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检索条件"主题词=Stochastic Dynamic Programming"
806 条 记 录,以下是441-450 订阅
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Integrated joint pest management strategies in the presence of control spillovers
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EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS 2013年 第5期40卷 785-805页
作者: Yigezu, Yigezu A. Alexander, Corinne E. Preckel, Paul V. Maier, Dirk E. Mason, Linda J. Woloshuk, Charles P. Lawrence, John Moog, Dale J. Int Ctr Agr Res Dry Areas Amman Jordan Purdue Univ W Lafayette IN 47907 USA Kansas State Univ Manhattan KS 66506 USA
Integrated pest management has proved cost-effective in coping with crop pests. This article identifies characteristics of pests, controls and economic incentives that may make the development of an integrated joint p... 详细信息
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Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
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INSURANCE MATHEMATICS & ECONOMICS 2013年 第2期52卷 404-410页
作者: He, Lin Liang, Zongxia Renmin Univ China Sch Finance Beijing 100084 Peoples R China Tsinghua Univ Dept Math Sci Beijing 100084 Peoples R China
In this paper, we study the optimal dynamic asset allocation strategy for the ELA scheme of DC pension plan during the distribution phase. In an ELA scheme of DC pension plan, the assets are invested in equities and b... 详细信息
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Valuing flexible operating strategies in nickel production under uncertainty  20
Valuing flexible operating strategies in nickel production u...
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20th International Congress on Modelling and Simulation (MODSIM)
作者: Bao, C. Mortazavi-Naeini, M. Northey, S. Tarnopolskaya, T. Monch, A. Zhu, Z. CSIRO Computat Informat Minerals Flagship Melbourne Vic Australia CSIRO Proc Sci & Engn Minerals Flagship Melbourne Vic Australia
With increasing global demand for nickel (which is a key component of stainless steel) the focus of mineral industry is currently on the abundant low-grade nickel laterite reserves. The extraction of nickel from the l... 详细信息
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Upper and lower bounds for convex value functions of derivative contracts
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ECONOMIC MODELLING 2013年 34卷 69-75页
作者: Ben-Ameur, Hatem de Frutos, Javier Fakhfakh, Tarek Diaby, Vacaba HEC Montreal Montreal PQ Canada Univ Valladolid Inst Math IMUVA E-47002 Valladolid Spain FSEG Sfax Sfax Tunisia ISG Tunis Tunis Tunisia
The aim of this paper is to compute upper and lower bounds for convex value functions of derivative contracts. Laprise et al. (2006) compute bounds for American-style vanilla options by selected portfolios of call opt... 详细信息
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KALMAN-LIKE STATE TRACKING AND CONTROL IN POMDPS WITH APPLICATIONS TO BODY SENSING NETWORKS
KALMAN-LIKE STATE TRACKING AND CONTROL IN POMDPS WITH APPLIC...
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IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
作者: Zois, Daphney-Stavroula Levorato, Marco Mitra, Urbashi Univ So Calif Ming Hsieh Dept Elect Enginering Los Angeles CA 90089 USA
In this paper, the problem of state tracking with controlled observations is considered for a system modeled by a discrete-time, finite-state Markov chain. The system state is 'hidden' and observed via conditi... 详细信息
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OPTIMAL ALLOCATION OF INVENTORY AND DEMAND FOR MANAGING SUPPLY CHAIN REVENUES
OPTIMAL ALLOCATION OF INVENTORY AND DEMAND FOR MANAGING SUPP...
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作者: ABHILASHA KATARIYA Texas A&M University
学位级别:博士
This dissertation focuses on three distinct yet related problems that are motivated by practices of electronics manufacturers, who satisfy stochastic demand from multiple markets and multisource parts from several sup... 详细信息
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Balancing learning and economies of scale for adaptive clinical trials
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OPERATIONS RESEARCH FOR HEALTH CARE 2013年 第3期2卷 42-51页
作者: Fleischhacker, Adam J. Zhao, Yao Univ Delaware Dept Business Adm Newark DE 19716 USA State Univ New Jersey Rutgers Univ Dept Supply Chain Management & Mkt Sci Newark NJ 07102 USA
Prior to the start of an adaptive clinical trial, demand for an investigational drug can be highly uncertain. Treatment length, recommended dosages, and forecasted patient recruitment can fluctuate in response to earl... 详细信息
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Maintenance Centered Service Parts Inventory Control
Maintenance Centered Service Parts Inventory Control
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作者: Willem van Jaarsveld Erasmus University Rotterdam
学位级别:master
High-tech capital goods enable the production of many services and articles that have become a part of our daily lives. Examples include the refineries that produce the gasoline we put in our cars, the photolithograph... 详细信息
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Expected Future Value Decomposition Based Bid Price Generation for Large-Scale Network Revenue Management
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TRANSPORTATION SCIENCE 2013年 第2期47卷 181-197页
作者: Escudero, L. F. Monge, J. F. Morales, D. Romero Wang, J. Univ Rey Juan Carlos Dept Estadist & Invest Operativa Madrid Spain Univ Miguel Hernandez Ctr Invest Operativa Elche Alicante Spain Univ Oxford Said Business Sch Oxford England
This paper studies a multistage stochastic programming (SP) model for large-scale network revenue management. We solve the model by means of the so-called expected future value (EFV) decomposition via scenario analysi... 详细信息
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Joint Production and Preventive Maintenance Strategy for Manufacturing Systems With stochastic Demand
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JOURNAL OF MANUFACTURING SCIENCE AND ENGINEERING-TRANSACTIONS OF THE ASME 2013年 第3期135卷 031016-031016页
作者: Jin, Xiaoning Ni, Jun Univ Michigan Dept Mech Engn Ann Arbor MI 48109 USA
This paper seeks to make joint decisions on preventive maintenance level and production quantity for manufacturing systems subject to stochastic demand in a finite-horizon. Standard models for scheduling preventive ma... 详细信息
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