Multiperiodic procurement problem with option contracts under inflation

DOI10.1155/2016/4041871zbMath1400.91617OpenAlexW2293339346WikidataQ59131231 ScholiaQ59131231MaRDI QIDQ1793114

Xu Chen, Nana Wan

Publication date: 12 October 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/4041871

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Stackelberg game model of railway freight pricing based on option theory

Cites Work

• Optimizing multi-item multi-period inventory control system with discounted cash flow and inflation: two calibrated meta-heuristic algorithms
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• Channel coordination through a revenue sharing contract in a two-period newsboy problem
• An order expediting policy for continuous review systems with manufacturing lead-time
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• Inflation and the optimal inventory replenishment schedule within a finite planning horizon
• Optimal inventory control policy for periodic-review inventory systems with inventory-level-dependent demand
• Coordinating two-period ordering and advertising policies in a dynamic market with stochastic demand

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