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 545 (58,943)

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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 479 (69,272)

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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

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 308 (115,262)

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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

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 278 (128,514)
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 227 (157,193)

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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 210 (169,243)

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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 192 (183,810)

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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 167 (207,836)

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Lagrangian dual, Generalized geometric programming, regularity conditions

9.

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 152 (224,874)

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

10.

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 152 (224,874)
Citation 2

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

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 (232,393)

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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 131 (253,412)

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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 129 (256,332)

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

14.

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 127 (259,343)

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

15.

Equivalent Results in Minimax Theory

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 125 (262,582)

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

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 123 (265,736)

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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 111 (285,943)

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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 108 (291,467)

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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

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 100 (307,163)

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level set method, minimax theorem, game theory

20.

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 87 (335,754)

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noncooperative game theory, minimax results

21.

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 87 (335,754)

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Lagrangian duality

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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