Except for pre-trade assessment, algorithmic trading for optimal execution has to be dynamically adapted to real-time market environments and inventory positions. This makes dynamic programming (DP) the most natural approach. Due to the curse of dimensionality, however, it is highly challenging...

In this paper we explore whether the incorporation of systematic time series analyses and mathematical optimization procedures in the practical planning process has the potential to improve production program decisions. The cases of four German cash crop farms are investigated over six planning...