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Dynamic models of the firm : determining optimal investment, financing and production policies by computer

Blok, Mark W. J. - 1996

Persistent link: https://www.econbiz.de/10013278135

Dynamische Portfolio-Selektion : eine Analyse unter Einbeziehung von Kurssprüngen und Transaktionskosten

Nietert, Bernhard - 1996

Persistent link: https://www.econbiz.de/10013420731

A new algorithm for the Integer Knapsack Problem and its parallelization

Almeida, F.; García, F.; Morales, D.; Roda, J.; … - In: TOP: An Official Journal of the Spanish Society of … 3 (1995) 2, pp. 221-234

Persistent link: https://www.econbiz.de/10005371478

Testing the Option Vakue Theory of Irreversible Investment.

Harchaoui, T.; Lasserre, P. - Groupement de Recherche en Économie Quantitative … - 1995

Persistent link: https://www.econbiz.de/10005634331

Improving Productivity by Periodic Performance Evaluation: A Bayesian Stochastic Model

Fernández-Gaucherand, Emmanuel; Jain, Sanjay; Lee, Hau L. - In: Management Science 41 (1995) 10, pp. 1669-1678

. We model the situation as a parameter adaptive Bayesian stochastic control problem, and use dynamic programming …

Persistent link: https://www.econbiz.de/10009191139

Bayesian Process Control for Attributes

Calabrese, Joel M. - In: Management Science 41 (1995) 4, pp. 637-645

We consider a process control procedure with fixed sample sizes and sampling intervals, where the fraction defective is the quality variable of interest, a standard attributes control chart methodology. We show that relatively standard cost assumptions lead to formulation of the process control...

Persistent link: https://www.econbiz.de/10009198233