Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Pascal Halffmann"'
Autor:
Ivica Turkalj, Mohammad Assadsolimani, Markus Braun, Pascal Halffmann, Niklas Hegemann, Sven Kerstan, Janik Maciejewski, Shivam Sharma, Yuanheng Zhou
Publikováno v:
Risks, Vol 12, Iss 2, p 23 (2024)
In this paper, we consider the inclusion of the solvency capital requirement (SCR) into portfolio optimization by the use of a quadratic proxy model. The Solvency II directive requires insurance companies to calculate their SCR based on the complete
Externí odkaz:
https://doaj.org/article/6bfb672a2d344d7683581a3d1c06fe82
Publikováno v:
Frontiers in Quantum Science and Technology, Vol 2 (2023)
In the last decade, public and industrial research funding has moved quantum computing from the early promises of Shor’s algorithm through experiments to the era of noisy intermediate scale quantum devices (NISQ) for solving real-world problems. It
Externí odkaz:
https://doaj.org/article/0f230d4d85324dd9917dba25110b59ea
We provide a comprehensive overview of the literature of algorithmic approaches for multiobjective mixed‐integer and integer linear optimization problems. More precisely, we categorize and display exact methods for multiobjective linear problems wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::75f1b8658bb6c6ddc0f8b078f084f583
https://publica.fraunhofer.de/handle/publica/427278
https://publica.fraunhofer.de/handle/publica/427278
In the last decade, public and industrial research funding has moved quantum computing from the early promises of Shor's algorithm through experiments to the era of noisy intermediate scale quantum devices (NISQ) for solving real-world problems. It i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abd826bd6f2e4ea3ec3e00976c9fb743
Publikováno v:
Journal of Global Optimization
Journal of Global Optimization, Springer Verlag, In press, ⟨10.1007/s10898-020-00898-9⟩
Journal of Global Optimization, Springer Verlag, In press, ⟨10.1007/s10898-020-00898-9⟩
This article is dedicated to the weight set decomposition of a multiobjective (mixed-)integer linear problem with three objectives. We propose an algorithm that returns a decomposition of the parameter set of the weighted sum scalarization by solving
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2d6f5171958182aa391bfea90e6967e
https://hal.archives-ouvertes.fr/hal-02523885
https://hal.archives-ouvertes.fr/hal-02523885
Publikováno v:
Theoretical Computer Science. 695:1-15
We present a general technique for approximating bicriteria minimization problems with positive-valued, polynomially computable objective functions. Given $0
Publikováno v:
Information Processing Letters, 120, 11-15. Elsevier
We consider the (linear) parametric 0–1 knapsack problem in which the profits of the items are affine-linear functions of a real-valued parameter and the task is to compute a solution for all values of the parameter. For this problem, it is known t
Die multikriterielle Optimierung besitzt – obwohl ein junges Forschungsgebiet der Mathematik, Informatik und Wirtschaftswissenschaften – ein großes Potential für die Entscheidungspraxis, da Entscheider häufig mit mehreren, gegenläufigen Ziele
Autor:
Pascal Halffmann, Michael Stiglmayr, José Rui Figueira, Luís Paquete, Stefan Ruzika, David Willems, Carlos M. Fonseca, Britta Schulze, Kathrin Klamroth
Publikováno v:
Journal of Multi-Criteria Decision Analysis. 24:82-98
Publikováno v:
Electronic Notes in Discrete Mathematics
Electronic Notes in Discrete Mathematics, Elsevier, 2015, 50, pp.281-286
Electronic Notes in Discrete Mathematics, 2015, 50, pp.281-286
Electronic Notes in Discrete Mathematics, Elsevier, 2015, 50, pp.281-286
Electronic Notes in Discrete Mathematics, 2015, 50, pp.281-286
International audience; In a carsharing system, a fleet of cars is distributed at stations in an urban area, customers can take and return cars at any time and station. For operating such a system in a satisfactory way, the stations have to keep a go
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ff700f601da061ae7214d500dff13dec
https://hal.archives-ouvertes.fr/hal-02045800/document
https://hal.archives-ouvertes.fr/hal-02045800/document