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Wiener disorder problem with observations at fixed discrete time epochs
(Institute for Operations Research and the Management Sciences (I N F O R M S), 2010)
Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zero-modified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not ...
A parametric simplex algorithm for linear vector optimization problems
In this paper, a parametric simplex algorithm for solving linear vector optimization problems (LVOPs) is presented. This algorithm can be seen as a variant of the multi-objective simplex (the Evans–Steuer) algorithm (Math ...