搜索结果: 1-14 共查到“经济学 programming”相关记录14条 . 查询时间(0.033 秒)
Determining the optimal selling time of cattle:A stochastic dynamic programming approach
decision analysis farm management simulation
2016/11/11
The world meat market demands competitiveness, and optimal livestock replacement decisions can help to achieve this goal. In the article, there is introduced a novel discrete stochastic dynamic progra...
Obtaining Analytic Derivatives for a Class of Discrete-Choice Dynamic Programming Models
Analytic Derivatives Discrete-Choice Dynamic Programming Models
2015/9/18
This paper shows how to recursively calculate analytic first and second derivatives of the likelihood function generated by a popular version of a discrete-choice, dynamic programming model, allowing ...
Envelope condition method versus endogenous grid method for solving dynamic programming problems
Hoover Institution, Stanford University, USA University of Alicante, Spain
2015/7/21
We introduce an envelope condition method (ECM) for solving dynamic programming problems. The ECM method is simple to implement, dominates conventional value function iteration and is comparable in ac...
上海财经大学经济学院高级宏观经济学课件ILecture 5 Dynamic Programming: Method and Applications (Continued)
上海财经大学经济学院 高级宏观经济学 课件I Lecture 5 Dynamic Programming Method Applications Continued
2012/7/9
上海财经大学经济学院高级宏观经济学课件ILecture 5 Dynamic Programming: Method and Applications (Continued).
上海财经大学经济学院高级宏观经济学课件ILecture 4 Dynamic Programming: Method and Applications
上海财经大学经济学院 高级宏观经济学 课件I Lecture 4 Dynamic Programming Method Applications
2012/7/9
上海财经大学经济学院高级宏观经济学课件ILecture 4 Dynamic Programming: Method and Applications.
Modelling farmer participation to a revenue insurance scheme by the means of the Positive Mathematical Programming
insurance schemes PMP farmers’ participation risk aversion non-linear mix-integer programming.
2014/2/24
European farmers face an increasing income uncertainty. The debate is growing on the role of the insurance schemes and on the support provided by the CAP in this field. Therefore, there is a need for ...
Optimization of the cropping pattern in Saudi Arabia using a mathematical programming sector model
maximum net return efficient water allocation LINGO optimizer modelling program
2014/2/24
A mathematical sector model has been formulated to optimize the cropping pattern in Saudi Arabia aiming at maximizing the net annual return of the agricultural sector in Saudi Arabia and ensuring the ...
A Goal Programming Model for Optimal Portfolio Diversification
Set-valued risk measure portfolio optimization multi-criteria optimization goal programming
2012/3/2
We present a goal programming model for risk minimization of a financial portfolio managed by an agent subject to different possible criteria. We extend the classical risk minimization model with scal...
A method for pricing American options using semi-infinite linear programming
optimal stopping excessive functions upper bounds semiinfinite linear programming
2011/3/30
We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of th...
Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach
Optimal insurance stochastic control duality optional decomposition
2010/10/21
We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked poin...
Convex duality in stochastic programming and mathematical finance
Convex duality stochastic programming mathematical finance
2010/10/20
This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies ma...
Optimisation of Stochastic Programming by Hidden Markov Modelling based Scenario Generation
Markov Processes Risk Analysis Stochastic Programming Scenarios
2010/10/29
This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. I...
2005年第26讲(总第462讲)
The Lagrange Method for Dynamic Optimization：An Alternative to Dynamic Programming
2007/8/10
主讲人
邹至庄教授
题目
The Lagrange Method for Dynamic Optimization：An Alternative to Dynamic Programming
时间
2005年9月21日（星期三）下午14:00-15:30
地点
北京大学中国经济研究中心致福轩教室
工作语言
英文
联系电话
62758915
演讲简介
To solve dynamic optimiz...
Mathematical programming models for agri-environmental policy analysis: A case study from the White Carpathians
mathematical programming jointness agricultural policy biodiversity suckler cows
2014/3/20
BEGRAB_PRO.1 – a mathematical programming model for BEef and GRAssland Biodiversity PRoduction Optimisation – elaborated for analysis of organic suckler cow farms in the Protected Landscape Area White...