This paper presents a generalized model to investigate forecast horizons for a twoproduct dynamic lot-sizing model under production changeover and one-way demand substitution. Changeover costs emerge when production switches from one product to another. A high-grade product can be used to...

In this paper we aim to improve the decisions taken in a Centralized Multiproduct Newsvendor problem by making use of information provided by exogenous features while allowing for substitutions between products in case of scarcity. In particular, we build decision rules that minimize the...

We consider a dynamic pricing problem for a large inventory of substitutable products over a finite planning horizon. Customers arrive sequentially and in each period a single customer randomly chooses at most one unit of a product in-stock. Purchase probabilities depend on product prices and...

This paper investigates the impact of a 2018 intervention by the European Securities and Markets Authority (ESMA) limiting the amount of leverage that investors can take on their trading activities. While it successfully reduced the leverage-usage, investors shifted their trading activities to...

Purpose: This paper focuses on the PC industry, analyzing a PC supply chain system composed of one large retailer and two manufacturers. The retailer informs the suppliers of the total order quantity, namely Q, based on demand forecast ahead of the selling season. The suppliers manufacture...