Blar i NHH Brage på emneord "VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Anvendt matematikk: 413"
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Approximating closed form solutions to a class of feedback policies
(Discussion paper, Working paper, 2009-09)Dynamic optimization problems cover a large class of problems in theoretical and applied economics. A simple iterative algorithm with fast convergence is proposed. It is demonstrated that the algorithm in a few steps ... -
Exploiting parallelization in spatial statistics: an applied survey using R
(Discussion paper, Working paper, 2010-10)Computing tasks may be parallelized top-down by splitting into per-node chunks when the tasks permit this kind of division, and particularly when there is little or no need for communication between the nodes. Another ... -
Strategic pricing of commodities
(Discussion paper, Working paper, 2006)In this paper we will consider a setting where a large number of agents are trading commodity bundles. Assuming that agents of the same type have a certain utility attached to each transaction, we construct a statistical ...