Search Results - subject:"Quasi-Variational Inequality"

A topological approach for vector quasi-variational inequalities with set-valued functions

Sonia; Sarma, Ratna Dev - In: Computational management science 20 (2023) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10014393325

A survey of stochastic inventory models with fixed costs : optimality of (s, S) and (s, S)-type policies : continuous-time case

Perera, Sandun C.; Sethi, Suresh P. - In: Production and operations management : the flagship … 32 (2023) 1, pp. 154-169

Persistent link: https://www.econbiz.de/10014265980

Deregulated electricity market, a stochastic variational approach

Limosani, Michele; Milasi, Monica; Scopelliti, Domenico - In: Energy economics 103 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013363888

Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications

Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, … - In: Mathematics of operations research 45 (2020) 1, pp. 205-232

Persistent link: https://www.econbiz.de/10012183035

Optimal price management in retail energy markets : an impulse control problem with asymptotic estimates

Basei, Matteo - In: Mathematical methods of operations research 89 (2019) 3, pp. 355-383

Persistent link: https://www.econbiz.de/10012035489

Stochastic differential reinsurance games with capital injections

Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun - In: Insurance / Mathematics & economics 88 (2019), pp. 7-18

Persistent link: https://www.econbiz.de/10012105353

Irreversible investment with fixed adjustment costs : a stochastic impulse control approach

Federico, Salvatore; Rosestolato, Mauro; Tacconi, Elisa - In: Mathematics and financial economics 13 (2019) 4, pp. 579-616

Persistent link: https://www.econbiz.de/10012055890

A note on quasi-equilibrium problems

Cotrina, John; Zúñiga Quevedo, Javier - In: Operations research letters 46 (2018) 1, pp. 138-140

Persistent link: https://www.econbiz.de/10011808005

A Generalized Nash-Cournot Model for the North-Western European Natural Gas Markets with a Fuel SubstitutionDemand Function: The GaMMES Model

Abada, Ibrahim; Briat, Vincent; Gabriel, Steve A.; … - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2011

This article presents a dynamic Generalized Nash-Cournot model to describe the evolution of the natural gas markets. The aim of this work is to provide a theoretical framework that would allow us to analyze future infrastructure and policy developments, while trying to answer some of the main...

Persistent link: https://www.econbiz.de/10008867996

A dynamic optimal execution strategy under stochastic price recovery

Ieda, Masashi - In: International journal of financial engineering 2 (2015) 4, pp. 1-24

Persistent link: https://www.econbiz.de/10011493100