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Now showing items 201-210 of 222
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
(2010-11)
The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the ...
On Downloading and Using CPLEX within COIN-OR for Solving Linear/Integer Optimization Problems
(2011-11)
The aim of this technical report is to present some detailed explanations in order to use the solver CPLEX within COIN-OR
environment. In particular, we describe how to download, install and use the corresponding source ...
An Alternative View of the US Price-Dividend Ratio Dynamics
(2014-12)
As a necessary condition for the validity of the present value model, the price-dividend ratio must be stationary. However, significant market episodes seem to provide
evidence of prices significantly drifting apart from ...
Risk management for mathematical optimization under uncertainty
(2016)
We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree ...
A new look at Marx's refutation of Ricardo's refutation of the labor theory of value
(2011)
In this paper, I would like to bring back to light the forgotten critique of Marx to the widely accepted view that Ricardo succeeded in refuting the universal validity of the labor theory of value in "Principles", chapter ...
Are Labor and Freedom Compatible? Political Economy, Hegel’s Practical Philosophy and the Young Marx
(Fundamentos del Análisis Económico I, UPV/EHU, 2017)
The question discussed in this paper is whether a political society not emancipated from labor can be a free society. In a less abstract way, the question can be posed as follows; can a society with a laboring class and a ...
Conditional beta pricing models: A nonparametric approach
(2010)
We propose a two-stage procedure to estimate conditional beta pricing models that allow for flexibility in the dynamics of assets' covariances with risk factors and market prices of risk (MPR). First, conditional covariances ...
Generating cluster submodels from two-stage stochastic mixed integer optimization models
(2018-10-22)
Stochastic optimization problems of practical applications lead, in general, to some large models. The size of those models is linked to the number of scenarios that defines the scenario tree. This number of scenarios can ...
Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage
(2013-07)
We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a
nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We
consider a stochastic model ...
Regional climate change policies: An analysis of commitments, policy instruments and targets
(Economics and Policy of Energy and the Environment, 2019)
Regional governments represent an increasingly relevant component in climate change policies, which showcase a high interest in the climate change sphere and provide several benefits connected with their governance. This ...