Found 97029 papers in total
Optimal Stopping Under Probability Distortions
2017,
In this paper we study optimal stopping problems with respect to distorted expectations with concave...
Bound-Constrained Polynomial Optimization Using Only Elementary Calculations
2017,
We provide a monotone nonincreasing sequence of upper bounds [Formula: see text] converging to the global...
Fast Approximation Algorithms for the One-Warehouse Multi-Retailer Problem Under General Cost Structures and Capacity Constraints
2017,
We consider a well‐studied multi‐echelon (deterministic) inventory control problem, known in...
Approximation Algorithms for Optimal Decision Trees and Adaptive TSP Problems
2017,
We consider the problem of constructing optimal decision trees: given a collection of tests that can...
Better than pre-committed optimal mean-variance policy in a jump diffusion market
2017,
Dynamic mean‐variance investment model can not be solved by dynamic programming directly due to the...
A maximum principle for Markov regime-switching forward‐backward stochastic differential games and applications
2017,
In this paper, we present an optimal control problem for stochastic differential games under Markov...
Random reduction consistency of the Weber set, the core and the anti-core
2017,
In this paper we introduce a new consistency condition and provide characterizations for several solution...
Decomposition of network communication games
2017,
Using network control structures, this paper introduces a general class of network communication games and...
Optimal double control problem for a PDE model of goodwill dynamics
2017,
We propose a new optimal control model of product goodwill in a segmented market where the state variable...
A space decomposition scheme for maximum eigenvalue functions and its applications
2017,
In this paper, we study nonlinear optimization problems involving eigenvalues of symmetric matrices. One...
Optimal mean‐variance asset-liability management with stochastic interest rates and inflation risks
2017,
This paper considers an optimal asset‐liability management problem with stochastic interest rates...
Error bounds for stochastic shortest path problems
2017,
For stochastic shortest path problems, error bounds for value iteration due to Bertsekas elegantly...
Mean‐variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
2017,
The efficient modeling of execution price path of an asset to be traded is an important aspect of the...
Scheduling for a processor sharing system with linear slowdown
2017,
We consider the problem of scheduling arrivals to a congestion system with a finite number of users having...
Optimality conditions in optimization problems with convex feasible set using convexificators
2017,
In this paper, we consider a nonsmooth optimization problem with a convex feasible set described by...
An optimal subgradient algorithm for large-scale bound-constrained convex optimization
2017,
This paper shows that the optimal subgradient algorithm (OSGA)–which uses first‐order...
On an extension of the concept of TU-games and their values
2017,
We propose a new more general approach to TU‐games and their efficient values, significantly...
Hedging under generalized good-deal bounds and model uncertainty
2017,
We study a notion of good‐deal hedging, that corresponds to good‐deal valuation and is...
How to solve a design centering problem
2017,
This work considers the problem of design centering. Geometrically, this can be thought of as inscribing...
The effect of social capital on local suppliers’ exploitative and exploratory learning in global buyer‐supplier relationships: the moderating role of contract specificity
2017,
Drawing on the theories of social capital (SC) and organizational learning, a contingency theoretical...
Determinants, causal connections and outcomes of corporate technology licensing: a systematic review and research agenda
2017,
Exchanges in markets for technology (MfT) have grown rapidly in recent years. MfT involve transactions for...
Decision making for business model development: a process study of effectuation and causation in new technology-based ventures
2017,
This study investigates the decision‐making logics used by new ventures to develop their business...
Inertia, aspirations, and response to attainment discrepancy in design contests
2017,
The process of evaluating performance relative to aspirations is widely used by many studies of...
How to select the right public partner in smart city projects
2017,
Firms that want to exploit Smart City's opportunities need to cooperate with local governments. From a...
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