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» Bilevel Programming and Price Setting Problems
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EOR
2006
79views more  EOR 2006»
13 years 7 months ago
Equilibrium constrained optimization problems
ABSTRACT. We consider equilibrium constrained optimization problems, which have a general formulation that encompasses well-known models such as mathematical programs with equilibr...
S. Ilker Birbil, Gemayqzel Bouza, J. B. G. Frenk, ...
EUROGP
2007
Springer
145views Optimization» more  EUROGP 2007»
13 years 10 months ago
GP Classifier Problem Decomposition Using First-Price and Second-Price Auctions
This work details an auction-based model for problem decomposition in Genetic Programming classification. The approach builds on the population-based methodology of Genetic Progra...
Peter Lichodzijewski, Malcolm I. Heywood
EOR
2010
99views more  EOR 2010»
13 years 1 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
JAIR
2006
113views more  JAIR 2006»
13 years 6 months ago
Generative Prior Knowledge for Discriminative Classification
We present a novel framework for integrating prior knowledge into discriminative classifiers. Our framework allows discriminative classifiers such as Support Vector Machines (SVMs...
Arkady Epshteyn, Gerald DeJong
ICALP
2004
Springer
14 years 8 days ago
Algorithms for Multi-product Pricing
In the information age, the availability of data on consumer profiles has opened new possibilities for companies to increase their revenue via data mining techniques. One approach...
Gagan Aggarwal, Tomás Feder, Rajeev Motwani...