Search Results - subject:"Dynamic Programming"

Use of dynamic programming to improve the detection of means-end chains from laddering data

Lin, Chin-Feng - In: Quality & Quantity: International Journal of Methodology 45 (2011) 6, pp. 1385-1396

Persistent link: https://www.econbiz.de/10009396852

Optimal investment with counterparty risk: a default-density model approach

Jiao, Ying; Pham, Huyên - In: Finance and Stochastics 15 (2011) 4, pp. 725-753

Persistent link: https://www.econbiz.de/10009400208

On discounted dynamic programming with unbounded returns

Matkowski, Janusz; Nowak, Andrzej - In: Economic Theory 46 (2011) 3, pp. 455-474

Persistent link: https://www.econbiz.de/10008925171

Stochastic lot-sizing with backlogging: computational complexity analysis

Guan, Yongpei - In: Journal of Global Optimization 49 (2011) 4, pp. 651-678

Persistent link: https://www.econbiz.de/10008925247

Consumer learning, switching costs, and heterogeneity: A structural examination

Osborne, Matthew - In: Quantitative Marketing and Economics 9 (2011) 1, pp. 25-70

Persistent link: https://www.econbiz.de/10008925921

A bioeconomic model for determining the optimal response strategies for a new weed incursion

Jayasuriya, Rohan; Jones, Randall; Ven, Remy - In: Journal of Bioeconomics 13 (2011) 1, pp. 45-72

Persistent link: https://www.econbiz.de/10008926128

OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS

GASSIAT, PAUL; PHAM, HUYÊN; SÎRBU, MIHAI - In: International Journal of Theoretical and Applied … 14 (2011) 01, pp. 17-40

Poisson process. By using a direct dynamic programming approach, we first derive and solve the fixed point dynamic programming …

Persistent link: https://www.econbiz.de/10008862296

Alternatives to Traditional Repricing of Executive Stock Options

Yang, Jerry T. - In: Review of Pacific Basin Financial Markets and Policies … 14 (2011) 01, pp. 35-80

The main purpose of this paper is to examine two commonly used alternatives to traditional repricing (TR) of executive stock options (ESOs) in a dynamic agency model. TR practices have become obsolete since new accounting rules took effect in July 2000. To avoid associated variable accounting...

Persistent link: https://www.econbiz.de/10008863011

Deciding the sale of a life policy in the viatical market: Implications on individual welfare

Jori, Mar; Alegre, Antonio; Ribas, Carmen - Facultat d'Economia i Empresa, Universitat de Barcelona - 2011

the expected utility function of our decisor and then use dynamic programming to deduce the strategy that gives higher …

Persistent link: https://www.econbiz.de/10009145815

Pension funds with a minimum guarantee: a stochastic control approach

Giacinto, Marina Di; Federico, Salvatore; Gozzi, Fausto - In: Finance and Stochastics 15 (2011) 2, pp. 297-342

Persistent link: https://www.econbiz.de/10009149762