Search Results - subject_exact:"Dynamic programming"

Long-term consumer selection strategies for a heterogeneous consumer base when demand depends on purchase and advertising histories

Nordemann, Oliver; Schlosser, Rainer - In: International transactions in operational research : a … 33 (2026) 1, pp. 457-488

Persistent link: https://www.econbiz.de/10015459135

Two-dimensional guillotine cutting problem for large objects with non-rectangular shapes

Schmidt, Carise E.; Silva, Arinei C. L.; Coelho, Leandro C. - 2026

Persistent link: https://www.econbiz.de/10015617896

Optimality of base-stock policy under unknown general demand distributions : new methods, new results, and computations

Bensoussan, Alain; Sethi, Suresh P.; Thiam, Abdoulaye; … - In: Production and operations management : the flagship … 34 (2025) 11, pp. 3701-3722

Persistent link: https://www.econbiz.de/10015549387

Portfolio optimization in DC pension scheme with unhedgeable stochastic wage

Menoncin, Francesco; Vigna, Elena - 2025

Persistent link: https://www.econbiz.de/10015436802

Dynamic economics with quantile preferences

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 1, pp. 353-425

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

Persistent link: https://www.econbiz.de/10015332600