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We consider an optimal stopping problem in a certain model described by a stochastic delay differential equation. We reduce the initial problem to a free-boundary problem of parabolic type and prove the corresponding verification assertion. We also give an example of such an optimal stopping...
Persistent link: https://www.econbiz.de/10010296482
We consider a stochastic delay differential equation driven by a general Lévy process. Both the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is eventually Feller, but in general not eventually strong Feller on...
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We consider an optimal stopping problem in a certain model described by a stochastic delay differential equation. We reduce the initial problem to a free-boundary problem of parabolic type and prove the corresponding verification assertion. We also give an example of such an optimal stopping...
Persistent link: https://www.econbiz.de/10010983557
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Ausschreibungen, Dual Sourcing, Parallelverhandlungenund weitere Wettbewerbsinstrumentefinden in der Automotive Supply Chain bereitsflächendeckend Anwendung. Allerdings fehlt es derPraxis an einem erforderlichen Problembewusstsein sowie an Informationenüber Optionen zur Kombination von...
Persistent link: https://www.econbiz.de/10009138544
Der Netzwerkgedanke in der Transportlogistik ist dominiert von Überlegungen zur vertikalenIntegration. Dies hat zur Folge, dass die tatsächliche Komplexität von Aufgaben und Beziehungenin der Transportlogistik oft unterschätzt wird, insbesondere zwischen Akteuren, derenWertschöpfungsketten...
Persistent link: https://www.econbiz.de/10009138546