We present a problem motivated by discussions with Colombian e-commerce platforms for agri-food products. In regular time intervals (periods), the platforms collect groceries from local farmers and stores them at a warehouse to distribute them to local customers. The supply quantities and prices...

A stochastic difference game is considered in which a player wants to minimize the time spent by a controlled one-dimensional symmetric random walk {𝑋𝑛,𝑛=0,1,…} in the continuation region 𝐶:={1,2,…}, and the second player seeks to maximize the survival time in C. The process...

This paper studies a dynamic quantile model for intertemporal decisions under uncertainty, in which the decision maker maximizes the $\tau$--quantile of the stream of future utilities, for $\tau$- ∈ (0,1). We present two sets of contributions. First, we generalize existing results in...