Search Results - subject:"Stochastic dynamic programming"

Coordination of manufacturing, remanufacturing and returns acceptance in hybrid manufacturing/remanufacturing systems

Vercraene, Samuel; Gayon, Jean-Philippe; Flapper, Simme … - In: International journal of production economics 148 (2014), pp. 62-70

Persistent link: https://www.econbiz.de/10010251549

A stochastic dynamic programming approach for multi-site capacity planning in TFT-LCD manufacturing under demand uncertainty

Lindley, James T.; Chen, Tzu-li; Chu, Hsiao-ching - In: International journal of production economics 148 (2014), pp. 21-36

Persistent link: https://www.econbiz.de/10010251555

Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework

Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 57 (2014), pp. 58-66

Persistent link: https://www.econbiz.de/10010402734

Pricing to accelerate demand learning in dynamic assortment planning for perishable products

Talebian, Masoud; Boland, Natashia; Savelsbergh, Martin … - In: European journal of operational research : EJOR 237 (2014) 2, pp. 555-565

Persistent link: https://www.econbiz.de/10010379991

Dynamic allocation of same-day requests in multi-physician primary care practices in the presence of prescheduled appointments

Balasubramanian, Hari; Biehl, Sebastian; Dai, Longjie; … - In: Health care management science 17 (2014) 1, pp. 31-48

Persistent link: https://www.econbiz.de/10010357259

Penalty-based algorithms for the stochastic obstacle scene problem

Aksakalli, Vural; Ari, Ibrahim - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 370-384

Persistent link: https://www.econbiz.de/10010362436

Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks

Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 55 (2014), pp. 105-115

Persistent link: https://www.econbiz.de/10010366200

Consolidation strategies for the delivery of perishable products

Nguyen, Christine; Dessouky, Maged; Toriello, Alejandro - In: Transportation research / E : an international journal 69 (2014), pp. 108-121

Persistent link: https://www.econbiz.de/10010406629

Valuing customer portfolios with endogenous mass and direct marketing interventions using a stochastic dynamic programming decomposition

Esteban-Bravo, Mercedes; Vidal-Sanz, Jose M.; Yildirim, … - In: Marketing science 33 (2014) 5, pp. 621-640

Persistent link: https://www.econbiz.de/10010468418

Multi-period consumption and investment decisions under uncertainty revisited

Hillebrand, Marten; Wenzelburger, Jan - 2007

This paper studies the consumption-investment problem of a consumer with a multi-period planning horizon under uncertainty. Such a setting occurs naturally in stochastic OLG models with multi-period-lived consumers. We provide a rigorous characterization of consumption-investment strategies...

Persistent link: https://www.econbiz.de/10009452534

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