Now showing items 11-20 of 96
A multicut algorithm for two-stage stochastic linear programs
(Elsevier, 1988-03)
Outer linearization methods, such as Van Slyke and West's L-shaped method for stochastic linear programs, generally apply a single cut on the nonlinear objective at each major iteration. The structure of stochastic programs ...
Revealed preference with a subset of goods
(Elsevier, 1988-10)
Suppose that you observe n choices of k goods and prices when the consumer is actually choosing from a set of k + 1 goods. Then revealed preference theory puts essentially no restrictions on the behavior of the data. This ...