نتایج جستجو برای: douglas stochastic frontier model

تعداد نتایج: 2197867  

Journal: :international journal of smart electrical engineering 2013
saber talari mahmoud reza haghifam ali akhavein

in this paper, a stochastic two-stage model is offered for optimization of the day-ahead scheduling of the microgrid. system uncertainties including dispatchable distributed generation and energy storage contingencies are considered in the stochastic model. for handling uncertainties, monte carlo simulation is employed for generation several scenarios and then a reduction method is used to d...

2010

We focus on determining the impacts of government programs on farms’ technical inefficiency levels. We use Kumbhakar’s (2002) stochastic frontier model that accounts for both production risks and risk preferences. Our theoretical framework shows that decoupled government transfers are likely to increase (decrease) DARA (IARA) farmers’ production inefficiencies if variable inputs are risk decrea...

2014
Christine Amsler Artem Prokhorov Peter Schmidt

Stochastic frontier models are typically estimated by maximum likelihood (MLE) orcorrected ordinary least squares. The consistency of either estimator depends on exogeneity of the explanatory variables (inputs, in the production frontier setting). We will investigate the case that one or more of the inputs is endogenous, in the simultaneous equation sense of endogeneity. That is, we worry that ...

2000
X. Y. Zhou D. Li

This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to...

Journal: :Annals of Operations Research 2022

Abstract In era of reglobalization, sustainably resilient supply chains (SCs) are imperative in corporations to improve performance and meet stockholders’ expectations. However, SCs could not be effective if assessed by using advanced frameworks, systems, models. As such, developing a novel network data envelopment model (DEA) appraise is our purpose this article. To do so, we present new doubl...

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