Similar Search Results

Optimal retirement choice under age-dependent force of mortality

Ferrari, Giorgio; Zhu, Shihao - 2023

a random time horizon, featuring three state variables: wealth, labor income, and force of mortality. To address this … compute numerically. In the original coordinates, the agent thus retires whenever her wealth exceeds an age-, labor income …

Persistent link: https://www.econbiz.de/10014433470

Optimization over Leontief substitution systems

Koehler, Gary J. (contributor); … - 1975

Persistent link: https://www.econbiz.de/10000581543

Household production and complementarity : an example based on Samuelson's coffee-cream-tea paradox

Weber, Christian E. - In: Economics letters 75 (2002) 2, pp. 277-282

Persistent link: https://www.econbiz.de/10001651035

A fully calibrated generalized constant-elasticity-of-substitution programming model of agricultural supply

Mérel, Pierre; Simon, Leo K.; Yi, Fujin - In: American journal of agricultural economics 93 (2011) 4, pp. 936-948

Persistent link: https://www.econbiz.de/10009377274

Optimal production scheduling with customer-driven demand substitution

Zeppetella, Luca; Gebennini, Elisa; Grassi, Andrea; … - In: International journal of production research 55 (2017) 5/6, pp. 1692-1706

Persistent link: https://www.econbiz.de/10011628332

A two-product newsvendor problem with partial demand substitution

Lei, Lei; Ru, Jun; Shi, Ruixia; Zhang, Jun - In: Production and operations management : the flagship … 31 (2022) 3, pp. 1157-1173

Persistent link: https://www.econbiz.de/10013164067

Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach

Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; … - In: Finance and stochastics 5 (2001) 3, pp. 275-303

Persistent link: https://www.econbiz.de/10001599263

Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution

Benth, Fred Espen; Hvistendahl Karlsen, Kenneth; … - In: Finance and stochastics 5 (2001) 4, pp. 447-467

Persistent link: https://www.econbiz.de/10001614597

Optimally Scheduling Heterogeneous Impatient Customers

Bassamboo, Achal; Randhawa, Ramandeep S.; Wu, Chenguang … - 2020

We study the question of scheduling impatient customers in parallel server queuing systems. At the time of arrival, customers can be identified as one of many classes, where the class represents the service time and patience time distributions, and cost characteristics. From the system's...

Persistent link: https://www.econbiz.de/10014031992

Optimal lifetime consumption and investment under a drawdown constraint

Elie, Romuald; Touzi, Nizar - In: Finance and stochastics 12 (2008) 3, pp. 299-330

Persistent link: https://www.econbiz.de/10003899189