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Stochastic Depletion Problems : Effective Myopic Policies for a Class of Dynamic Optimization Problems

Chan, Carri - 2011

This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems of practical interest are stochastic depletion problems. Optimal solutions for such problems are difficult to...

Persistent link: https://www.econbiz.de/10013119418

Pathwise optimization for optimal stopping problems

Desai, Vijay V.; Farias, Vivek F.; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 58 (2012) 12, pp. 2292-2308

Persistent link: https://www.econbiz.de/10009701851

Stochastic depletion problems : effective myopic policies for a class of dynamic optimization problems

Chan, Carri W.; Farias, Vivek F. - In: Mathematics of operations research 34 (2009) 2, pp. 333-350

Persistent link: https://www.econbiz.de/10003870284

Robust dynamic pricing with strategic customers

Chen, Yiwei; Farias, Vivek F. - In: Mathematics of operations research 43 (2018) 4, pp. 1119-1142

Persistent link: https://www.econbiz.de/10011956916

Near-optimal A-B testing

Bhat, Nikhil; Farias, Vivek F.; Moallemi, Ciamac C.; … - In: Management science : journal of the Institute for … 66 (2020) 10, pp. 4477-4495

Persistent link: https://www.econbiz.de/10012305255