Keyword: programming: dynamic

Found 2342 papers in total
Optimal dynamic auctions for revenue management
Optimal dynamic auctions for revenue management
2002,
We analyze a dynamic auction, in which a seller with C units to sell faces a sequence...
An adaptive, distribution-free algorithm for the newsvendor problem with censored demands, with applications to inventory and distribution
An adaptive, distribution-free algorithm for the newsvendor problem with censored demands, with applications to inventory and distribution
2001,
We consider the problem of optimizing inventories for problems where the demand...
The newsvendor model with endogenous demand
The newsvendor model with endogenous demand
2001,
This paper considers a firm's price and inventory policy when it faces uncertain...
Optimal stock allocation for a capacitated supply system
Optimal stock allocation for a capacitated supply system
2002,
We consider a capacitated supply system that produces a single item that is demanded...
A dynamic lot-sizing model with demand time windows
A dynamic lot-sizing model with demand time windows
2001,
One of the basic assumptions of the classical dynamic lot-sizing model is that the...
Dynamic portfolio selection of new product development programs using marginal returns
Dynamic portfolio selection of new product development programs using marginal returns
2002,
Selecting program portfolios within a budget constraint is an important challenge in...
Exchange rates and the choice of ownership structure of production facilities
Exchange rates and the choice of ownership structure of production facilities
2001,
The aim of this research is to study the effects of real exchange rates on the...
Numerical study of the optimal control of a system with heterogeneous servers
Numerical study of the optimal control of a system with heterogeneous servers
2003,
For a system with several heterogeneous servers, the well-known Howard algorithm was...
On some variations of the total earliness/tardiness problem
On some variations of the total earliness/tardiness problem
2002,
In this paper we consider a version of the total earliness/tardiness problem in which...
Dynamic programming to determine optimum investments in information technology on dairy farms
Dynamic programming to determine optimum investments in information technology on dairy farms
1999,
The feasibility of integrating the information about a number of information...
Market power issues in bid-based hydrothermal dispatch
Market power issues in bid-based hydrothermal dispatch
2002,
The objective of this work is to investigate market power issues in bid-based...
A dynamic programming procedure for pricing American-style Asian options
A dynamic programming procedure for pricing American-style Asian options
2002,
Pricing European-style Asian options based on the arithmetic average, under the Black...
Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice
Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice
1998,
We consider mainly an optimal control problem motivated by a portfolio and consumption...
Near optimization of stochastic dynamic systems by decomposition and aggregation
Near optimization of stochastic dynamic systems by decomposition and aggregation
2001,
The paper is concerned with the reduction of a class of stochastic optimal control...
Capacitated multi-item inventory systems with random and seasonally fluctuating demands: Implications for postponement strategies
Capacitated multi-item inventory systems with random and seasonally fluctuating demands: Implications for postponement strategies
2001,
We address multi-item inventory systems with random and seasonally fluctuating, and...
The nonstationary staff-planning problem with business cycle and learning effects
The nonstationary staff-planning problem with business cycle and learning effects
2001,
Managing highly skilled employees is extremely complex because of the need to balance...
Project management under risk: Using the real options approach to evaluate flexibility in R&D
Project management under risk: Using the real options approach to evaluate flexibility in R&D
2001,
Managerial flexibility has value in the context of uncertain R&D projects, as...
Single machine earliness–tardiness scheduling with resource-dependent release dates
Single machine earliness–tardiness scheduling with resource-dependent release dates
2002,
This paper deals with the single machine earliness and tardiness scheduling problem...
A dynamic programming algorithm for scheduling jobs in a two-machine open shop with an availability constraint
A dynamic programming algorithm for scheduling jobs in a two-machine open shop with an availability constraint
2002,
This paper studies a two-machine open shop scheduling problem with an availability...
Dual approach for the solution of an advertising control problem
Dual approach for the solution of an advertising control problem
2000,
We consider a monopolistic firm that sells seasonal goods. The firm seeks the minimum...
Bayesian interpretation of continuous-time universal portfolios
Bayesian interpretation of continuous-time universal portfolios
2002,
Under the continuous-time framework with incomplete information on asset price...
March Madness and the office pool
March Madness and the office pool
2001,
March brings March Madness, the annual conclusion to the US men's college basketball...
An optimal batch size for a production system under linearly increasing time-varying demand process
An optimal batch size for a production system under linearly increasing time-varying demand process
2002,
In this paper we consider a manufacturing system which procures raw materials from...
Minimization of squared deviation of completion times about a common due date
Minimization of squared deviation of completion times about a common due date
2002,
We discuss a non-preemptive single-machine job sequencing problem where the objective...
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