Optimal Decision Rules for Product Recalls

DOI10.1287/moor.1120.0545zbMath1297.60025OpenAlexW1973291171MaRDI QIDQ2925336

Ali Devin Sezer, Çağrı Haksöz

Publication date: 21 October 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/11511/30303

zbMATH Keywords

dynamic programmingBayesian analysisoptimal stoppingstochastic optimal controlpoint processessequential analysissupply chain riskquality riskfiltration shrinkageproduct recalls

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Fixed-point theorems (47H10) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Uses Software

• Octave

Cites Work

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