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Optimal production planning in stochastic jobshops with long-run average cost

Presman, Ernst; Sethi, Suresh P.; Zhang, Hanqin - In: Optimization, dynamics, and economic analysis : essays …, (pp. 259-274). 2000

Persistent link: https://www.econbiz.de/10001497145

Distribution of bankruptcy time in a consumption/portfolio problem

Presman, Ernst - In: Journal of economic dynamics & control 20 (1996) 1, pp. 471-477

Persistent link: https://www.econbiz.de/10001190598

Explicit solution of a general consumption portfolio problem with subsistence consumption and bankruptcy

Sethi, Suresh P. - In: Journal of economic dynamics & control 16 (1992) 3, pp. 747-768

Persistent link: https://www.econbiz.de/10001130434

Optimal production control of a failure-prone machine

Khmelnitsky, Eugene; Presman, Ernst; Sethi, Suresh P. - 2011

Persistent link: https://www.econbiz.de/10008823431

Distribution of Bankruptcy Time in a Consumption/Portfolio Problem

Presman, Ernst - 2014

In this note we provide an explicit formula for the probability distribution function of the bankruptcy time in a general consumption/investment problem involving subsistence consumption and bankruptcy penalty

Persistent link: https://www.econbiz.de/10012751656

Explicit Solution of a General Consumption/Portfolio Problem with Subsistence Consumption and Bankruptcy

Sethi, Suresh P. - 2014

This paper solves a general continuous-time single-agent consumption and portfolio decision problem with subsistence consumption in closed form. The analysis allows for general continuously differentiable concave utility functions. The model takes into consideration that consumption must be no...

Persistent link: https://www.econbiz.de/10012751678