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Dynamic programming
19
dynamic programming
7
Dynamic Programming
4
Markov decision processes
3
Scheduling
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Birth-and-death process
2
Fluid model
2
Optimal control
2
restless bandit
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Montes-de-Oca, Raúl
2
Piunovskiy, A.
2
Schäl, Manfred
2
Ahn, Hyun-Soo
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Ahr, Dino
1
Ansell, P. S.
1
Aryanezhad, M. B.
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1
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1
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1
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Lempa, Jukka
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Mathematical Methods of Operations Research
European journal of operational research : EJOR
312
Management Science
143
Operations research
114
Computers & operations research : and their applications to problems of world concern ; an international journal
107
International journal of production research
104
Management science : journal of the Institute for Operations Research and the Management Sciences
88
International journal of production economics
87
European Journal of Operational Research
77
Journal of economic dynamics & control
75
Operations research letters
70
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
57
Manufacturing & service operations management : M & SOM
52
Transportation research / E : an international journal
44
Journal of revenue and pricing management
43
Mathematics of operations research
43
INFORMS journal on computing : JOC
41
IZA Discussion Papers
41
Computational Statistics
39
Omega : the international journal of management science
36
Mathematical methods of operations research
35
MPRA Paper
31
Economic theory : official journal of the Society for the Advancement of Economic Theory
28
Water Resources Management
28
Production and operations management : an international journal of the Production and Operations Management Society
27
Production and operations management : the flagship research journal of the Production and Operations Management Society
27
Insurance / Mathematics & economics
26
NBER working paper series
23
OR spectrum : quantitative approaches in management
23
Computational economics
22
Journal of economic theory
22
Working paper / National Bureau of Economic Research, Inc.
22
Journal of scheduling
20
SpringerLink / Bücher
20
Journal of the Operational Research Society
19
Journal of the Operational Research Society : OR
19
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
18
Economic modelling
18
Faculty & research / Insead : working paper series
18
Discussion paper series / IZA
17
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RePEc
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1
Swing options in commodity markets: a multidimensional Lévy diffusion model
Eriksson, Marcus
;
Lempa, Jukka
;
Nilssen, Trygve
- In:
Mathematical Methods of Operations Research
79
(
2014
)
1
,
pp. 31-67
a
dynamic
programming
problem where the option can be exercised continuously in time. Here, the number of swing rights …
Persistent link: https://www.econbiz.de/10010950110
Saved in:
2
Shape-preserving
dynamic
programming
Cai, Yongyang
;
Judd, Kenneth
- In:
Mathematical Methods of Operations Research
77
(
2013
)
3
,
pp. 407-421
Dynamic
programming
is the essential tool in dynamic economic analysis. Problems such as portfolio allocation for …
Persistent link: https://www.econbiz.de/10010949967
Saved in:
3
Optimal advertising strategies with age-structured goodwill
Faggian, Silvia
;
Grosset, Luca
- In:
Mathematical Methods of Operations Research
78
(
2013
)
2
,
pp. 259-284
dynamic
programming
techniques in infinite dimension to characterize both the optimal advertising effort and the optimal …
Persistent link: https://www.econbiz.de/10010950063
Saved in:
4
Integrating inventory control and a price change in the presence of reference price effects: a two-period model
Taudes, Alfred
;
Rudloff, Christian
- In:
Mathematical Methods of Operations Research
75
(
2012
)
1
,
pp. 29-65
Demand and procurement planning for consumer electronics products must cope with short life cycles, limited replenishment opportunities and a willingness to pay that is influenced by past prices and decreases over time. We therefore propose the use of an integrated pricing and inventory control...
Persistent link: https://www.econbiz.de/10010950065
Saved in:
5
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
Piunovskiy, Alexey
;
Zhang, Yi
- In:
Mathematical Methods of Operations Research
73
(
2011
)
2
,
pp. 159-187
dynamic
programming
type. We provide the accuracy of such fluid approximations and give illustrative examples. Copyright …
Persistent link: https://www.econbiz.de/10010950276
Saved in:
6
Optimal investment strategies with a reallocation constraint
Egriboyun, Feyzullah
;
Soner, H.
- In:
Mathematical Methods of Operations Research
71
(
2010
)
3
,
pp. 551-585
solving the
dynamic
programming
equations. Under the assumption of a power utility function, an appropriate dimension …
Persistent link: https://www.econbiz.de/10010949924
Saved in:
7
Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities
Chubanov, Sergei
;
Pesch, Erwin
- In:
Mathematical Methods of Operations Research
70
(
2009
)
2
,
pp. 313-335
We consider a production model with two facilities sharing a resource during a time horizon consisting of a number of time periods. Cumulative production levels at the ends of consecutive periods are linked with constraints of a general form. This allows us to give different interpretations...
Persistent link: https://www.econbiz.de/10010949919
Saved in:
8
Efficient frontier of utility and CVaR
Zheng, Harry
- In:
Mathematical Methods of Operations Research
70
(
2009
)
1
,
pp. 129-148
the optimal value of the constrained problem with the sequential penalty function and the
dynamic
programming
method …
Persistent link: https://www.econbiz.de/10010949934
Saved in:
9
Random walk, birth-and-death process and their fluid approximations: absorbing case
Piunovskiy, A.
- In:
Mathematical Methods of Operations Research
70
(
2009
)
2
,
pp. 285-312
, we investigate algebraic equations of the
dynamic
programming
type which turn out to be discrete analogs of the …
Persistent link: https://www.econbiz.de/10010950118
Saved in:
10
A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
Kunnumkal, Sumit
;
Topaloglu, Huseyin
- In:
Mathematical Methods of Operations Research
70
(
2009
)
3
,
pp. 477-504
We consider the problem of optimally allocating the seats on a single flight leg to the demands from multiple fare classes that arrive sequentially. It is well-known that the optimal policy for this problem is characterized by a set of protection levels. In this paper, we develop a new...
Persistent link: https://www.econbiz.de/10010950119
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