In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
: In this paper, we present a supply chain network model with multiple tiers of decision-makers, consisting, respectively, of manufacturers, distributors, and retailers, who can co...
This paper discusses decision making of project funding allocation under uncertain project costs. Because project costs are uncertain and funding allocations may not necessarily ma...
Chung-Li Tseng, Kyle Y. Lin, Satheesh K. Sundarara...
The pilot method as a meta-heuristic is a tempered greedy method aimed at obtaining better solutions while avoiding the greedy trap by looking ahead for each possible choice. Repea...
In this paper we consider a game-theoretic dynamic model describing the exploitation of a renewable resource. Our model is based on a Cournot oligopoly game where n profit-maximizi...
Gian Italo Bischi, Michael Kopel, Ferenc Szidarovs...