Keyword: optimization

Found 2864 papers in total
Optimal Dynamic Auctions for Display Advertising
Optimal Dynamic Auctions for Display Advertising
2017,
In this paper, we investigate the optimal dynamic auction design for the display...
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...
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
2017,
We consider discounted Markov decision processes (MDPs) with countably‐infinite...
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...
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...
Optimal Contracts for Intermediaries in Online Advertising
Optimal Contracts for Intermediaries in Online Advertising
2017,
In online advertising, the prevalent method advertisers employ to acquire impressions...
A Skew-normal copula-driven GLMM
A Skew-normal copula-driven GLMM
2016,
This paper presents a method for fitting a copula‐driven generalized linear...
Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
2016,
Penalized splines are used in various types of regression analyses, including...
On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model
On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model
2016,
In a seminal paper, Mak, Journal of the Royal Statistical Society B, 55, 1993, 945,...
Health State Transitions and Longevity Effects on Retirees’ Optimal Annuitization
Health State Transitions and Longevity Effects on Retirees’ Optimal Annuitization
2017,
The interplay between longevity risk and health state transitions for retirees’...
Robust Mean‐Variance Hedging of Longevity Risk
Robust Mean‐Variance Hedging of Longevity Risk
2017,
Parameter uncertainty and model misspecification can have a significant impact on the...
Determining an Optimal Action Portfolio for Water Resource Management by Using Stochastic Programming
Determining an Optimal Action Portfolio for Water Resource Management by Using Stochastic Programming
2017,
A regional water management system always contains long‐term and...
Application of Support Vector Machine, Random Forest, and Genetic Algorithm Optimized Random Forest Models in Groundwater Potential Mapping
Application of Support Vector Machine, Random Forest, and Genetic Algorithm Optimized Random Forest Models in Groundwater Potential Mapping
2017,
Regarding the ever increasing issue of water scarcity in different countries, the...
A New Evaluation for Water Transfer Optimal Schemes with the Consideration of Reliability, Stability, and Severity
A New Evaluation for Water Transfer Optimal Schemes with the Consideration of Reliability, Stability, and Severity
2017,
To alleviate the water resources shortage in arid or semi‐arid area, various...
When Friends Become Competitors: The Design of Resource Exchange Alliances
When Friends Become Competitors: The Design of Resource Exchange Alliances
2017,
Many carriers, such as airlines and ocean carriers, collaborate through the formation...
Trading Time in a Congested Environment
Trading Time in a Congested Environment
2017,
The first in, first out (FIFO) queue discipline respects the order of arrivals, but is...
Dynamic Product Rotation in the Presence of Strategic Customers
Dynamic Product Rotation in the Presence of Strategic Customers
2017,
Dynamic product rotation is perceived as a useful lever to increase sales. The effect...
Mixed-Integer Rounding Enhanced Benders Decomposition for Multiclass Service-System Staffing and Scheduling with Arrival Rate Uncertainty
Mixed-Integer Rounding Enhanced Benders Decomposition for Multiclass Service-System Staffing and Scheduling with Arrival Rate Uncertainty
2017,
We study server scheduling in multiclass service systems under uncertainty in the...
A joint model of probabilistic/robust constraints for gas transport management in stationary networks
A joint model of probabilistic/robust constraints for gas transport management in stationary networks
2017,
We present a novel mathematical algorithm to assist gas network operators in managing...
Macroscopic traffic flow model calibration using different optimization algorithms
Macroscopic traffic flow model calibration using different optimization algorithms
2017,
This study tests and compares different optimization algorithms employed for the...
P-positions in modular extensions to Nim
P-positions in modular extensions to Nim
2017,
In this paper, we consider a modular extension to the game of Nim, which we call m...
A parameter identification method for natural gas supply systems under unsteady gas flow
A parameter identification method for natural gas supply systems under unsteady gas flow
2017,
We consider the identification problem for the technical parameters, i.e., hydraulic...
Factor-based robust index tracking
Factor-based robust index tracking
2017,
We consider a robust optimization approach for the problem of tracking a benchmark...
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
2017,
This paper proposes a multistage stochastic programming approach for the...
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