نتایج جستجو برای: efficient frontier
تعداد نتایج: 447109 فیلتر نتایج به سال:
We propose a one-norm support vector machine (SVM) formulation as an alternative to the well-known formulation that uses parameter C in order to balance the two inherent objective functions of the problem. Our formulation is motivated by the ǫ-constraint approach that is used in bicriteria optimization and we propose expressing the objective of minimizing total empirical error as a constraint w...
data envelopment analysis (dea) is a technique based on mathematical programming for evaluating the efficiency of homogeneous decision making units (dmus). in this technique, inefficient dmus are projected onto the frontier, which was constructed by the best performers. centralized resource allocation (cra) is a method in which all dmus are projected onto the efficient frontier through solving ...
Trade-off reviews the rate of marginal substitution of inputs and outputs onto the efficient frontier. On the other hand, marginal rates of substitution (MRS) are important quantities for analysts and managers. In this paper, by changing the method of Asmild (2004), an algorithm is found that it can be used to calculate the marginal rate of the free disposal hull (FDH) model.
selecting an effective project plan is a significant area in the project management. the present paper introduces a technique to identify the project plan efficient frontier for assessing the alternative project plans and selecting the best plan. the efficient frontier includes two criteria: the project cost and the project time. besides, the paper presents a scheme to incorporate directed acyc...
Since the celebrated Gibbard-Satterthwaite impossibility results and Gibbard’s 1977 extension for randomized rules, it is known that strategyproofness imposes severe restrictions on the design of social choice rules. In this paper, we employ approximate strategyproofness and the notion of score deficit to study the possible and necessary trade-offs between strategyproofness and efficiency in th...
There arises situations where an autonomous robot needs to navigate to a target location and no information is available about the terrain. Frontier based navigation is one of the most efficient methods of exploration and navigation for such situations. In a frontier based strategy, the robot navigates to the target location by detecting intermediate frontier regions, which are points lying on ...
Exploration and mapping are fundamental prerequisites for autonomous robots operating in initially unknown environments. In this paper, we evaluate simple yet efficient frontier-based exploration strategies. Furthermore, we discuss improvements to the classic frontier-based exploration strategy by Yamauchi et al. that further shorten the resulting exploration paths and present results from a co...
In Brennan and Lo (2010), a mean-variance efficient frontier is defined as “impossible” if every portfolio on that frontier has negative weights, which is incompatible with the Capital Asset Pricing Model (CAPM) requirement that the market portfolio is mean-variance efficient. We prove that as the number of assets n grows, the probability that a randomly chosen frontier is impossible tends to o...
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