Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Per Olov Lindberg"'
Autor:
Simone Cerreia-Vioglio, Fabio Maccheroni, Per Olov Lindberg, Massimo Marinacci, Aldo Rustichini
We prove that a random choice rule satisfies Luce's Choice Axiom if and only if its support is a choice correspondence that satisfies the Weak Axiom of Revealed Preference, thus it consists of alternatives that are optimal according to some preferenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60df3f7403f4be0b66c97b888d134fbe
http://arxiv.org/abs/2007.11386
http://arxiv.org/abs/2007.11386
The train timetabling problem (TTP) consists of finding a feasible timetable for a number of trains which minimises some objective function, e.g., sum of running times or deviations from ideal departure times. One solution approach is to solve the du
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d05f96bb4c5a711ea5843e51ec623ad
http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-165781
http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-165781
Publikováno v:
Fosgerau, M, Lindberg, P O, Mattsson, L G & Weibull, J 2018, ' A note on the invariance of the distribution of the maximum ', Journal of Mathematical Economics, vol. 74, pp. 56-61 . https://doi.org/10.1016/j.jmateco.2017.10.005
Journal of Mathematical Economics
Journal of Mathematical Economics
Many models in economics involve discrete choices where a decision-maker selects the best alternative from a finite set. Viewing the array of values of the alternatives as a random vector, the decision-maker draws a realization and chooses the altern
Autor:
Johan Holmgren, Per Olov Lindberg
Publikováno v:
EURO Journal on Transportation and Logistics. 3:205-225
We present improvements of the Frank–Wolfe (FW) method for static vehicular traffic and telecom routing. The FW method has been the dominating method for these problem types, but due to its slow asymptotic convergence it has been considered dead by
Autor:
Tony E. Smith, Per Olov Lindberg
Publikováno v:
Theory and Decision. 82:305-307
In a recent paper in this journal, Dagsvik derives the class of independent random utility representations that are “equivalent” to the independence-from-irrelevant-alternatives (IIA) assumption by Luce (Individual choice behavior: a theoretical
Publikováno v:
Transportation Research Part B: Methodological. 59:81-95
Since the pioneering work of McFadden (1974), discrete choice random-utility models have become work horses in many areas in transportation analysis and economics. In these models, the random variables enter additively or multiplicatively and the noi
Publikováno v:
Papers in Regional Science. 66:123-130
This paper deals with markets where inherently discrete goods are offered, for example, housing, work-places or modes of transportation. Consumer choice behaviour may be modelled by the additive random utility, or the generalised Thurstone, model. In
Publikováno v:
Computers & Chemical Engineering. 27:669-679
It is often possible to use different convexification techniques with different transformations in global optimization. In 'Optimization Eng. (submitted for publication)', a new global optimization ...
Autor:
Per Olov Lindberg, Jörgen Blomvall
Publikováno v:
Journal of Economic Dynamics and Control. 27:1099-1112
We build an investment model based on Stochastic Programming. In the model we buy at the ask price and sell at the bid price. We apply the model to a case where we can invest in a Swedish stock index, call options on the index and the risk-free asset
Autor:
Per Olov Lindberg, Jörgen Blomvall
Publikováno v:
European Journal of Operational Research. 143:452-461
We propose a new method for certain multistage stochastic programs with linear or nonlinear objective function, combining a primal interior point approach with a linear-quadratic control problem ov ...