An EPQ Model Under Cash Discount and Permissible Delay in Payments Derived Without Derivatives
Yung-Fu Huang, Chung-Li Chou, Jui-Jung Liao (2007)
The Yugoslav Journal of Operations Research
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Yung-Fu Huang, Chung-Li Chou, Jui-Jung Liao (2007)
The Yugoslav Journal of Operations Research
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Yung-Fu Huang (2004)
The Yugoslav Journal of Operations Research
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Huang, Yung-Fu, Lai, Chih-Sung, Shyu, Maw-Liann (2007)
Mathematical Problems in Engineering
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Gorgodze, N. (2000)
Memoirs on Differential Equations and Mathematical Physics
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Yung-Fu Huang, Chih-Sung Lai (2007)
The Yugoslav Journal of Operations Research
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Hardik Soni, Nita Shah, Chandra Jaggi (2010)
Control and Cybernetics
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Łukasz Stettner (2005)
Applicationes Mathematicae
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Risk sensitive and risk neutral long run portfolio problems with consumption and proportional transaction costs are studied. Existence of solutions to suitable Bellman equations is shown. The asymptotics of the risk sensitive cost when the risk factor converges to 0 is then considered. It turns out that optimal strategies are stationary functions of the portfolio (portions of the wealth invested in assets) and of economic factors. Furthermore an optimal portfolio strategy for a risk...
K. Szajowski (1982)
Applicationes Mathematicae
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L. Boudjenah, M.F. Khelfi (2010)
Mathematical Modelling of Natural Phenomena
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In this work we study the optimal control problem for a class of nonlinear time-delay systems via paratingent equation with delayed argument. We use an equivalence theorem between solutions of differential inclusions with time-delay and solutions of paratingent equations with delayed argument. We study the problem of optimal control which minimizes a certain cost function. To show the existence of optimal control, we use the main topological...
Petr Dostál (2006)
Acta Universitatis Carolinae. Mathematica et Physica
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Dariusz Socha (2014)
Applicationes Mathematicae
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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.
Lo, Ming-Cheng, Yang, Ming-Feng (2008)
Mathematical Problems in Engineering
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Miao-Sheng Chen, Mei-Chen Chu (2000)
The Yugoslav Journal of Operations Research
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