Search Results - subject:"Robust approach"

A subgame perfect approach to a multi-period Stackelberg game with dynamic, price-dependent, distributional-robust demand

Fakhrabadi, Mahnaz; Sandal, Leif K. - 2023

Persistent link: https://www.econbiz.de/10014289168

Robust Wagner-Whitin algorithm with uncertain costs

Hanafizadeh, Payam; Shahin, Amir; Sajadifar, Mehdi - In: Journal of Industrial Engineering International 15 (2019) 3, pp. 435-447

function of random costs exists. This paper applied a robust approach in reformulating the uncertain lot-sizing problem and …

Persistent link: https://www.econbiz.de/10013470797

Robust Wagner-Whitin algorithm with uncertain costs

Hanafizadeh, Payam; Shahin, Amir; Sajadifar, Mehdi - In: Journal of industrial engineering international 15 (2019) 3, pp. 435-447

function of random costs exists. This paper applied a robust approach in reformulating the uncertain lot-sizing problem and …

Persistent link: https://www.econbiz.de/10012099236

On Sums of Claims and their Applications in Analysis of Pension Funds and Insurance Products

Potocký, Rastislav; Waldl, Helmut; Stehlík, Milan - In: Prague Economic Papers 2014 (2014) 3, pp. 349-370

The problem that assets of a fund are not suffi cient to cover its liabilities is of extreme importance both for its members as well as for fund managers. We show that this problem can be solved via total claims distributions and give answers to the following questions: How much money will be...

Persistent link: https://www.econbiz.de/10011195578