Results 31 to 40 of about 446 (78)
Pricing American Options by Exercise Rate Optimization [PDF]
, 2019 We present a novel method for the numerical pricing of American options based on Monte Carlo simulation and the optimization of exercise strategies. Previous solutions to this problem either explicitly or implicitly determine so-called optimal exercise ...
Bayer, Christian +2 more
core +3 more sources
Sufficient pruning conditions for MINLP in gas network design
EURO Journal on Computational Optimization, 2017 One-quarter of Europe’s energy demand is provided by natural gas distributed through a vast pipeline network covering the whole of Europe. At a cost of 1 million Euros per kilometer the extension of the European pipeline network is already a multi ...
Jesco Humpola, Felipe Serrano
doaj +1 more source
Bilevel programming for price-based electricity auctions: a revenue-constrained case
EURO Journal on Computational Optimization, 2015 This paper describes the application of bilevel programming to a class of real-life problems in the field of electric power systems. Within the context of electricity markets, market-clearing procedures, i.e., auction models, are used by an independent ...
Ricardo Fernández-Blanco +2 more
doaj +1 more source
Optimal Release Time Decision from Fuzzy Mathematical Programming Perspective
, 2015 Demand for high software reliability requires rigorous testing followed by requirement of robust modeling techniques for software quality prediction. On one side, firms have to steadily manage the reliability by testing it vigorously, the optimal release
Agarwal, Mohini +3 more
core +1 more source
Observation thinning in data assimilation computations
EURO Journal on Computational Optimization, 2015 We propose to use an observation-thinning method for the efficient numerical solution of large-scale incremental four- dimensional (4D-Var) data assimilation problems.
Serge Gratton +3 more
doaj +1 more source
Complementarity-based nonlinear programming techniques for optimal mixing in gas networks
EURO Journal on Computational Optimization, 2019 We consider nonlinear and nonsmooth mixing aspects in gas transport optimization problems. As mixed-integer reformulations of pooling-type mixing models already render small-size instances computationally intractable, we investigate the applicability of ...
FalkM. Hante, Martin Schmidt
doaj +1 more source
EURO Journal on Computational Optimization, 2015 Many real-world optimization models comprise nonconvex and nonsmooth functions leading to very hard classes of optimization models. In this article, a new interior-point method for the special, but practically relevant class of optimization problems with
Martin Schmidt
doaj +1 more source
The role of child language ability and parental mentalization in early child dysregulation
Infant Mental Health Journal: Infancy and Early Childhood, Volume 47, Issue 1, January 2026.Abstract Dysregulation in early childhood is associated with increased vulnerability to psychopathology and poor psychosocial outcomes. While there is evidence that both child language ability and parental mentalization are associated with dysregulation in early childhood, there is little understanding of the relationships between these variables, and ...
Sara Cibralic +6 more
wiley +1 more source
Solving wind farm layout optimization with mixed integer programs and constraint programs
EURO Journal on Computational Optimization, 2014 The wind farm layout optimization problem is concerned with the optimal location of turbines within a fixed geographical area to maximize profit under stochastic wind conditions. Previously, it has been modeled as a maximum diversity (or p-dispersion-sum)
PeterY. Zhang +3 more
doaj +1 more source
A strategic approach for the ambulance covering of the province of Friesland [PDF]
, 1998 In the summer of 1995 the University of Twente, commissioned by the Province of Friesland, carried out research into the consequences of alternative locations for ambulances.
Macfarlane, J.D., Schreuder, J.A.M.
core +2 more sources