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Matthew J. Sobel

27 works· latest 2024· 4 institutionscluster: provisionalORCID 0000-0002-9729-3756

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Citations1,802

Works here27

Most cited in this library

Noncooperative Stochastic Games1971 · 196 citations
Pre-IPO Operational and Financial Decisions2004 · 194 citations
Inventory Control with an Exponential Utility Criterion1992 · 152 citations
Optimal Average-Cost Policy for a Queue with Start-Up and Shut-Down Costs1969 · 151 citations
Control of Dividends, Capital Subscriptions, and Physical Inventories2013 · 115 citations

Works

27 shown

Preferences, risk neutrality and risk-sensitive MDPs

Annals of Operations Research·2024·1 author·Open access

1citations

Control of Dividends, Capital Subscriptions, and Physical Inventories

Management Science·2013·3 authors

115citations

Discounting axioms imply risk neutrality

Annals of Operations Research·2012·1 author

8citations

The Trojan Horse of Time–Risk Preference Representations

·2010·1 author·chapter

2citations

Preferences, Risk Neutrality, and Utility Functions

·2009·2 authors

1citations

Scheduling projects with stochastic activity duration to maximize expected net present value

European Journal of Operational Research·2008·3 authors

98citations

Echelon base-stock policies are financially sub-optimal

Operations Research Letters·2006·2 authors

Capital Structure and Inventory Management

·2006·1 author

20citations

Discounting and Risk Neutrality

SSRN Electronic Journal·2006·1 author·preprint·Open access

6citations

Risk Neutrality and Ordered Vector Spaces

SSRN Electronic Journal·2006·2 authors·preprint·Open access

3citations

Control of Dividends, Capital Subscriptions, and Physical Inventories

SSRN Electronic Journal·2005·3 authors·preprint·Open access

38citations

Pre-IPO Operational and Financial Decisions

Management Science·2004·2 authors·Open access

194citations

Manufacturing lead-time rules: Customer retention versus tardiness costs

European Journal of Operational Research·2004·2 authors

72citations

Fill Rates of Single-Stage and Multistage Supply Systems

Manufacturing & Service Operations Management·2004·1 author

71citations

New Product Innovation with Multiple Features and Technology Constraints

Management Science·2002·3 authors

94citations

DELIVERY GUARANTEES AND THE INTERDEPENDENCE OF MARKETING AND OPERATIONS

Production and Operations Management·2002·3 authors

73citations

Inventory Policies for Systems with Stochastic and Deterministic Demand

Operations Research·2001·2 authors

91citations

Inventory Control with an Exponential Utility Criterion

Operations Research·1992·2 authors

152citations

The Optimality of Full Service Policies

Operations Research·1982·1 author

47citations

Myopic Solutions of Markov Decision Processes and Stochastic Games

Operations Research·1981·1 author

106citations

Note—Simple Inequalities for Multiserver Queues

Management Science·1980·1 author

29citations

Dynamic Oligopoly with Inventories

Econometrica·1974·2 authors

93citations

Optimal Operation of Queues

Lecture notes in economics and mathematical systems·1974·1 author·chapter

50citations

Noncooperative Stochastic Games

The Annals of Mathematical Statistics·1971·1 author·Open access

196citations

Production Smoothing with Stochastic Demand II: Infinite Horizon Case

Management Science·1971·1 author

43citations

Production Smoothing with Stochastic Demand I: Finite Horizon Case

Management Science·1969·1 author

19citations

Optimal Average-Cost Policy for a Queue with Start-Up and Shut-Down Costs

Operations Research·1969·1 author

151citations