Displaying similar documents to “Variants of the time minimization assignment problem.”

Optimal streams of premiums in multiperiod credibility models

L. Gajek, P. Miś, J. Słowińska (2007)

Applicationes Mathematicae

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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...

Discrete time optimal dividend problem with constant premium and exponentially distributed claims

Dariusz Socha (2014)

Applicationes Mathematicae

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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.

On the complexity of determining tolerances for ε-optimal solutions to min-max combinatorial optimization problems

Diptesh Ghosh, Gerard Sierksma (2003)

Applicationes Mathematicae

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This paper studies the complexity of sensitivity analysis for optimal and ε-optimal solutions to general 0-1 combinatorial optimization problems with min-max objectives. Van Hoesel and Wagelmans [9] have studied the complexity of sensitivity analysis of optimal and ε-optimal solutions to min-sum problems, and Ramaswamy et al. [17] the complexity of sensitivity analysis of optimal solutions to min-max problems. We show that under some mild assumptions the sensitivity analysis of ε-optimal...

Application of the optimal control theory to the wastewater elimination problem.

Lino José Alvarez-Vázquez, Alfredo Bermúdez, Aurea Martínez, Carmen Rodríguez, Miguel Ernesto Vázquez-Méndez (2002)

RACSAM

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The main goal of this paper is to show some applications of the optimal control theory to the wastewater elimination problem. Firstly, we deal with the numerical simulation of a given situation. We present a suitable mathematical model, propose a method to solve it and show the numerical results for a realistic situation in the (Spain). Secondly, in the same framework of wastewater elimination problem, we pose two economic-environmental problems which can be formulated as constrained...