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ANOR
2005
83views more  ANOR 2005»
13 years 9 months ago
Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs
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...
Xiuli Chao, K. K. Lai, Shouyang Wang, Mei Yu
ANOR
2005
118views more  ANOR 2005»
13 years 9 months ago
Multitiered Supply Chain Networks: Multicriteria Decision - Making Under Uncertainty
: 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...
June Dong, Ding Zhang, Hong Yan, Anna Nagurney
ANOR
2005
110views more  ANOR 2005»
13 years 9 months ago
Managing Cost Overrun Risk in Project Funding Allocation
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...
ANOR
2005
93views more  ANOR 2005»
13 years 9 months ago
Looking Ahead with the Pilot Method
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...
Stefan Voß, Andreas Fink, Cees Duin
ANOR
2005
128views more  ANOR 2005»
13 years 9 months ago
Expectation-Stock Dynamics in Multi-Agent Fisheries
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...