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Condition-based inspection policies for boiler heat exchangers
Truong-Ba, Huy; Cholette, Michael E.; Borghesani, Pietro; … - In: European journal of operational research : EJOR 291 (2021) 1, pp. 232-243
Persistent link: https://www.econbiz.de/10012495295
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On the effect of lifetime variability on the performance of inventory systems
Kouki, Chaaben; Jouini, Oualid - In: International journal of production economics 167 (2015), pp. 23-34
Persistent link: https://www.econbiz.de/10011346614
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A Markovian approach to modeling a periodic order-up-to-level policy under stochastic discrete demand and lead time with lost sales
Nguyen Trong Tri Duc; Pham Duc Tai; Buddhakulsomsiri, … - In: International transactions in operational research : a … 29 (2022) 2, pp. 1132-1158
Persistent link: https://www.econbiz.de/10012795832
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A unifying framework for submodular mean field games
Dianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; … - 2022
We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with respect to the measure parameter and common noise is...
Persistent link: https://www.econbiz.de/10012819025
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A unifying framework for submodular mean field games
Dianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; … - 2022
We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with respect to the measure parameter and common noise is...
Persistent link: https://www.econbiz.de/10012803218
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A unifying framework for submodular mean field games
Dianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; … - In: Mathematics of operations research 48 (2023) 3, pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
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A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models
Hambuckers, J.; Kneib, Thomas; Langrock, Roland; … - In: Quantitative finance 18 (2018) 10, pp. 1679-1698
Persistent link: https://www.econbiz.de/10012259864
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Dynamic pricing and learning with finite inventories
Boer, Arnoud V. den; Zwart, Bert - In: Operations research 63 (2015) 4, pp. 965-978
Persistent link: https://www.econbiz.de/10011313165
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Statistical learning of service-dependent demand in a multiperiod newsvendor setting
Deng, Tianhu; Shen, Zuo-Jun; Shanthikumar, J. George - In: Operations research 62 (2014) 5, pp. 1064-1076
Persistent link: https://www.econbiz.de/10010494061
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On cash settled IRR-swaptions and Markov functional modeling
Bermin, Hans-Peter; Williams, Gareth - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011686834