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This thesis develops three models that study the motivation of various agents to take on debt,
and the impact that excessive financial leverage can have on social welfare.
In the chapter "Short-term Bank Leverage and the Value of Liquid Reserves", the ince ...
Weighted flow time is a fundamental and very well-studied objective function in scheduling. In this paper, we study the setting of a single machine with preemptions. The input consists of a set of jobs, characterized by their processing times, release time ...
This paper deals with a main limitation of Markovian traffic assignment (MTA) models: when the network includes cyclic structures and the link costs are small enough, the fact that the MTA models assign traffic flows to all feasible paths causes computatio ...
It is necessary to specify that this study is an academic work carried out by a student as part of his master's project. The hypotheses and reasoning made by the student are at the origin of the results obtained. Energy has a crucial role in the economic d ...
The application of systematic methodologies for the optimal design of integrated processes has seen increased interest in literature, namely for bioprocesses. The development and application of such a methodology to ethanol and power production from sugarc ...
The replicating portfolio (RP) approach to the calculation of capital for life insurance portfolios is an industry standard. The RP is obtained from projecting the terminal loss of discounted asset–liability cash flows on a set of factors generated by a fa ...
Chemical process optimization problems often have multiple and conflicting objectives, such as capital cost, operating cost, production cost, profit, energy consumptions and environmental impacts. In such cases, Multi-Objective Optimization (MOO) is suitab ...
We consider the cooperative data exchange problem, in which nodes are fully connected with each other. Each node initially only has a subset of the K packets making up a file and wants to recover the whole file. Node i can make a broadcast transmission, wh ...
The policy response to the recent financial crisis has broadly focused on two themes: 1) Increasing the banking sectorsâ resilience to future financial shocks: 2) Improving credit availability to households and firms via lowering both short and long-term ...
Chemical process optimization problems often have multiple and conflicting objectives, such as capital cost, operating cost, production cost, profit, energy consumption and environmental impact. There are several conversion technologies that can convert Sy ...