Research Output 1969 2019

Filter
Article
2019

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

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

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

Limits to human life span through extreme value theory

Einmahl, J., Einmahl, J. & de Haan, L. F. M., Jan 2019, In : Journal of the American Statistical Association.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Extreme Value Theory
Life Span
Mortality
Probability Distribution
Configuration

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

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
13 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

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

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

Strategie bij het bordspel Mens-erger-je-niet

van der Genugten, B. & Das, J. W. M., 2019, In : STAtOR. 20, 2, p. 4-9

Research output: Contribution to journalArticleProfessional

The degree and cost adjusted folk solution for minimum cost spanning tree games

Norde, H., Jan 2019, In : Games and Economic Behavior. 113, p. 734-742

Research output: Contribution to journalArticleScientificpeer-review

Minimum cost spanning tree problems
Spanning tree
Cost sharing
Ranking
Axioms

The joint impact of F-divergences and reference models on the contents of uncertainty sets

Kruse, T., Schneider, J. C. & Schweizer, N., Mar 2019, In : Operations Research. 67, 2, p. 428-435

Research output: Contribution to journalArticleScientificpeer-review

Reference model
Uncertainty
Divergence
Oils and fats
Entropy
Open Access
2018

A continuous updating weighted least squares estimator of tail dependence in high dimensions

Einmahl, J. H. J., Kiriliouk, A. & Segers, J., 1 Jun 2018, In : Extremes. 21, 2, p. 205-233

Research output: Contribution to journalArticleScientificpeer-review

Weighted Least Squares Estimator
Tail Dependence
Higher Dimensions
Updating
Estimator

Adjustable robust optimization via Fourier-Motzkin elimination

Zhen, J., den Hertog, D. & Sim, M., Jul 2018, In : Operations Research. 66, 4, p. 1086-1100

Research output: Contribution to journalArticleScientificpeer-review

Linear programming
Robust optimization
Optimization problem
Lenses
Decision rules

A new approximation method for the Shapley value applied to the WTC 9/11 terrorist attack

van Campen, T., Hamers, H., Husslage, B. & Lindelauf, R., Dec 2018, In : Social Network Analysis and Mining. 8, 1, 12 p., 3.

Research output: Contribution to journalArticleScientificpeer-review

Open Access

A note on the long rate in factor models of the term structure

de Kort, J., Apr 2018, In : Mathematical Finance. 28, 2, p. 656-667

Research output: Contribution to journalArticleScientificpeer-review

Term Structure
Factor Models
Flatten
Volatility
Filtration
116 Downloads (Pure)

A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem

Marandi, A., Dahl, J. & de Klerk, E., Jun 2018, In : Annals of Operations Research. 265, 1, p. 67-92

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Evaluation
Pooling
Lower bounds
Optimization problem
Programming

Bankruptcy games with nontransferable utility

Dietzenbacher, B., Mar 2018, In : Mathematical Social Sciences. 92, p. 16-21

Research output: Contribution to journalArticleScientificpeer-review

Bankruptcy
bankruptcy
Game
NTU Games
compromise

Bias-corrected quantile regression estimation of censored regression models

Cizek, P. & Sadikoglu, S., 2018, In : Statistical Papers. 59, p. 215–247 33 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Censored Regression
Quantile Estimation
Regression Estimation
Quantile Regression
Regression Model

Bounds on entanglement dimensions and quantum graph parameters via noncommutative polynomial optimization

Gribling, S., de Laat, D. & Laurent, M., Jul 2018, In : Mathematical Programming . 170, 1, p. 5-42

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Quantum Graphs
Entanglement
Polynomials
Polynomial
Optimization
76 Downloads (Pure)

Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing

de Klerk, E. & Laurent, M., Nov 2018, In : Mathematics of Operations Research. 43, 4, p. 1317-1325

