Yao David D

David D Yao

Information about the author David D Yao will soon be added to the site.
Found 9 papers in total
Production with Risk Hedging–Optimal Policy and Efficient Frontier
Production with Risk Hedging–Optimal Policy and Efficient Frontier
2017
Demand for many products may depend on the price of a tradable asset or on the economy...
Diffusion Limit of Fair Resource Control–Stationarity and Interchange of Limits
Diffusion Limit of Fair Resource Control–Stationarity and Interchange of Limits
2016
We study a resource‐sharing network where each job requires the concurrent...
Liability Concentration and Systemic Losses in Financial Networks
Liability Concentration and Systemic Losses in Financial Networks
2016
The objective of this study is to develop a majorization‐based tool to compare...
An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
2016
Financial institutions are interconnected directly by holding debt claims against each...
Optimal Policies for a Two-Product Inventory System under a Flexible Substitution Scheme
Optimal Policies for a Two-Product Inventory System under a Flexible Substitution Scheme
2016
We study a two‐product inventory model that allows substitution. Both products...
Joint Initial Stocking and Transshipment–Asymptotics and Bounds
Joint Initial Stocking and Transshipment–Asymptotics and Bounds
2016
A common problem faced by many firms in their supply chains can be abstracted as...
Optimal Control of Replenishment and Substitution in an Inventory System with Nonstationary Batch Demand
Optimal Control of Replenishment and Substitution in an Inventory System with Nonstationary Batch Demand
2011
We study an inventory system in which a supplier supplies demand using two mutually...
Utility-maximizing resource control: Diffusion limit and asymptotic optimality for a two-bottleneck model
Utility-maximizing resource control: Diffusion limit and asymptotic optimality for a two-bottleneck model
2010
We study a stochastic network that consists of two servers shared by two classes of...
The Stochastic Knapsack Revisited: Switch-Over Policies and Dynamic Pricing
The Stochastic Knapsack Revisited: Switch-Over Policies and Dynamic Pricing
2008
The stochastic knapsack has been used as a model in wide–ranging applications...
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