17543 search results - page 298 / 3509 » Stochastic Optimization Algorithms |
160
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IOR
2008
15 years 6 months ago
2008
In this paper, we address the optimal joint control of inventory and transshipment for a firm that produces in two locations and faces capacity uncertainty. Capacity uncertainty (...
162
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CORR
2007
Springer
15 years 6 months ago
2007
Springer
We consider an information-theoretic objective function for statistical modeling of time series that embodies a parametrized trade-off between the predictive power of a model and...
148
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SIAMAM
2008
15 years 6 months ago
2008
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
