Displaying similar documents to “(s,S)-type policy for a production inventory problem with limited backlogging and with stockouts”

Dynamic portfolio optimization with risk management and strategy constraints

Csilla Krommerová, Igor Melicherčík (2014)

Kybernetika

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We investigate the problem of power utility maximization considering risk management and strategy constraints. The aim of this paper is to obtain admissible dynamic portfolio strategies. In case the floor is guaranteed with probability one, we provide two admissible solutions, the option based portfolio insurance in the constrained model, and the alternative method and show that none of the solutions dominate the other. In case the floor is guaranteed partially, we provide one admissible...

Algorithm for turnpike policies in the dynamic lot size model

Stanisław Bylka (1996)

Applicationes Mathematicae

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This article considers optimization problems in a capacitated lot sizing model with limited backlogging. Nothing is assumed about the cost function in the case of finite restrictions of the size on the stock and backlogs. The holding and backlogging costs are functions assumed to be stationary or nearly stationary in time. In both cases, it is shown that there exists an optimal infinite inverse policy and a periodical turnpike policy. Some forward and backward procedures are adopted...

Computing minimum norm solution of a specific constrained convex nonlinear problem

Saeed Ketabchi, Hossein Moosaei (2012)

Kybernetika

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The characterization of the solution set of a convex constrained problem is a well-known attempt. In this paper, we focus on the minimum norm solution of a specific constrained convex nonlinear problem and reformulate this problem as an unconstrained minimization problem by using the alternative theorem.The objective function of this problem is piecewise quadratic, convex, and once differentiable. To minimize this function, we will provide a new Newton-type method with global convergence...

Plurisubharmonic saddles

Siegfried Momm (1996)

Annales Polonici Mathematici

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A certain linear growth of the pluricomplex Green function of a bounded convex domain of ℂ N at a given boundary point is related to the existence of a certain plurisubharmonic function called a “plurisubharmonic saddle”. In view of classical results on the existence of angular derivatives of conformal mappings, for the case of a single complex variable, this allows us to deduce a criterion for the existence of subharmonic saddles.