Research Output 1988 2020

2020

A note on homomorphisms of Kneser hypergraphs

Bonomo, F., Dourado, M. C., Valencia-pabon, M. & Vera Lizcano, J., Feb 2020, In : Applied Mathematics and Computation. 366, 124764.

Research output: Contribution to journalArticleScientificpeer-review

Homomorphisms
Hypergraph
Subset
Pairwise
Disjoint

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

Trees with a large Laplacian eigenvalue multiplicity

Akbari, S., van Dam, E. & Fakharan, M., Feb 2020, In : Linear Algebra and its Applications. 586, p. 262-273

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Laplacian Eigenvalues
Largest Eigenvalue
Multiplicity
Algebraic Connectivity
Upper bound
2019

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

11 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
12 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

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

Anevlavis, T., Papavassilopoulos, G., Engwerda, J. & van Aarle, B., Oct 2019, In : Macroeconomic Dynamics. 23, 7, p. 2616-2648

Research output: Contribution to journalArticleScientificpeer-review

Debt
Dynamic games
Stabilization
Risk premia
Risk premium

Distance-regular Cayley graphs with small valency

van Dam, E. & Jazaeri, M., 2019, In : Ars Mathematica Contemporanea. 17, 1, p. 203-222

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Distance-regular Graph
Cayley Graph
Generalized Hexagon
Graph in graph theory
Incidence
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

Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin-Whitt Heavy-Traffic Regime

van Leeuwaarden, J. S. H., Mathijsen, B. W. J. & Zwart, B., Sep 2019, In : SIAM Review. 61, 3, p. 403-440 38 p.

Research output: Contribution to journalReview articleScientificpeer-review

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
44 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

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

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

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
17 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

Scale-free network clustering in hyperbolic and other random graphs

Stegehuis, C., van Der Hofstad, R. & van Leeuwaarden, J. S. H., 19 Jul 2019, In : Journal of physics a-Mathematical and theoretical. 52, 29, 295101.

Research output: Contribution to journalArticleScientificpeer-review

18 Downloads (Pure)

The many faces of positivity to approximate structured optimization problems

Kuryatnikova, O., 2019, Tilburg: CentER, Center for Economic Research. 186 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Positivity
Optimization Problem
Polynomial
Certificate
Unit Sphere
30 Downloads (Pure)

The Nucleolus and Inheritance of Properties in Communication Situations

Schouten, J., Dietzenbacher, B. & Borm, P., 20 Mar 2019, Tilburg: CentER, Center for Economic Research, 19 p. (CentER Discussion Paper; vol. 2019-008).

Research output: Working paperDiscussion paperOther research output

File
Nucleolus
Game
Graph in graph theory
Balancedness
Shapley Value
4 Downloads (Pure)

The quadratic shortest path problem: Theory and computations

Hu, H., 2019, Tilburg: CentER, Center for Economic Research. 111 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Shortest Path Problem
Linearization
Semidefinite Programming Relaxation
Binary
Method of multipliers

Using column generation to solve extensions to the Markowitz model

Roebers, L., Selvi, A. & Vera Lizcano, J., Jul 2019, In : The Engineering Economist. 64, 3, p. 275-288

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Column Generation
Portfolio Optimization
Optimization Problem
Cardinality Constraints
Portfolio Selection
3 Downloads (Pure)
Open Access
File
Relational governance
Public-private partnerships
Multi-method
Project performance
Governance
2018
254 Downloads (Pure)

Adjustable robust optimization: Theory, algorithm and applications

Zhen, J., 2018, Tilburg: CentER, Center for Economic Research. 136 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Medical applications
Linear equations
Wireless sensor networks
Lenses
Scheduling

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
40 Downloads (Pure)

Allocation rules for cooperative games with graph and hypergraph communication structure

Zhang, G., 2018, Tilburg: CentER, Center for Economic Research. 138 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Communication

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
119 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

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
81 Downloads (Pure)

Characterizing NTU-Bankruptcy Rules using Bargaining Axioms

Dietzenbacher, B. & Peters, H., 6 Feb 2018, Tilburg: CentER, Center for Economic Research, 20 p. (CentER Discussion Paper; vol. 2018-005).

Research output: Working paperDiscussion paperOther research output

File
Proportional rule
Bankruptcy
Axioms
Axiomatic characterization
Axiomatics

Combining open data and machine learning to predict food security in Ethiopia

van der Heijden, W., van den Homberg, M., Marijnis, M., de Graaff, M. & Daniels, H., Jul 2018.

Research output: Contribution to conferencePaperOther research output

Learning systems
Labels
Costs
78 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

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

Dynamic models of the firm with green energy and goodwill

Dawid, H., Hartl, R. F. & Kort, P., 2018, Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov. Feichtinger, G., Kovacevic, R. M. & Tragler, G. (eds.). Cham: Springer, Vol. 687. p. 279-296 (Lecture Notes in Economics and Mathematical Systems ; vol. 687).

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

Goodwill
Green energy
Optimal control
Overshoot
Firm behavior

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
78 Downloads (Pure)

Egalitarian allocation principles

Dietzenbacher, B., 2018, Tilburg: CentER, Center for Economic Research. 174 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Egalitarianism
Cooperative game
Bankruptcy problems
Non-transferable utility
Decomposition
14 Downloads (Pure)

Equilibrium in the Assignment Market under Budget Constraints

van der Laan, G., Talman, D. & Yang, Z., 12 Nov 2018, Tilburg: CentER, Center for Economic Research, 13 p. (CentER Discussion Paper; vol. 2018-046).

Research output: Working paperDiscussion paperOther research output

File
Walrasian equilibrium
Assignment
Budget constraint
Price adjustment
Market model