Optimal timing of partial outsourcing decisions

DOI10.14708/MA.V42I1.475zbMath1367.91189OpenAlexW2020361748MaRDI QIDQ5274796

Torsten Templin, Kurt Helmes

Publication date: 6 July 2017

Published in: Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14708/ma.v42i1.475

zbMATH Keywords

linear programmingsensitivity analysisoptimal stoppingoutsourcingmean-reverting processes

Mathematics Subject Classification ID

Linear programming (90C05) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Corporate finance (dividends, real options, etc.) (91G50)

Uses Software

• Unnamed Item
• SDE Toolbox

This page was built for publication: Optimal timing of partial outsourcing decisions