Research Output 1969 2020

2020

Dynamic models of the firm with green energy and goodwill with a constant size of the output market

Dawid, H., Hartl, R. F. & Kort, P., 2020, Games in Management Science. Pineau, P. O., Sigué, S. & Taboubi, S. (eds.). Cham: Springer, p. 131-146 (International Series in Operations Research & Management Science; vol. 280).

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Goodwill
Green energy
Saddlepoint
Side effects
2019

A Comment on "Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting" by Hanming Fang and Yang Wang

Abbring, J. & Daljord, Ø., 16 May 2019, Ithaca: Cornell University Library, 11 p. (arXiv; vol. 1905.07048).

Research output: Working paperOther research output

Discrete choice models
Dynamic discrete choice
Hyperbolic discounting
Exclusion
Time preference

A multi-stage optimal control approach of durable goods pricing and the launch of new product generations

Seidl, A., Hartl, R. F. & Kort, P. M., Aug 2019, In : Automatica. 106, p. 207-220

Research output: Contribution to journalArticleScientificpeer-review

5 Downloads (Pure)

Applications of optimization to factorization ranks and quantum information theory

Gribling, S., 2019, Tilburg: CentER, Center for Economic Research. 284 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Quantum Information Theory
Factorization
Optimization
Matrix Factorization
Quantum Computer

A selfish allocation heuristic in scheduling: Equilibrium and inefficiency bound analysis

Braat, J., Hamers, H., Klijn, F. & Slikker, M., Mar 2019, In : European Journal of Operational Research. 273, 2, p. 634-645

Research output: Contribution to journalArticleScientificpeer-review

Scheduling
Heuristics
Costs
Decision problem
Nash Equilibrium
7 Downloads (Pure)

A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis

de Klerk, E. & Laurent, M., 2019, (Accepted/In press) World Women in Mathematics 2018. Rio de Janeiro: Springer, (Association for Women in Mathematics Series ; vol. 20).

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Open Access
File
Convex Cone
Semidefinite Programming
Error Analysis
Moment
Outer Approximation

Asymptotic optimality of power-of-d load balancing in large-scale systems

Mukherjee, D., Borst, S., van Leeuwaarden, J. & Whiting, P., Sep 2019, (Accepted/In press) In : Mathematics of Operations Research.

Research output: Contribution to journalArticleScientificpeer-review

Asymptotic Optimality
Large-scale Systems
Load Balancing
Resource allocation
Join

Baten van slimme toedeling rendementen hoger dan van intergenerationele risicodeling

Muns, S. & Werker, B., 25 Sep 2019, In : Economisch Statistische Berichten.

Research output: Contribution to journalArticleProfessional

Bootstrapping structural change tests

Boldea, O., Cornea-Madeira, A. & Hall, A. R., Jun 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticleScientificpeer-review

Structural change
Bootstrapping
Inference
Heteroskedasticity
Bootstrap

Capacity investment decisions of two competitive ports under uncertainty: A strategic real options approach

Balliauw, M., Kort, P. & Zhang, A., Apr 2019, In : Transportation research part B: Methodological. 122, p. 249-264

Research output: Contribution to journalArticleScientificpeer-review

Real options
Uncertainty
Investment decision
Capacity investment
Congestion

Causes of regional variation in Dutch healthcare expenditures: Evidence from movers

Moura, A., Salm, M., Douven, R. & Remmerswaal, M., Aug 2019, In : Health Economics.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Delivery of Health Care
Netherlands
6 Downloads (Pure)

Consistency of the Equal Split-Off Set

Dietzenbacher, B. & Yanovskaya, E., 11 Jun 2019, Tilburg: CentER, Center for Economic Research, 19 p. (CentER Discussion Paper; vol. 2019-023).

Research output: Working paperDiscussion paperOther research output

File
Cooperative game
Convex games
Transferable utility

Cospectral pairs of regular graphs with different connectivity

Haemers, W. H., 11 Apr 2019, Ithaca: Cornell University Library, (arXiv; vol. 1904.05936).

Research output: Working paperOther research output

Open Access
Vertex Connectivity
Edge-connectivity
Regular Graph
Connectivity
4 Downloads (Pure)

Cutting one’s coat according to one’s cloth: How did the Great Recession affect retirement resources and expenditure goals?

de Bresser, J., Kools, L. & Knoef, M. G., 6 Mar 2019, (Submitted) Tilburg: NETSPAR, 69 p. (Netspar Discussion Paper; vol. 05/2018-029).

Research output: Working paperOther research output

File
Resources
Cloth
Great Recession
Retirement
Expenditure

Deeltijdpensioen Geen Wondermiddel voor Langer Doorwerken

de Boer, H-W., Kantarci, T., van Vuuren, D. & Westerhout, E., Aug 2019, Tilburg: NETSPAR. 35 p. (Netspar Design Paper; vol. 129)

Research output: Book/ReportReportProfessional

Open Access
File

Deeltijdpensioen is geen participatiebooster

Westerhout, E., van Vuuren, D., Kantarci, T. & de Boer, H-W., 13 Aug 2019, In : Me Judice.

