Suchergebnisse

Linear–Quadratic Time-Inconsistent Mean Field Games

In: Dynamic games and applications: DGA, Band 3, Heft 4, S. 537-552

ISSN: 2153-0793

Optimal Savings and Value of Population in a Stochastic Environment: Transient Behavior

The Generalized Sethi Advertising Model

In: Kennedy, A. P., S. P. Sethi, C. C. Siu, S. C. P. Yam (2024) "The Generalized Sethi Advertising Model" Forthcoming in Operations Research. Available at SSRN: https://ssrn.com/abstract=3669537

Co-op Advertising in Randomly Fluctuating Markets

Dynamic Trading with Markov Liquidity Switching

Co-op advertising in a dynamic three-echelon supply chain

In: Kennedy, A. P., S. P. Sethi, C. C. Siu, S. C. P. Yam (2021) ``Co-op advertising in a dynamic three-echelon supply chain. Forthcoming in Production and Operations Management, available at SSRN: https://ssrn.com/abstract=3575061

Explicit Solutions for a General Class of Optimal Allocation Problems

Optimal Advertising and Product Durability Decisions in New Product Diffusion

A Fourier-Cosine Method for Finite-Time Ruin Probabilities

In: Insurance: Mathematics and Economics, Forthcoming