We optimize the asset allocation, consumption and bequest decisions of an investor with uncertain lifetime and under time-varying investment opportunities. The asset menu is given by stocks, zero coupon bonds and pure endowments with different maturities. The latter are contingent on either a...

We consider a car-sharing problem in a company during business hours. The employees, located at one or several offices, have to travel to one or more appointments each with a fixed location and fixed start and end times and return to one of the offices afterwards. Each employee trip can be...