J. B. G. Frenk

Erasmus University, Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

Erasmus University, Rotterdam (EUR) - Erasmus Research Institute of Management (ERIM)

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

22

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10

Scholarly Papers (22)

1.

An Elementary Proof of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming

ERIM Report Series Reference No. ERS-2005-057-LIS
Number of pages: 12 Posted: 26 Aug 2006
S. Ilker Birbil, J. B. G. Frenk and G. Still
affiliation not provided to SSRN, Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of Twente - Department of Applied Mathematics
Downloads 517 (54,509)

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nonlinear programming, Fritz-John conditions, Karush-Kuhn-Tucker conditions

2.

Fractional Programming

ERIM Report Series Reference No. ERS-2004-074-LIS
Number of pages: 60 Posted: 26 Aug 2006 Last Revised: 26 Aug 2011
J. B. G. Frenk and Siegfried Schaible
Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 470 (61,435)

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parametric approach, Single-ratio fractional programs, min-max fractional programs, sum-of-ratios fractional programs, applications of fractional programs to management science and engineering, generalized fractional programs

3.

Introduction to Convex and Quasiconvex Analysis

ERIM Report Series Reference No. ERS-2004-075-LIS
Number of pages: 95 Posted: 29 Sep 2004 Last Revised: 04 Feb 2008
J. B. G. Frenk and G. Kassay
Erasmus University, Rotterdam (EUR) - Department of Econometrics and Babes-Bolyai University - Faculty of Mathematics and Computer Science
Downloads 303 (102,156)

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convex analysis, quasiconvex analysis, noncooperative games, minimax theorems, optimization theory, lagrangian dual, optimalisatie

4.

A Deterministic Inventory/Production Model with General Inventory Cost Rate Function and Concave Production Costs

ERIM Working Paper No. ERS-2004-064-LIS
Number of pages: 18 Posted: 28 Oct 2004
Z.P. Bayindir, S. Ilker Birbil and J. B. G. Frenk
Erasmus University Rotterdam (EUR) - Department of Econometrics, affiliation not provided to SSRN and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 273 (114,284)
Citation 1

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inventory, general inventory cost function, concave production cost, concave-convex programming

5.

Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers

ERIM Report Series Reference No. ERS-2007-032-LIS
Number of pages: 19 Posted: 01 Jun 2007
B. Kaynar, S. Ilker Birbil and J. B. G. Frenk
affiliation not provided to SSRN, affiliation not provided to SSRN and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 223 (140,267)

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Conditional value-at-risk, Disutility, Elliptical distributions, Linear loss functions, Portfolio optimization, Value-at-risk

6.

An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization

ERIM Report Series Reference No. ERS-2006-023-LIS
Number of pages: 26 Posted: 23 Dec 2006
affiliation not provided to SSRN, Erasmus University, Rotterdam (EUR) - Department of Econometrics, VU University Amsterdam and The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
Downloads 200 (155,500)

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Robust Optimization, Dynamic Models, Single-Leg Problems, Static Models, Airline Revenue Management

7.

Inventory Control and Regenerative Processes: Theory

Number of pages: 23 Posted: 17 Sep 2007
Peter den Iseger, Emöke Oldenkamp and J. B. G. Frenk
Cardano Risk Management, Cardano and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 183 (168,655)

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supply chain management, regenerative processes, inventory management, Laplace Transforms

8.

A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem

ERIM Report Series Reference No. ERS-2005-006-LIS
Number of pages: 10 Posted: 09 Sep 2005
J. B. G. Frenk and G. Still
Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of Twente - Department of Applied Mathematics
Downloads 164 (185,601)

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Lagrangian dual, Generalized geometric programming, regularity conditions

9.

On Borel Probability Measures and Noncooperative Game Theory

Tinbergen Institute Discussion Paper No. 2002-093/4; and ERIM Report Series Reference No. ERS-2002-85-LIS
Number of pages: 32 Posted: 26 Nov 2002
J. B. G. Frenk, G. Kassay and V. Protassov
Erasmus University, Rotterdam (EUR) - Department of Econometrics, Babes-Bolyai University - Faculty of Mathematics and Computer Science and affiliation not provided to SSRN
Downloads 150 (200,080)

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minimax theory, infinite dimensional separation, Borel measures, noncooperative game theory, weak compactness

10.

A Note on the Paper Fractional Programming with Convex Quadratic Forms and Functions by H.P.Benson

ERIM Report Series Reference No. ERS-2005-004-LIS
Number of pages: 6 Posted: 26 Aug 2006
J. B. G. Frenk
Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 146 (204,664)

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ratio of a convex quadratic and a convex function, global optimalization, single ratio fractional programming

11.

Equilibrium Constrained Optimization Problems

ERIM Report Series Reference No. ERS-2003-085-LIS
Number of pages: 25 Posted: 26 Aug 2006
S. Ilker Birbil, C. N. Bouza, J. B. G. Frenk and G. Still
affiliation not provided to SSRN, University of Havana - Department of Applied Mathematics, Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of Twente - Department of Applied Mathematics
Downloads 146 (204,664)

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bilevel programs, equilibrium problems, existence, generalized semi-infinite programming, mathematical programs with equilibrium constraints, problems with complementarity constraints, genericity

12.

