Narrow search
Showing 1 - 5 of 5
Cover Image
Robust dynamic pricing with strategic customers
Chen, Yiwei; Farias, Vivek F. - In: Mathematics of operations research 43 (2018) 4, pp. 1119-1142
Persistent link: https://www.econbiz.de/10011956916
Cover Image
Stochastic depletion problems : effective myopic policies for a class of dynamic optimization problems
Chan, Carri W.; Farias, Vivek F. - In: Mathematics of operations research 34 (2009) 2, pp. 333-350
Persistent link: https://www.econbiz.de/10003870284
Cover Image
Approximate dynamic programming via a smoothed linear program
Desai, Vijay V.; Farias, Vivek F.; Moallemi, Ciamac C. - In: Operations research 60 (2012) 3, pp. 655-674
Persistent link: https://www.econbiz.de/10009575346
Cover Image
Pathwise optimization for optimal stopping problems
Desai, Vijay V.; Farias, Vivek F.; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 58 (2012) 12, pp. 2292-2308
Persistent link: https://www.econbiz.de/10009701851
Cover Image
Stochastic Depletion Problems : Effective Myopic Policies for a Class of Dynamic Optimization Problems
Chan, Carri - 2011
This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems of practical interest are stochastic depletion problems. Optimal solutions for such problems are difficult to...
Persistent link: https://www.econbiz.de/10013119418