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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Choice-based Availability Controls for Urban Carsharing Revenue Management
选择 城市 拼车收益管理 可用性控制
2023/5/16
Urban carsharing services provide flexible, affordable and green mobility options where customers can pick up a car from one station and return it to the same station (round trip) or any other station...
International Workshop on Advanced Topics in Operations Management
International Workshop Advanced Topics in Operations Management
2017/2/15
Mostly OM is an annual international workshop sponsored by the School of Economics and Management, the Research Center for Contemporary Management, of Tsinghua University, focusing on the state-of-the...
Professor Samuel A. Burer，Department of Management Sciences at University of Iowa（图）
Professor Samuel A. Burer Department of Management Sciences at University of Iowa
2014/11/12
Professor Samuel A. Burer ，Department of Management Sciences at University of Iowa,his Expertise：
Mathematical optimization
Operations research
Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach
Asset management risk-sensitive stochastic control jump diffusion processes Poissonpoint processes Levy processes HJBPDE policy mprovement
2010/4/27
In this paper, we extend the jump-diffusion model proposed by Davis and Lleo to include jumps in asset prices as well as valuation factors. The criterion, following earlier work by Bielecki, Pliska, N...