Generalized Fractional Programming with User Interaction

ERIM Report Series Reference No. ERS-2004-033-LIS
Number of pages: 30 Posted: 26 Aug 2006
S. Ilker Birbil, J. B. G. Frenk and Shuzhong Zhang
affiliation not provided to SSRN, Erasmus University, Rotterdam (EUR) - Department of Econometrics and The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
Downloads 130 (224,583)

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approximation approach, error analysis, generalized fractional programming, performance improvement, user interaction

13.

On Noncooperative Games, Minimax Theorems and Equilibrium Problems

ERIM Report Series Reference No. ERS-2006-022-LIS
Number of pages: 46 Posted: 23 Dec 2006
J. B. G. Frenk and G. Kassay
Erasmus University, Rotterdam (EUR) - Department of Econometrics and Babes-Bolyai University - Faculty of Mathematics and Computer Science
Downloads 124 (232,888)

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KKM Lemma, Equilibrium Problems, Minimax Theorems, Nash Equilibrium Point, Non-Cooperative Game Theory

14.

Equivalent Results in Minimax Theory

ERIM Report Series Reference No. ERS-2002-08-LIS
Number of pages: 26 Posted: 26 Aug 2006
J. B. G. Frenk, G. Kassay and J. Kolumbán
Erasmus University, Rotterdam (EUR) - Department of Econometrics, Babes-Bolyai University - Faculty of Mathematics and Computer Science and affiliation not provided to SSRN
Downloads 122 (235,726)

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convex analysis, game theory, finite dimensional separation of convex sets, minimax theory, generalized convexity

15.

Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures

ERIM Report Series Reference No. ERS-2007-043-LIS
Number of pages: 31 Posted: 27 Aug 2007 Last Revised: 24 Nov 2013
Robin P. Nicolai, J. B. G. Frenk and Rommert Dekker
affiliation not provided to SSRN, Erasmus University, Rotterdam (EUR) - Department of Econometrics and Econometric Institute
Downloads 120 (238,564)

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non-stationary gamma process, condition-based maintenance, degradation modelling, imperfect maintenance, life-cycle management, renewal-type dynamic programming equation

16.

Approximating the Randomized Hitting Time Distribution of a Non-Stationary Gamma Process

ERIM Report Series Reference No. ERS-2007-031-LIS
Number of pages: 36 Posted: 01 Jun 2007
J. B. G. Frenk and Robin P. Nicolai
Erasmus University, Rotterdam (EUR) - Department of Econometrics and affiliation not provided to SSRN
Downloads 120 (238,564)

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Approximation, Condition based maintenance, First hitting time, Non-stationary gamma process, Random threshold

17.

Recursive Approximation of the High Dimensional Max Function

ERIM Report Series Reference No. ERS-2003-003-LIS
Number of pages: 15 Posted: 16 Aug 2006
affiliation not provided to SSRN, North Carolina State University - Department of Industrial Engineering, Erasmus University, Rotterdam (EUR) - Department of Econometrics and The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
Downloads 108 (257,387)

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n dimensional max function, recursive approximation, smoothing methods, vertical linear complementarity (VLCP)

18.

Inventory Control and Regenerative Processes: Computations

Number of pages: 25 Posted: 17 Sep 2007
Peter den Iseger, Emöke Oldenkamp and J. B. G. Frenk
Cardano Risk Management, Cardano and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 106 (260,840)

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supply chain management, regenerative processes, inventory management, Laplace Transforms

19.

The Level Set Method of Joo and its Use in Minimax Theory

ERIM Working Paper No. ERS-2004-045-LIS
Number of pages: 15 Posted: 28 Oct 2004
J. B. G. Frenk and G. Kassay
Erasmus University, Rotterdam (EUR) - Department of Econometrics and Babes-Bolyai University - Faculty of Mathematics and Computer Science
Downloads 98 (275,009)

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level set method, minimax theorem, game theory

20.

Lagrangian Duality and Cone Convexlike Functions

Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam, Research Paper Series, Forthcoming
Number of pages: 21 Posted: 08 Sep 2005
J. B. G. Frenk and G. Kassay
Erasmus University, Rotterdam (EUR) - Department of Econometrics and Babes-Bolyai University - Faculty of Mathematics and Computer Science
Downloads 86 (298,952)

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Lagrangian duality

21.

On Noncooperative Games and Minimax Theory

ERIM Report Series Reference No. ERS-2005-036-LIS
Number of pages: 14 Posted: 15 Aug 2006
J. B. G. Frenk and G. Kassay
Erasmus University, Rotterdam (EUR) - Department of Econometrics and Babes-Bolyai University - Faculty of Mathematics and Computer Science
Downloads 83 (305,548)

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noncooperative game theory, minimax results

22.

A Note on the Marginal Cost Approach in Maintenance

A1.89 WP 9603/A
Posted: 27 May 1998
J. B. G. Frenk, Marcel J. Kleijn and Rommert Dekker
Erasmus University, Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Econometric Institute

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