Optimizing an objective function under a bivariate probability model

DOI10.1016/J.EJOR.2006.02.034MaRDI QIDQ858457zbMATH OpenOpenAlexFDO

Authors Xavier Brusset, Nico M. Temme

Publication date 9 January 2007

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2078.1/5487

zbMATH Keywords

asymptotics of special functionsdecision analysisdouble integralsDownton's bivariate exponential distributionoptimization

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic models in economics (91B70)

Recommendations

• Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
• A comment on ``Optimizing an objective function under a bivariate probability model
• Bi-objective decision making in global optimization based on statistical models
• Optimal randomized decision rule in univariate stochastic programming
• Evaluation of a special multivariate gamma distribution function

Cites work

• A Double Integral Containing the Modified Bessel Function: Asymptotics and Computation
• A Multivariate Exponential Distribution
• Estimation of parametric functions in Downton's bivariate exponential distribution
• scientific article; zbMATH DE number 3172855 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 1501028 (Why is no real title available?)
• scientific article; zbMATH DE number 884971 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3359663 (Why is no real title available?)
• scientific article; zbMATH DE number 3105214 (Why is no real title available?)
• On the Computation of Certain Integrals Containing the Modified Bessel Function I 0 (ξ)
• Optimal bidding and contracting strategies for capital-intensive goods
• Optimal procurement strategies for online spot markets.
• Testing for correlation between non-negative variates
• The valuation of options on capacity with cost and demand uncertainty

Cited in

(4)

• A comment on ``Optimizing an objective function under a bivariate probability model
• scientific article; zbMATH DE number 4043641 (Why is no real title available?)
• scientific article; zbMATH DE number 1294421 (Why is no real title available?)
• Estimation of the parameters of Downton's bivariate exponential distribution using ranked set sampling scheme

This page was built for publication: Optimizing an objective function under a bivariate probability model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q858457)