Directional lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming
J. Gauvin, R. Janin (1989)
Annales de l'I.H.P. Analyse non linéaire
Similarity:
Displaying similar documents to “A remark on sensitivity in linear programming and Gale-Samuelson nonsubstitution theorem”
Directional lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming
Total Time Minimizing Transportation Problem
Ilija Nikolić (2007)
The Yugoslav Journal of Operations Research
Similarity:
A stability theorem in nonlinear bilevel programming.
Shou-Yang Wang, Qian Wang, Luis Coladas Uría (1996)
Qüestiió
Similarity:
In this short paper, we are concerned with the stability of nonlinear bilevel programs. A stability problem is proven and an example is given to illustrate this theorem.
On the industrial and mechanical applications of dual variables in linear programming
Letizia Pellegrini (1998)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Programming with parametric elements of the matrix coefficients
Ramon M. Arana (1977)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Discrete optimal control problems with nonsmooth costs
Jiří V. Outrata (1976)
Kybernetika
Similarity:
A dual approach to solving linear inequalities by unconstrained quadratic optimization.
Popescu, Elena (2003)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
Similarity:
On optimal credibility premiums in multiperiod insurance
W. Antoniak, M. Kałuszka (2014)
Applicationes Mathematicae
Similarity:
This paper focuses on the problem of optimal arrangement of a stream of premiums in a multiperiod credibility model. On the basis of a given claim history (screening) and some individual information unknown to the insurance company (signaling), we derive the optimal streams in the case when the coverage period is not necessarily fixed, e.g., because of lapses, renewals, deaths, total losses, etc.
Optimal streams of premiums in multiperiod credibility models
L. Gajek, P. Miś, J. Słowińska (2007)
Applicationes Mathematicae
Similarity:
Optimal arrangement of a stream of insurance premiums for a multiperiod insurance policy is considered. In order to satisfy solvency requirements we assume that a weak Axiom of Solvency is satisfied. Then two optimization problems are solved: finding a stream of net premiums that approximates optimally 1) future claims, or 2) "anticipating premiums". It is shown that the resulting optimal streams of premiums enable differentiating between policyholders much more quickly than one-period...