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Distributionally robust inventory control when demand is a martingale

Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414

Persistent link: https://www.econbiz.de/10013375068

Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection

Bielecki, Tomasz R.; Chen, Tao; Cialenco, Igor - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012650186

Single-leg choice-based revenue management : a robust optimisation approach

Sierag, Dirk; Mei, R. D. van der - In: Journal of revenue and pricing management 15 (2016) 6, pp. 454-467

Persistent link: https://www.econbiz.de/10011662079

Structural properties of a class of robust inventory and queueing control problems

Turgay, Zeynep; Karaesmen, Fikri; Örmeci, Egemen Lerzan - In: Naval research logistics : an international journal 65 (2018) 8, pp. 699-716

Persistent link: https://www.econbiz.de/10011969349

Data-driven patient scheduling in emergency departments : a hybrid robust-stochastic approach

He, Shuangchi; Sim, Melvyn; Zhang, Meilin - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4123-4140

Persistent link: https://www.econbiz.de/10012118545

Robust optimal control for a consumption-investment problem

Schied, Alexander (contributor) - 2007

Persistent link: https://www.econbiz.de/10003633778

Robust maximization of consumption with logarithmic utility

Hernández-Hernández, Daniel (contributor); … - 2007

We anlyze the stochastic control approach to the dynamic maximization of the robust utility of consumption and investment. The robust utility functionals are defined in terms of logarithmic utility and a dynamically consisten convex risk measure. The underlying market is modeled by a diffusion...

Persistent link: https://www.econbiz.de/10003633826

Robust optimal control for a consumption-investment problem

Schied, Alexander - In: Mathematical methods of operations research 67 (2008) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10003643526

Robust dynamic pricing with demand learning in the presence of outlier customers

Chen, Xi; Wang, Yining - In: Operations research 71 (2023) 4, pp. 1362-1386

Persistent link: https://www.econbiz.de/10014338218

Two-agent order acceptance and scheduling to maximise total revenue

Reisi-Nafchi, Mohammad; Moslehi, Ghasem - In: European journal of industrial engineering : EJIE 9 (2015) 5, pp. 664-691

Persistent link: https://www.econbiz.de/10011560995

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