A computational method for the maximization of long-run and short-run profit
From MaRDI portal
(Redirected from Publication:884556)
Recommendations
- A geometric programming approach to profit maximization
- Profit maximization with quantity discount: an application of geometric programming
- Using geometric programming to profit maximization with interval coefficients and quantity discount
- Profit rate maximization in multipass turning with constraints: a geometric programming approach
- Robust geometric programming approach to profit maximization with interval uncertainty
Cites work
- Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm
- Computing the steady state of linear quadratic optimization models with rational expectations
- scientific article; zbMATH DE number 3537446 (Why is no real title available?)
- scientific article; zbMATH DE number 3272827 (Why is no real title available?)
- Innovations, improvements, and the optimal adoption of new technologies
- Note—A Note on “Substitution Effects in Geometric Programming”
- Shortfall as a risk measure: properties, optimization and applications
- Solving posynomial geometric programming problems via generalized linear programming
- The fundamental relations between geometric programming duality, parametric programming duality, and ordinary Lagrangian duality
Cited in
(3)
This page was built for publication: A computational method for the maximization of long-run and short-run profit
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q884556)
