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ANOR
2005
128views more  ANOR 2005»
13 years 6 months ago
Expectation-Stock Dynamics in Multi-Agent Fisheries
In this paper we consider a game-theoretic dynamic model describing the exploitation of a renewable resource. Our model is based on a Cournot oligopoly game where n profit-maximizi...
Gian Italo Bischi, Michael Kopel, Ferenc Szidarovs...
ANOR
2005
83views more  ANOR 2005»
13 years 6 months ago
Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
Xiuli Chao, K. K. Lai, Shouyang Wang, Mei Yu
ANOR
2005
110views more  ANOR 2005»
13 years 6 months ago
Managing Cost Overrun Risk in Project Funding Allocation
This paper discusses decision making of project funding allocation under uncertain project costs. Because project costs are uncertain and funding allocations may not necessarily ma...
Chung-Li Tseng, Kyle Y. Lin, Satheesh K. Sundarara...
ANOR
2005
131views more  ANOR 2005»
13 years 6 months ago
Projection, Lifting and Extended Formulation in Integer and Combinatorial Optimization
Abstract. This is an overview of the significance and main uses of projection, lifting and extended formulation in integer and combinatorial optimization. Its first two sections de...
Egon Balas
ANOR
2005
102views more  ANOR 2005»
13 years 6 months ago
Locating Active Sensors on Traffic Networks
Sensors are used to monitor traffic in networks. For example, in transportation networks, they may be used to measure traffic volumes on given arcs and paths of the network. This p...
Monica Gentili, Pitu B. Mirchandani