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Forward-backward systems for expected utility maximization

Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, … - 2011

In this paper we deal with the utility maximization problem with a general utility function. We derive a new approach in which we reduce the utility maximization problem with general utility to the study of a fully-coupled Forward-Backward Stochastic Differential Equation (FBSDE).

Persistent link: https://www.econbiz.de/10009349307

Designing an efficient humanitarian supply chain network during an emergency : a scenario-based multi-objective model

Ghoushchi, Saeid Jafarzadeh; Asghari, Mohammad; … - In: Socio-economic planning sciences : the international … 90 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10015071460

Planning robust drone-truck delivery routes under road traffic uncertainty

Yang, Yu; Yan, Chiwei; Cao, Yufeng; Roberti, Roberto - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1145-1160

Persistent link: https://www.econbiz.de/10014435003

Mathematical analysis and solutions for multi-objective line-cell conversion problem

Yu, Yang; Tang, Jiafu; Gong, Jun; Yin, Yong; Kaku, Ikou - In: European journal of operational research : EJOR 236 (2014) 2, pp. 774-786

Persistent link: https://www.econbiz.de/10010367189

Comment on "a simulation-based approach to price optimisation of the mixed bundling problem with capacity constraints"

Luo, Xinggang; Kwong, C. K.; Tang, Jiafu; Yang, Yu - In: International journal of production economics 193 (2017), pp. 50

Persistent link: https://www.econbiz.de/10011760244

Scheduling a set of jobs with convex piecewise linear cost functions on a single-batch-processing machine

Zhang, Hongbin; Yang, Yu; Wu, Feng - In: Omega : the international journal of management science 122 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014532446

Multivariable branching : a 0-1 knapsack problem case study

Yang, Yu; Boland, Natashia; Savelsbergh, Martin W. P. - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1354-1367

Persistent link: https://www.econbiz.de/10012796862

Learning generalized strong branching for set covering, set packing, and 0-1 knapsack problems

Yang, Yu; Boland, Natashia; Dilkina, Bistra; … - In: European journal of operational research : EJOR 301 (2022) 3, pp. 828-840

Persistent link: https://www.econbiz.de/10013267791

Reducing tardy batches by seru production : model, exact solution, cooperative coevolution solution, and insights

Li, Xiaolong; Yu, Yang; Sun, Wei; Tang, Jiafu - In: Computers & operations research : and their … 160 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014434511

Bi-objective green ride-sharing problem : model and exact method

Yu, Yang; Wu, Yuting; Wang, Junwei - In: International journal of production economics 208 (2019), pp. 472-482

Persistent link: https://www.econbiz.de/10011994260