Search Results - subject_exact:"Dynamic programming"

Two-dimensional guillotine cutting problem for large objects with non-rectangular shapes

Schmidt, Carise E.; Silva, Arinei C. L.; Coelho, Leandro C. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617896

Long-term consumer selection strategies for a heterogeneous consumer base when demand depends on purchase and advertising histories

Nordemann, Oliver; Schlosser, Rainer - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015459135

Dynamic economics with quantile preferences

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - 2025

This paper studies a dynamic quantile model for intertemporal decisions under uncertainty, in which the decision maker maximizes the τ-quantile of the stream of future utilities, for τ ∈ (0,1). We present two sets of contributions. First, we generalize existing results in directions that are...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015332600

Solving economic models with neural networks without backpropagation

Pascal, Julien - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357920

Limited factors and why optimal growth has led to destruction

Camacho, Carmen; Ruan, Weihua; Zou, Benteng - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191324

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Limited factors and why optimal growth has led to destruction

Camacho, Carmen; Ruan, Weihua; Zou, Benteng - 2025

Book / Working Paper

Portfolio optimization in DC pension scheme with unhedgeable stochastic wage

Menoncin, Francesco; Vigna, Elena - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436802

Optimizing the path towards plastic-free oceans

Hertog, Dirk den; Pauphilet, Jean; Pham, Yannick; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445699

Representation of stochastic optimal control problems with delay in the control variable

Di Girolami, Cristina; Rosestolato, Mauro - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593588

Optimality of base-stock policy under unknown general demand distributions : new methods, new results, and computations

Bensoussan, Alain; Sethi, Suresh P.; Thiam, Abdoulaye; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015549387

Frontiers in operations: optimal genetic testing of families

Adelman, Daniel; Wang, Kanix - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014634367

A controlled discrete-time queueing system as a model for the orders of two competing companies

Lefebvre, Mario - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636247

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A controlled discrete-time queueing system as a model for the orders of two competing companies

Lefebvre, Mario - 2024

Article

A 3-space dynamic programming heuristic for the cubic knapsack problem

Dan Dije, Ibrahim; Djeumou Fomeni, Franklin; Coelho, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101665

Tight upper and lower bounds for the quadratic knapsack problem through binary decision diagram

Fennich, M. Eliass; Coelho, Leandro C.; Djeumou Fomeni, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101682

Mean field social optimization : feedback person-by-person optimality and its dynamic programming equation

Huang, Minyi; Sheu, Shuenn-Jyi; Sun, Li-Hsien - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015079845

Do not blame Bellman : it is Koopmans' fault

Bloise, Gaetano; Cuong Le Van; Vailakis, Yiannis - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014486674

The endogenous grid method without analytical inverse marginal utility

Hallengreen, Adam; Jørgensen, Thomas H.; Olesen, … - 2024

The computational time required to solve and estimate dynamic economic models is one of the main constraints in empirical research. The Endogenous Grid Method (EGM) proposed by Carroll (2006) is known to offer impressive speed gains over more traditional stochastic dynamic programming methods,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014529535

On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux

Ewald, Christian; Nolan, Charles - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015050299

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On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux

Ewald, Christian; Nolan, Charles - 2024

Book / Working Paper

Economic performance of rainfed wheat-double crop systems under weed competition

Maples, Chellie H.; Lambert, Dayton M.; Manuchehri, Misha R. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014495731

On Isaac's war game of attrition and attack using dynamic programming approach

Safa, Benghebrid; Touffik, Bouremani; Djamel, Benterki - 2024

In this study, we use the dynamic programming method introduced by Mirică (2004) to solve the well-known war game of attrition and attack as formulated by Isaacs (1965). By using this modern approach, we extend the classical framework to explore optimal strategies within the differential game...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015271559

Global optimality guarantees for policy gradient methods

Bhandari, Jalaj; Russo, Daniel - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015361758

Dynamic programming for designing and valuing two-dimensional financial derivatives

Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - 2024

We use dynamic programming, finite elements, and parallel computing to design and evaluate two-dimensional financial derivatives. Our dynamic program is flexible, as it divides the evaluation process into two components: one related to the dynamics of the underlying process and the other to the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325218

Strategic workforce planning in crowdsourced delivery with hybrid driver fleets

Luy, Julius; Hiermann, Gerhard; Schiffer, Maximilian - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484624

Trade execution games in a Markovian environment

Ohnishi, Masamitsu; Shimoshimizu, Makoto - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015415729

Lexicographic column generation with a tree search pricing algorithm

Bärmann, Andreas; Müller, Alexander; Weninger, Dieter - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626998

Efficient assignment in peer-topeer crowdshipping : an approximate dynamic programming approach