Research output: Contribution to journalArticleScientificpeer-review

File
Simulated annealing
Simulated Annealing
Polynomials
Polynomial
Optimization

Computing near-optimal Value-at-Risk portfolios using integer programming techniques

Babat, O., Vera, J. C. & Zuluaga, L. F., 1 Apr 2018, In : European Journal of Operational Research. 266, 1, p. 304-315

Research output: Contribution to journalArticleScientificpeer-review

Value at Risk
Integer programming
Integer Programming
Reward
Computing

Computing the maximum volume inscribed ellipsoid of a polytopic projection

Zhen, J. & den Hertog, D., Jan 2018, In : INFORMS Journal on Computing. 30, 1, p. 31-42

Research output: Contribution to journalArticleScientificpeer-review

Color
Approximation
Optimization techniques
Optimal solution
Robust optimization

Cospectral mates for the union of some classes in the Johnson association scheme

Cioabă, S. M., Haemers, W. H., Johnston, T. & McGinnis, M., 15 Feb 2018, In : Linear Algebra and its Applications. 539, p. 219-228

Research output: Contribution to journalArticleScientificpeer-review

Association Scheme
Union
Subset
Graph in graph theory
Adjacent

Debt stabilization in the presence of risk premia: A dynamic game approach

Anevlavis, T., Papavassilopoulos, G., Engwerda, J. & van Aarle, B., Jan 2018, In : Macroeconomic Dynamics.

Research output: Contribution to journalArticleScientificpeer-review

Debt
Dynamic games
Stabilization
Risk premia
Risk premium

Deciding robust feasibility and infeasibility using a set containment approach: An application to stationary passive gas network operations

Aßmann, D., Liers, F., Stingl, M. & Vera, J. C., Sep 2018, In : SIAM Journal on Optimization. 28, 3, p. 2489-2517

Research output: Contribution to journalArticleScientificpeer-review

Infeasibility
Polynomials
Polynomial
Gases
Absolute value

Directed strongly walk-regular graphs

van Dam, E. & Omidi, G. R., 1 Jun 2018, In : Journal of Algebraic Combinatorics. 47, 4, p. 623–639

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Regular Graph
Walk
Digraph
Eigenvalue
Adjacency Matrix

Effects of debt mutualization in a monetary union with endogenous risk premia: Can Eurobonds contribute to debt stabilization?

van Aarle, B., Engwerda, J. & Weeren, A. J. T. M., Mar 2018, In : Structural Change and Economic Dynamics. 44, p. 100-114

Research output: Contribution to journalArticleScientificpeer-review

Eurobonds
Debt
Endogenous risk
Stabilization
Monetary union

Efficient estimation with time-varying information and the New Keynesian Phillips Curve

Antoine, B. & Boldea, O., Jun 2018, In : Journal of Econometrics. 204, 2, p. 268-300

Research output: Contribution to journalArticleScientificpeer-review

Efficient estimation
Time-varying
New Keynesian Phillips curve
Identification problem
Moment conditions

Eliciting subjective survival curves: Lessons from partial identification

Bissonnette, L. & de Bresser, J., Sep 2018, In : Journal of Business & Economic Statistics. 36, 3, p. 505—515

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Partial Identification
Rounding
Curve
Interpolate
Partially Linear Model

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

Beirlant, J., Kijko, A., Reynkens, T. & Einmahl, J. H. J., Jan 2018, In : Natural Hazards.

Research output: Contribution to journalArticleScientificpeer-review

earthquake magnitude
methodology
insurance industry
disaster management
earthquake engineering

Extended antipodal theorems

Kalashnikov, V. V., Talman, D., Alanis-Lopez, L. & Kalashnykova, N. I., May 2018, In : Journal of Optimization Theory and Applications. 177, 2, p. 399-412

Research output: Contribution to journalArticleScientificpeer-review

Triangulation
Star-shaped Set
Stars
Optimization Theory
Fixed point

Funded pensions and economic growth

Bijlsma, M., Bonekamp, J., van Ewijk, C. & Haaijen, F., Sep 2018, In : De Economist. 166, 3, p. 337-362

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Economic growth
Pensions
External finance
Capital markets
Banking crisis

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

Xia, W., Vera, J. C. & Zuluaga, L. F., Nov 2018, (Accepted/In press) In : INFORMS Journal on Computing. 22 p.

