Keyword: simulation

Found 2961 papers in total
Optimal signaling with cheap talk and money burning
Optimal signaling with cheap talk and money burning
2017,
We study Sender‐optimal signaling equilibria with cheap talk and...
Coordination games on graphs
Coordination games on graphs
2017,
We introduce natural strategic games on graphs, which capture the idea of coordination...
Paths to stability for college admissions with budget constraints
Paths to stability for college admissions with budget constraints
2017,
We study two‐sided matching problem considered in Abizada (Theor Econ 11(2),...
Pricing and clearing combinatorial markets with singleton and swap orders
Pricing and clearing combinatorial markets with singleton and swap orders
2017,
In this article we consider combinatorial markets with valuations only for singletons...
An optimal reinsurance problem in the Cramér‐Lundberg model
An optimal reinsurance problem in the Cramér‐Lundberg model
2017,
In this article we consider the surplus process of an insurance company within the...
A mathematical model for personalized advertisement in virtual reality environments
A mathematical model for personalized advertisement in virtual reality environments
2017,
We consider a personalized advertisement assignment problem faced by the manager of a...
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
2017,
In this paper, we study a robust optimal investment and reinsurance problem for a...
Asynchronous Rumor Spreading on Random Graphs
Asynchronous Rumor Spreading on Random Graphs
2017,
We perform a thorough study of various characteristics of the asynchronous...
Redundancy-d: The Power of d Choices for Redundancy
Redundancy-d: The Power of d Choices for Redundancy
2017,
Redundancy is an important strategy for reducing response time in multi‐server...
Production with Risk Hedging–Optimal Policy and Efficient Frontier
Production with Risk Hedging–Optimal Policy and Efficient Frontier
2017,
Demand for many products may depend on the price of a tradable asset or on the economy...
Modeling Gas Markets with Endogenous Long-Term Contracts
Modeling Gas Markets with Endogenous Long-Term Contracts
2017,
Since its initial development, long‐term contracts have been associated with...
Risk Aversion, Information Acquisition, and Technology Adoption
Risk Aversion, Information Acquisition, and Technology Adoption
2017,
We use a dynamic programming model to study the impacts of risk aversion on...
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market
2017,
We propose an inverse optimization‐based methodology to determine market...
Product Portfolio Management with Production Flexibility in Agribusiness
Product Portfolio Management with Production Flexibility in Agribusiness
2017,
The acquisition of production flexibility is a well‐documented strategy pursued...
Exact Simulation of the SABR Model
Exact Simulation of the SABR Model
2017,
The stochastic alpha‐beta‐rho (SABR) model becomes popular in the...
Factors of carbon price volatility in a comparative analysis of the EUA and sCER
Factors of carbon price volatility in a comparative analysis of the EUA and sCER
2017,
The paper proposes three hypotheses for the factors of carbon price volatility on the...
Simulating emissions intensity targets with energy economic models: algorithm and application
Simulating emissions intensity targets with energy economic models: algorithm and application
2017,
Pressure on developing economies to make quantifiable emissions reduction commitments...
Technical and environmental efficiency of a two-stage production and abatement system
Technical and environmental efficiency of a two-stage production and abatement system
2017,
In this paper, a network data envelopment analysis system that considers a production...
Total-factor energy efficiency evaluation of Chinese industry by using two-stage DEA model with shared inputs
Total-factor energy efficiency evaluation of Chinese industry by using two-stage DEA model with shared inputs
2017,
Chinese industry has developed greatly since China implemented its ‘reform and...
Simulating Indonesian fuel subsidy reform: a social accounting matrix analysis
Simulating Indonesian fuel subsidy reform: a social accounting matrix analysis
2017,
The debate over phasing out fuel subsidies in Indonesia is quite intense. Recent...
Estimation of Lévy-driven Ornstein‐Uhlenbeck processes: application to modeling of CO2 and fuel-switching
Estimation of Lévy-driven Ornstein‐Uhlenbeck processes: application to modeling of CO2 and fuel-switching
2017,
This paper proposes an estimation methodology for Lévy‐driven...
Eco-efficiency measurement and material balance principle: an application in power plants Malmquist Luenberger Index
Eco-efficiency measurement and material balance principle: an application in power plants Malmquist Luenberger Index
2017,
Incorporating Material Balance Principle (MBP) in industrial and agricultural...
Low-carbon supply policies and supply chain performance with carbon concerned demand
Low-carbon supply policies and supply chain performance with carbon concerned demand
2017,
A dilemma between economic growth and environmental deterioration has never been...
China’s regional energy and carbon dioxide emissions efficiency evaluation with the presence of recovery energy: an interval slacks-based measure approach
China’s regional energy and carbon dioxide emissions efficiency evaluation with the presence of recovery energy: an interval slacks-based measure approach
2017,
Recovery energy has been one of important components of energy consumption structure...
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