Research output: Contribution to journalArticleProfessional

Open Access

Deza graphs with parameters $(n,k,k-1,a)$ and $β=1$

Goryainov, S., Haemers, W. H., Kabanov, V. V. & Shalaginov, L., Mar 2019, In : Journal of Combinatorial Designs. 27, 3, p. 188-202

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Graph Design
Graph in graph theory
Divisible
Strongly Regular Graph
Strictly
16 Downloads (Pure)

Distributionally robust optimization with polynomial densities: Theory, models and algorithms

de Klerk, E., Kuhn, D. & Postek, K. S., Sep 2019, In : Mathematical Programming .

Research output: Contribution to journalArticleScientificpeer-review

Robust Optimization
Model Theory
Polynomials
Polynomial
Sum of squares

Dynamic capital structure choice and investment timing

Dockner, E. J., Hartl, R. F. & Kort, P., May 2019, In : Journal of Economic Dynamics and Control. 102, p. 70-80

Research output: Contribution to journalArticleScientificpeer-review

Shareholders
Timing
Dividend
Equity
Economics

Effective and sustainable private pensions

van Soest, A. & Nijman, T., 2019, The Future of Ageing in Europe: Making an Asset of Longevity. Walker, A. (ed.). Singapore: Palgrave Macmillan, p. 79 - 106

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

Private pensions
Pensions
Defined contribution
Pension system
Decision making

Entry deterrence by timing rather than overinvestment in a strategic real options framework

Huberts, N. F. D., Dawid, H., Huisman, K. & Kort, P., Apr 2019, In : European Journal of Operational Research. 274, 1, p. 165-185

Research output: Contribution to journalArticleScientificpeer-review

Real Options
Timing
Scenarios
Framework
Real options
29 Downloads (Pure)

Essays in econometric theory

Sadikoglu, S., 2019, Tilburg: CentER, Center for Economic Research. 162 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Econometrics
Regression model
Derivatives
Threshold regression
Coefficients
4 Downloads (Pure)

Essays on behavioral finance

Neszveda, G., 2019, Tilburg: CentER, Center for Economic Research. 186 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Behavioral finance
Conceptual framework
Stock returns
Expected utility theory
Discounting
63 Downloads (Pure)

Essays on duration analysis and labour economics

Zheng, K., 2019, Tilburg: CentER, Center for Economic Research. 124 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Duration analysis
Labor economics
Temporary contracts
Time-varying covariates
Time-varying
43 Downloads (Pure)

Essays on mixed hitting time models

Yu, Y., 2019, Tilburg: CentER, Center for Economic Research. 132 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Stochastic processes
Synchronization
Competing risks model
Mean-reverting
Empirical analysis

Estimating the maximum possible earthquake magnitude using extreme value methodology: The Groningen case

Beirlant, J., Kijko, A., Reynkens, T. & Einmahl, J. H. J., Sep 2019, In : Natural Hazards. 98, 3, p. 1091-1113

Research output: Contribution to journalArticleScientificpeer-review

earthquake magnitude
methodology
insurance industry
disaster management
earthquake engineering

Generalizations of Schoenberg's Theorem on Positive Definite Kernels

Kuryatnikova, O. & Vera, J. C., Apr 2019, Ithaca: Cornell University Library, 14 p. (arXiv; vol. 1904.02538).

Research output: Working paperOther research output

Open Access

Globally solving non-convex quadratic programs via linear integer programming techniques

Xia, W., Vera, J. C. & Zuluaga, L. F., Jul 2019, In : INFORMS Journal on Computing. 22 p.

Research output: Contribution to journalArticleScientificpeer-review

Integer programming
Linear programming
MATLAB
Linear systems
Integer linear programming

Green electricity investments: Environmental target and the optimal subsidy

Bigerna, S., Wen, X., Hagspiel, V. & Kort, P., Dec 2019, In : European Journal of Operational Research. 279, 2, p. 635-644

Research output: Contribution to journalArticleScientificpeer-review

Electricity
Target
Demand Uncertainty
Real Options
Optimal Investment
52 Downloads (Pure)

Heterogeneous Default Effects on Retirement Saving: Sledgehammers or Precision Instruments

de Bresser, J. & Knoef, M. G., 21 May 2019, (Unpublished).

Research output: Working paperOther research output

File
Retirement saving
Retirement
Status quo
Survey data
Deviation

Identifying the Discount Factor in Dynamic Discrete Choice Models

Abbring, J. & Daljord, Ø., 20 May 2019, Ithaca: Cornell University Library, 38 p. (arXiv; vol. 1808.10651).

Research output: Working paperDiscussion paperOther research output

Discrete choice models
Discount factor
Dynamic discrete choice
Exclusion
Moment conditions

Improved estimation of the extreme value index using related variables

Ahmed, H. & Einmahl, J., Aug 2019, In : Extremes.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Extreme Value Index
Hill Estimator
Earthquake
Earthquakes
Extreme Value Statistics

Limits to human life span through extreme value theory

Einmahl, J., Einmahl, J. & de Haan, L. F. M., Jul 2019, In : Journal of the American Statistical Association. 114, 527, p. 1075-1080

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Extreme Value Theory
Life Span
Mortality
Probability Distribution
Configuration
1 Downloads (Pure)

Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing

Wichert, O., Becheri, I. G., Drost, F. C. & Akker, R. V. D., 2019, (Submitted) In : arXiv.