Research output: Contribution to journalArticleScientificpeer-review

Quadratic programming
Integer programming
Nonlinear programming
Integer linear programming
MATLAB

Graph bisection revisited

Sotirov, R., Jun 2018, In : Annals of Operations Research. 265, 1, p. 143-154

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Graph
Semidefinite programming
Valid inequalities
Partitioning

Graph switching, 2-ranks, and graphical Hadamard matrices

Abiad, A., Butler, S. & Haemers, W. H., Dec 2018, In : Discrete Mathematics.

Research output: Contribution to journalArticleScientificpeer-review

Hadamard matrices
Hadamard Matrix
Graph in graph theory
Strongly Regular Graph
Graph Products

Guilt and voting in public good games

Rothenhäusler, D., Schweizer, N. & Szech, N., Jan 2018, In : European Economic Review. 101, p. 664-681

Research output: Contribution to journalArticleScientificpeer-review

Guilt
Voting
Costs
Prediction
Causal effect
18 Downloads (Pure)
Open Access
File
language
Gesture
Bimodal
Co-speech Gestures
time

Hysteresis due to irreversible exit: Addressing the option to mothball

Guerra, M., Kort, P., Nunes, C. & Oliveira, C., Jul 2018, In : Journal of Economic Dynamics & Control. 92, p. 69-83

Research output: Contribution to journalArticleScientificpeer-review

Identification and estimation of nonseparable single-index models in panel data with correlated random effects

Cizek, P. & Lei, J., Mar 2018, In : Journal of Econometrics. 203, 1, p. 113-128

Research output: Contribution to journalArticleScientificpeer-review

Random effects
Estimator
Panel data
Index model
Derivatives

Individual heterogeneity and pension choices: Evidence from Italy

Gallo, G., Torricelli, C. & van Soest, A., Apr 2018, In : Journal of Economic Behavior & Organization. 148, p. 260-281

Research output: Contribution to journalArticleScientificpeer-review

Italy
Employees
Pensions
Pension funds
Participation

Informal caregiving, employment status and work hours of the 50+ population in Europe

Ciccarelli, N. & van Soest, A., Sep 2018, In : De Economist. 166, 3, p. 363-396

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Employment status
Hours of work
Caregiving
Informal care
Work hours

Laplacian spectral characterization of roses

He, C. & van Dam, E., 1 Jan 2018, In : Linear Algebra and its Applications. 536, p. 19-30

Research output: Contribution to journalArticleScientificpeer-review

Graph in graph theory
Laplacian Spectrum
Laplacian Matrix
Adjacency Matrix
Disjoint

On analyzing cost allocation problems: Cooperation building structures and order problem representations

Kleppe, J., Borm, P., Hendrickx, R. & Reijnierse, H., 2018, In : International Game Theory Review. 20, 1850007.

Research output: Contribution to journalArticleScientificpeer-review

Cost Allocation
Costs
Cost functions
Traveling salesman problem
Cost Function

On solving mutual liability problems

Schaarsberg, M. G., Reijnierse, H. & Borm, P., Jun 2018, In : Mathematical Methods of Operations Research. 87, 3, p. 383-409

Research output: Contribution to journalArticleScientificpeer-review

Open Access

On solving the quadratic shortest path problem

Hu, H. & Sotirov, R., 2018, (Accepted/In press) In : INFORMS Journal on Computing.

Research output: Contribution to journalArticleScientificpeer-review

Directed graphs
Costs
Shortest path
Semidefinite programming
Multiplier