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models and algorithms are proposed based on the theory of Markov decision processes and Approximate Dynamic programming. Then …
Persistent link: https://www.econbiz.de/10012402101
Framework for Retail Demand and Supply Chain Planning -- Empirical Insights, Quantitative Models and Software Applications for Master Category Planning -- Assortment and Shelf Space Planning -- Assortment, Shelf Space and Inventory Planning -- Assortment, Shelf Space and Price Planning
Persistent link: https://www.econbiz.de/10014425380
Introduction -- Part I Fundamentals: Credit Derivatives and Markets -- Mathematical Preliminaries -- Part II Static Models: One Factor Gaussian Copula Model -- Normal Inverse Gaussian Factor Copula Model -- Part III: Term-Structure Models -- Large Homogeneous Cell Approximation for Factor Copula...
Persistent link: https://www.econbiz.de/10014015252
Introduction -- Supply chain coordination in case of asymmetric information -- On the impact of fixed cost reduction in the strategic lotsizing framework -- The impact of information sharing on the effectiveness of screening contracts: A first laboratory experiment -- The impact of contract...
Persistent link: https://www.econbiz.de/10014015415
The focus of this volume is on the development of new approaches for the market-conform valuation of newly issued derivatives. The first chapter presents a flexible approach to construct the binomial process of the underlying asset price by using a simultaneously backward and forward induction...
Persistent link: https://www.econbiz.de/10013520525
Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's...
Persistent link: https://www.econbiz.de/10013520563
Persistent link: https://www.econbiz.de/10014014402
Vanishing Mutual Repulsion -- Inverse Linear Programming -- Second-Order Conditions in C1,1 Vector Optimization with Inequality … Competitive Location and Design Model -- Tools for Robotic Trajectory Planning Using Cubic Splines and Semi-Infinite Programming …
Persistent link: https://www.econbiz.de/10014014060
This book examines the problem of maintenance planning and scheduling in industrial production systems. It presents two practically relevant, deterministic mathematical models: the capacitated planned maintenance problem (CPMP) and the weighted uncapacitated planned maintenance problem (WUPMP)....
Persistent link: https://www.econbiz.de/10012396306
The book is a benefit for graduate and postgraduate students in the areas of operations research, decision theory, optimization theory, linear algebra, interval analysis, and fuzzy sets. The book will also be useful for the researchers in the respective areas. The first part of the book deals...
Persistent link: https://www.econbiz.de/10012402234