Innocente, Emma; Tancrez, Jean-Sébastien - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611510

Dynamic expiration date-based discounting of fresh food products

Haijema, Rene; Duijvestijn, Lisan; Akkerman, Renzo; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604730

Battery and hydrogen storage: complements or substitutes? : A German case study

Blanchard, Ange; Megy, Camille - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650882

An optimal investment strategy for maximizing the expected value of utility accumulation across capital levels

Cerda-Hernández, José; Sikov, Anna; Ramos, Alberto - 2026

This paper examines an optimal investment problem for an insurance company under the Cramer-Lundberg risk model, where investments are allocated between risky and risk-free assets. In contrast to models focusing on optimal investment and/or reinsurance strategies to maximize the expected utility...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654247

Fast solution of dynamic intra-household bargaining models

Hallengreen, Adam; Jørgensen, Thomas H.; Olesen, … - 2026

Dynamic household bargaining models are growing in popularity but are computationally demanding to solve and estimate. We propose a modification to the endogenous grid method (EGM) that allows this class of models to reap the benefits of the EGM. The method, which we refer to as interpolated EGM...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015634014

Generic machine-learning-augmented beam search for resource-constrained shortest path reformulations of combinatorial optimization problems

Yan, Fulin; Clautiaux, François; Froger, Aurélien; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015558929

The engineering of consumer experiences under affect assimilation and quality contrast

Deshmane, Abhishek; Martínez-de-Albéniz, Victor; … - 2026 - Revised version of 2023/58/TOM

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666276

A fast upper envelope scan method for discrete-continuous dynamic programming

Dobrescu, Loretti Isabella; Shanker, Akshay - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013534359

Disequilibrium play in tennis

Anderson, Axel; Rosen, Jeremy; Rust, John; Wong, Kin-Ping - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329751

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Disequilibrium play in tennis

Anderson, Axel; Rosen, Jeremy; Rust, John; Wong, Kin-Ping - 2023

Book / Working Paper

Disequilibrium play in tennis

Anderson, Axel; Rosen, Jeremy; Rust, John; Wong, Kin-Ping - 2021

Book / Working Paper

Heuristic rules for the dynamic pricing problem

Melnikov, Oleg - 2023

This paper is devoted to the development of heuristics for the dynamic pricing problem. A discrete time model of dynamic pricing on the fixed time horizon is proposed. It is applicable to products that satisfy two properties: 1) product value expires at a certain predetermined date, and 2)...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534844

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Heuristic rules for the dynamic pricing problem

Melnikov, Oleg - 2023

Article

Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models

Ai, Meiqiao; Zhang, Zhimin; Zhu, Dan - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014336388

Exact algorithms for the product configuration problem

Bogue, Eduardo T.; Maciel, Lucas; Noronha, Thiago F. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014328117

Insurance pricing in an equilibrium model

Feng, Frank Yulin; Zeng, Xudong; Zhu, Guanxia - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014383976

Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk

Ferreira Morici, Henrique; Vigna, Elena - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593645

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Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk

Ferreira Morici, Henrique; Vigna, Elena - 2023

Book / Working Paper

Dynamic programming for valuing options embedded in corporate bonds

Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014443102

A discrete-time homing problem with two optimizers

Lefebvre, Mario - 2023

A stochastic difference game is considered in which a player wants to minimize the time spent by a controlled one-dimensional symmetric random walk {𝑋𝑛,𝑛=0,1,…} in the continuation region 𝐶:={1,2,…}, and the second player seeks to maximize the survival time in C. The process...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014443299

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A discrete-time homing problem with two optimizers

Lefebvre, Mario - 2023

Article

The min-max order picking problem in synchronised dynamic zone-picking systems

Saylam, Serhat; Çelik, Melih; Süral, Haldun - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014230715

The art of temporal approximation : an investigation into numerical solutions to discrete & continuous-time problems in economics

Eslami, Keyvan; Phelan, Thomas M. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014295510

A dedicated pricing algorithm to solve a large family of nurse scheduling problems with branch-and-price

Legrain, Antoine; Omer, Jérémy - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015163758

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A dedicated pricing algorithm to solve a large family of nurse scheduling problems with branch-and-price

Legrain, Antoine; Omer, Jérémy - 2023

Book / Working Paper

Dynamic economics with quantile preferences

de Castro, Luciano I.; Galvao, Antonio Fialho; Nunes, Daniel - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015419707

Gradient-based reinforcement learning for dynamic quantile

Janásek, Lukáš - 2025

This paper develops a novel gradient-based reinforcement learning algorithm for solving dynamic quantile models with uncertainty. Unlike traditional approaches that rely on expected utility maximization, we focus on agents who evaluate outcomes based on specific quantiles of the utility...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440936

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