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An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
作者:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
收藏  |  浏览/下载：207/0  |  提交时间：2018/11/16
Pairs trading  Optimal policy  Quasi-variational inequalities  93E20  91G80  49L20  
Optimal Policies for Brownian Inventory Systems With a Piecewise Linear Ordering Cost 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 7, 页码: 3235-3248
作者:  Yao, Dacheng;  Chao, Xiuli;  Wu, Jingchen
收藏  |  浏览/下载：135/0  |  提交时间：2018/07/30
Brownian inventory system  general ordering cost  optimal control  (s, S) policy  singular control policy  
Maintenance optimization for a Markovian deteriorating system with population heterogeneity 期刊论文
IIE TRANSACTIONS, 2017, 卷号: 49, 期号: 1, 页码: 96-109
作者:  van Oosterom, Chiel;  Peng, Hao;  van Houtum, Geert-Jan
收藏  |  浏览/下载：118/0  |  提交时间：2018/07/30
Replacement optimization  population heterogeneity  partially observable Markov decision process  optimal policy structure  
Classical mean-variance model revisited: pseudo efficiency 期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2015, 卷号: 66, 期号: 10, 页码: 1646-1655
作者:  Cui, Xiangyu;  Duan, Li;  Yan, Jiaan
收藏  |  浏览/下载：150/0  |  提交时间：2018/07/30
mean-variance portfolio selection  minimum cost policy  binding budget spending  optimal wealth management  
THE OPTIMAL PRODUCTION AND SALES POLICY FOR A NEW PRODUCT WITH NEGATIVE WORD-OF-MOUTH 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2011, 卷号: 7, 期号: 1, 页码: 117-137
作者:  Yan, Xiaoming;  Cao, Ping;  Zhang, Minghui;  Liu, Ke
收藏  |  浏览/下载：122/0  |  提交时间：2018/07/30
Capacity constraint  word-of-mouth  new product  optimal policy  
Optimal control problems for a new product with word-of-mouth 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2009, 卷号: 119, 期号: 2, 页码: 402-414
作者:  Yan, Xiaoming;  Liu, Ke
收藏  |  浏览/下载：126/0  |  提交时间：2018/07/30
Production capacity  Negative word-of-mouth  New product  Optimal policy  
A ratio-dependent predator-prey model with stage structure and optimal harvesting policy 期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2008, 卷号: 31, 期号: 7, 页码: 859-877
作者:  Cai, Liming;  Li, Xuezhi;  Yu, Jingyuan;  Zhu, Guangtian
收藏  |  浏览/下载：92/0  |  提交时间：2018/07/30
predator-prey system  stage structure  ratio dependence  global stability  optimal harvesting policy  
Optimal impulsive control in periodic ecosystem 期刊论文
SYSTEMS & CONTROL LETTERS, 2006, 卷号: 55, 期号: 7, 页码: 558-565
作者:  Xiao, Y;  Cheng, DZ;  Qin, HS
收藏  |  浏览/下载：114/0  |  提交时间：2018/07/30
optimal impulsive harvesting policy  logistic equation  impulsive effects  periodic solutions  maximum annual-sustainable yield  
Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2006, 卷号: 317, 期号: 2, 页码: 398-428
作者:  Hou, YM;  Sethi, SP;  Zhang, HQ;  Zhang, Q
收藏  |  浏览/下载：138/0  |  提交时间：2018/07/30
optimal production policy  stochastic manufacturing systems  stochastic dynamic programming  discounted cost  asymptotic analysis  
An analysis of staged purchases in deregulated time-sequential electricity markets 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2005, 卷号: 1, 期号: 4, 页码: 443-463
作者:  Sethi, Suresh P.;  Yan, Houmin;  Yan, J. Houzhong;  Zhang, Hanqin
收藏  |  浏览/下载：120/0  |  提交时间：2018/07/30
dynamic programming equation  optimal policy  monotonicity  martingale  algorithm