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Consecutive Optimizers for a Partitioning Problem with Applications to Optimal Inventory Groupings for Joint Replenishment

โœ Scribed by A. K. Chakravarty, J. B. Orlin and U. G. Rothblum

Book ID
123687076
Publisher
INFORMS
Year
1985
Tongue
English
Weight
385 KB
Volume
33
Category
Article
ISSN
0030-364X

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๐Ÿ“œ SIMILAR VOLUMES

Comonotonic approximations for a general
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
โœ Koen Van Weert; Jan Dhaene; Marc Goovaerts ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 284 KB

In this paper we discuss multiperiod portfolio selection problems related to a specific provisioning problem. Our results are an extension of Dhaene et al. (2005) [14], where optimal constant mix investment strategies are obtained in a provisioning and savings context, using an analytical approach b