Research output: Contribution to journalArticleScientific

File
Equivalence
Panel unit root
Unit root testing
Power envelope
Unit root tests
16 Downloads (Pure)

Marriage, minorities, and mass movements

Chen, S., 2019, Tilburg: CentER, Center for Economic Research. 156 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
mass movement
marriage
well-being
minority
labor economics
18 Downloads (Pure)

Measuring Subjective Survival Expectations: Do Response Scales Matter?

de Bresser, J., 18 Mar 2019, (Submitted) Tilburg, 60 p.

Research output: Working paperOther research output

File
labor supply
life cycle
hazard
measuring
test

New bounds for truthful scheduling on two unrelated selfish machines

Kuryatnikova, O. & Vera, J. C., May 2019, In : Theory of Computing Systems.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Scheduling
Distribution functions
Rational functions

On the spectral characterization of mixed extensions of P-3

Haemers, W. H., Sorgun, S. & Topcu, H., 19 Jul 2019, In : The Electronic Journal of Combinatorics: EJC. 26, 3, 10 p., P3.16.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Optimal combined proton-photon therapy schemes based on the standard BED model

ten Eikelder, S. C. M., den Hertog, D., Bortfeld, T. & Perko, Z., Mar 2019, In : Physics in Medicine and Biology. 64, 6, 21 p., 065011.

Research output: Contribution to journalArticleScientificpeer-review

Optimal investment and location decisions of a firm in a flood risk area using impulse control theory

Grames, J., Grass, D., Kort, P. M. & Prskawetz, A., Dec 2019, In : Central European Journal of Operations Research. 27, 4, p. 1051-1077

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Investment decision
Optimal investment
Impulse control
Location decision
Control theory

Optimal scientific production over the lifecycle

Feichtinger, G., Grass, D. & Kort, P., Nov 2019, In : Journal of Economic Dynamics and Control. 108, 103752.

Research output: Contribution to journalArticleScientificpeer-review

Life Cycle
Productivity
Sufficient
Education
Fading

Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition

Schweizer, N. & Szech, N., May 2019, In : Journal of Mathematical Economics. 82, p. 202-213

Research output: Contribution to journalArticleScientificpeer-review

Performance Bounds
Hazard Rate
Monotone
Hazards
Sales

Perturbation bounds for Monte Carlo within Metropolis via restricted approximations

Medina-Aguayo, F., Rudolf, D. & Schweizer, N., 26 Jun 2019, In : Stochastic Processes and their Applications.

Research output: Contribution to journalArticleScientificpeer-review

Perturbation Bound
Markov processes
Markov chain
Approximation
Metropolis-Hastings
16 Downloads (Pure)

Polynomial norms

Ahmadi, A., de Klerk, E. & Hall, G., 2019, In : SIAM Journal on Optimization. 29, 1, p. 399–422

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Polynomials
Norm
Polynomial
Positive definite
Sum of squares
11 Downloads (Pure)

Preferences for Long-Term Care Services: Bequests, Informal Care and Health Expectations

van Ooijen, R., de Bresser, J. & Knoef, M. G., Jan 2019, (Unpublished) 37 p.

Research output: Working paperOther research output

File
Bequests
Informal care
Long-term care
Health
Bequest motive

Pricing and hedging in incomplete markets with model uncertainty

Balter, A. G. & Pelsser, A., Oct 2019, In : European Journal of Operational Research.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Incomplete Markets
Hedging
Model Uncertainty
Pricing
Costs

Reducing conservatism in robust optimization

Roos, E. & den Hertog, D., Jun 2019, (Accepted/In press) In : INFORMS Journal on Computing.

Research output: Contribution to journalArticleScientificpeer-review

Uncertainty
Conservatism
Robust optimization
Violations
Safeguards

Resource allocation problems with concave reward functions

Grundel, S., Borm, P. & Hamers, H., Apr 2019, In : Top . 27, 1, p. 37-54

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Reward
Resource Allocation
Resource allocation
Nucleolus
Resources
19 Downloads (Pure)

Rigid Wages and Contracts: Time- versus State-Dependent Wages in the Netherlands

Grajales Olarte, A., Uras, B. & Vellekoop, N., 4 Sep 2019, Tilburg: CentER, Center for Economic Research, 54 p. (CentER Discussion Paper Series; vol. 2019-027).

Research output: Working paperDiscussion paperOther research output

File
Wages
The Netherlands
Wage contracts
Unemployment
Wage rigidity

Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target- and OAR volume delineation uncertainties

Balvert, M., den Hertog, D. & Hoffmann, A. L., Feb 2019, In : INFORMS Journal on Computing. 31, 1, p. 100-114

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Radiotherapy
Planning
Tumors
Uncertainty
Robust optimization