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Personalized robo-advising : enhancing investment through client interaction

Capponi, Agostino; Ólafsson, Sveinn; … - In: Management science : journal of the Institute for … 68 (2022) 4, pp. 2485-2512

Persistent link: https://www.econbiz.de/10013368225

Stochastic liquidity as a proxy for nonlinear price impact

Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Operations research 72 (2024) 2, pp. 444-458

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Chapter 8. Advances in Numerical Dynamic Programming and New Applications

Cai, Yongyang; Judd, Kenneth L. - In: Handbook of computational economics : volume 3, (pp. 479-516). 2014

Dynamic programming is the essential tool in dynamic economic analysis. Problems such as portfolio allocation for individuals and optimal economic growth are typical examples. Numerical methods typically approximate the value function. Recent work has focused on making numerical methods more...

Persistent link: https://www.econbiz.de/10014025714

Dynamic pricing with time-dependent elastricities

Schlosser, Rainer - In: Journal of revenue and pricing management 14 (2015) 5, pp. 365-383

Persistent link: https://www.econbiz.de/10011460183

Optimal control of water distribution networks without storage

Nerantzis, Dimitrios; Pecci, Filippo; Stoianov, Ivan - In: European journal of operational research : EJOR 284 (2020) 1, pp. 345-354

Persistent link: https://www.econbiz.de/10012238681

Dynamic programming for optimal ship refueling decision

Zhen, Lu; Wang, Shuaian; Zhuge, Dan - In: Transportation research / E : an international journal 100 (2017), pp. 63-74

Persistent link: https://www.econbiz.de/10011689981

Economics of controlling invasive species : a stochastic optimization model for a spatial-dynamic process

Chalak, Morteza; Polyakov, Maksym; Pannell, David J. - In: American journal of agricultural economics 99 (2017) 1, pp. 123-139

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Dynamic learning of patient response types : an application to treating chronic diseases

Negoescu, Diana M.; Bimpikis, Kostas; Brandeau, Margaret L. - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3469-3488

Persistent link: https://www.econbiz.de/10011899846

Impact of Bayesian learning and externalities on strategic investment

Kwon, H. Dharma; Xu, Wenxin; Agrawal, Anupam; … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 550-570

Persistent link: https://www.econbiz.de/10011446252

Selling passes to strategic customers

Wang, Jue; Levin, Yuri; Nediak, Mikhail - In: Operations research 68 (2020) 4, pp. 1095-1115

Persistent link: https://www.econbiz.de/10012288374

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