Search Results - subject:"TRANSPORT PROBLEM"

МАТЕМАТИЧЕСКИЙ АСПЕКТ ТЕОРИИ ПРИНЯТИЯ РЕШЕНИЙ

ДАЦАЕВА Л.Ш. - In: TERRA ECONOMICUS 11 (2013) 3, pp. 21-25

Статья посвящена вопросу целесообразности использования математических методов и моделей при принятии управленческих решений (на примере транспортной задачи).

Persistent link: https://www.econbiz.de/10011219476

TRANSSHIPMENT PROBLEM AS A MULTI-LEVEL METALOGISTIC SYSTEM

Alic, Martina Bris; Alic, Alen; Cobovic, Mirko - In: Business Logistics in Modern Management 12 (2012), pp. 231-241

specialize in goods handling and transportation. Transshipment problem is a multi-phase transport problem in which between the …

Persistent link: https://www.econbiz.de/10010612009

An explicit martingale version of the one-dimensional Brenier theorem

Henry-Labordère, Pierre; Touzi, Nizar - In: Finance and stochastics 20 (2016) 3, pp. 635-668

Persistent link: https://www.econbiz.de/10011531053

Finding a Minimal Transport Cost for a Transport Problem

Ileana, Dumitru; Ana-Maria, Teodorescu - In: Ovidius University Annals, Economic Sciences Series X (2010) 1, pp. 633-637

This paper is about finding a solution to a transport problem, using visual programming applications, with one of the … his way from each producers to beneficiaries. We presented the transport problem under the form of a table which contains …

Persistent link: https://www.econbiz.de/10008854859

On the Planning Problem for the Mean Field Games System

Porretta, Alessio - In: Dynamic Games and Applications 4 (2014) 2, pp. 231-256

We consider the planning problem for a class of mean field games, consisting in a coupled system of a Hamilton–Jacobi–Bellman equation for the value function u and a Fokker–Planck equation for the density m of the players, whereas one wishes to drive the density of players from the given...

Persistent link: https://www.econbiz.de/10011001871

On the planning problem for the mean field games system

Porretta, Alessio - In: Dynamic games and applications : DGA 4 (2014) 2, pp. 231-256

Persistent link: https://www.econbiz.de/10010416212

Model-independent bounds for option prices—a mass transport approach

Beiglböck, Mathias; Henry-Labordère, Pierre; Penkner, … - In: Finance and Stochastics 17 (2013) 3, pp. 477-501

In this paper we investigate model-independent bounds for exotic options written on a risky asset using infinite-dimensional linear programming methods. Based on arguments from the theory of Monge–Kantorovich mass transport, we establish a dual version of the problem that has a natural...

Persistent link: https://www.econbiz.de/10010997074

Martingale optimal transport and robust hedging in continuous time

Dolinsky, Yan; Soner, Halil Mete - 2013

martingale optimal transport problem is proved. The financial market is modeled through a risky asset whose price is only assumed … given, fi xed maturity. The dual is a Monge-Kantorovich type martingale transport problem of maximizing the expected value …

Persistent link: https://www.econbiz.de/10009750641

Optimal Harvestâ€”Milling Scheduling in the Sugar Industry: Comment

Stringer, J. - In: Australian Journal of Management 2 (1977) 1, pp. 85-87

suggested. The problem is formulated as a transport problem, which has several interesting features. For example: efficient …

Persistent link: https://www.econbiz.de/10010769619