years, robustness has been one problem that was given much attention...
Fiscal policy in a Lucasian general equilibrium model with productive government spending
Fiscal policy in a Lucasian general equilibrium model with productive government spending
1999,
This paper analyzes the effects of fiscal policy on the steady-state growth rate of a...
An endogenous growth model with public capital and government borrowing
An endogenous growth model with public capital and government borrowing
1999,
The paper presents an endogenous growth model with public capital. However, in...
Optimal investment facing possible accidents
Optimal investment facing possible accidents
1999,
This paper studies the optimal behavior of a firm over time that faces the probability...
Sustainability in small open economies under uncertainty
Sustainability in small open economies under uncertainty
1999,
Sustainability of the average level of consumption in a resource-rich country is...
On one aspect of science policy based on an uncertain model
On one aspect of science policy based on an uncertain model
1999,
We discuss one aspect of the allocation of new scientists to teaching and research...
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
2000,
The bond portfolio management problem is formulated as a stochastic program based on...
Optimal firm investment in security
Optimal firm investment in security
1999,
In this paper, we analyze the problem of an individual firm that has to deal with...
Selecting portfolios with fixed costs and minimum transaction lots
Selecting portfolios with fixed costs and minimum transaction lots
2000,
The original Markowitz model of portfolio selection has received a widespread...
Real options with random controls and the value of learning
Real options with random controls and the value of learning
2000,
In this paper we propose a conceptual framework for continuous-time valuation of real...
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