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A moving boundary approach to American option pricing

Muthuraman, Kumar - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3520-3537

Persistent link: https://www.econbiz.de/10003780964

Integrated production planning and order acceptance under uncertainty: A robust optimization approach

Aouam, Tarik; Brahimi, Nadjib - In: European Journal of Operational Research 228 (2013) 3, pp. 504-515

The aim of this paper is to formulate a model that integrates production planning and order acceptance decisions while taking into account demand uncertainty and capturing the effects of congestion. Orders/customers are classified into classes based on their marginal revenue and their level of...

Persistent link: https://www.econbiz.de/10010662512

Zero-order production planning models with stochastic demand and workload-dependent lead times

Aouam, Tarik; Uzsoy, Reha - In: International journal of production research 53 (2015) 6, pp. 1661-1679

Persistent link: https://www.econbiz.de/10010500772

Optimizing production capacity and safety stocks in general acyclic supply chains

Ghadimi, Foad; Aouam, Tarik; Vanhoucke, Mario - In: Computers & operations research : and their … 120 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012236829

Production planning with order acceptance and demand uncertainty

Aouam, Tarik; Geryl, Kobe; Kumar, Kunal; Brahimi, Nadjib - In: Computers & operations research : and their … 91 (2018), pp. 145-159

Persistent link: https://www.econbiz.de/10011793570

Integrated lot sizing and safety stock placement in a network of production facilities

Kumar, Kunal; Aouam, Tarik - In: International journal of production economics 195 (2018), pp. 74-95

Persistent link: https://www.econbiz.de/10011802036

Multi-item production routing problem with backordering : a MILP approach

Brahimi, Nadjib; Aouam, Tarik - In: International journal of production research 54 (2016) 3/4, pp. 1076-1093

Persistent link: https://www.econbiz.de/10011492025

Modelling and solving the multiperiod inventory-routing problem with stochastic stationary demand rates

Rahim, Mohd Kamarul Irwan Abdul; Zhong, Yiqing; … - In: International journal of production research 52 (2014) 14, pp. 4351-4363

Persistent link: https://www.econbiz.de/10010383861

Chance-constraint-based heuristic for production planning in the face of stochastic demand and workload-dependent lead times

Aouam, Tarik; Uzsoy, Reha - In: Decision policies for production networks, (pp. 173-208). 2012

Persistent link: https://www.econbiz.de/10009521074

Shipment planning and safety stock placement in maritime supply chains with stochastic demand and transportation times

Yazdani, Majid; Aouam, Tarik - In: International journal of production economics 263 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014437424