The inventory routing problem is a complex topic recognized by the scientific literature. This work shows up this kind of problem, particularly a problem with freight traffic indicator as an objective for optimization, also a mathematical model and procedure for the resolution of this problem in...

Charitable foundations should endeavor to allocate their limited resources to best serve their constituents. However, few foundations use mathematical programming techniques despite overwhelming evidence of their superiority at selecting projects that yield higher levels of total benefits. The...

We study the relation between operating flexibility and the borrowing costs incurred by a firm financing inventory investments with debt. We find that flexibility in replenishing or liquidating inventory, by providing risk shifting incentives, could lead to borrowing costs that erase more than a...

Supply chain finance has been gaining attention in theory and practice. A company's financial position affects its performance and survivability in dynamic and volatile markets. Those that have weak financial performance are vulnerable when operating in environments that are uncertain and...

We solve the problem of optimal inventory management for a CARA market-maker who faces proportional transaction costs and marking to market. Our model accommodates inventory shocks following an arbitrary compound Poisson process, and allows us to link the optimal policy to the moment-generating...

We study how short-term informational advantages can be monetized in a high-frequency setting, when large inventories are explicitly penalized. We find that if most of the additional information is revealed regardless of the high-frequency traders' actions, then fast inventory management allows...

This article analyzes a discrete time lost sales inventory system with partially observed demand and unobserved shrinkages which happen both before and after the demand realization. When the demand exceeds the remaining inventory, the unmet demand is lost and unobserved. This problem in general...

We consider customised liquidity pools (CLP), which are trading venues that offer over-the-counter brokerage and dealer services to selected market participants. The dealer activity, whereby two-sided liquidity is offered to a limited pool of clients, shares in common similarities with the...

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other agents. We propose a model which captures this...

After-sales service is a major profit generator for more and more OEMs in industries with durable products. Successful engagement in after-sales service improves customer loyalty and allows for competitive differentiation through superior service like an extended service period after end of...