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The origins of dynamic inventory modelling under uncertainty
16 references·3 citing·29 second hop
The origins of dynamic inventory modelling under uncertainty (2001)The origins of dynamic inventory modellin…The Optimality of (S,s) Policies in the Dynamic Inventory Problem (2005)The Optimality of (S,s) Polic…Logistics of Production and Inventory (1993)Logistics of Production and I…Studies in Mathematical Theory of Inventory and Production (1959)Studies in Mathematical Theor…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…Theory of Games and Statistical Decisions (1955)Theory of Games and Statistic…Stochastic Games (1953)Stochastic GamesPortfolio Selection (1952)Portfolio SelectionOn the Application of Servomechanism Theory in the Study of Production Control (1952)On the Application of Servome…Optimal Inventory Policy (1951)Optimal Inventory PolicyAn Extension of the Basic Theorems of Classical Welfare Economics (1951)An Extension of the Basic The…Bayes and Minimax Solutions of Sequential Decision Problems (1949)Bayes and Minimax Solutions o…The Theory of Games and Economic Behavior (1945)The Theory of Games and Econo…The Summation of Random Causes as the Source of Cyclic Processes (1937)The Summation of Random Cause…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Zur Theorie der Gesellschaftsspiele (1928)Zur Theorie der Gesellschafts…I.—The Mathematical Theory of Banking (1888)I.—The Mathematical Theory of…Gestión de inventario y almacenamiento de materias primas en el sector de alimentos concentrados (2018)Gestión de inventario y almac…Continuous inventory models of diffusion type: Long-term average cost criterion (2017)Continuous inventory models o…Modelos de Gestión de Inventarios en Cadenas de Abastecimiento: Revisión de la Literatura (2008)Modelos de Gestión de Inventa…A Difficulty in the Concept of Social Welfare (1950)On the Stability of the Competitive Equilibrium, I (1958)Benefit functions and duality (1992)Economic Imperialism (2000)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)A Social Equilibrium Existence Theorem* (1952)Evolutionary games on graphs (2007)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)Flow Coordination and Information Sharing in Supply Chains: Review, Implications, and Directions for Future Research (2002)Lectures on Stochastic Programming: Modeling and Theory (2009)Inflation and Costs of Price Adjustment (1977)The Costs of Environmental Regulation in a Concentrated Industry (2012)Frontiers in Group Dynamics (1947)A Method for Evaluating the Distribution of Power in a Committee System (1954)Measurement of health state utilities for economic appraisal (1986)Macroeconomics and finance: The role of the stock market (1984)ARMA Models and the Box-Jenkins Methodology (1997)A simple framework for analysing bull and bear markets (2002)Optimal cartel equilibria with imperfect monitoring (1986)Introduction to game theory (2003)Cooperative Control and Potential Games (2009)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1945The Theory of Games and Economic Behavior5,134 cited
  • 1952Portfolio Selection4,609 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1928Zur Theorie der Gesellschaftsspiele2,580 cited
  • 1953Stochastic Games2,447 cited
  • 1951Optimal Inventory Policy1,005 cited
  • 1937The Summation of Random Causes as the Source of Cyclic Processes868 cited
  • 1951An Extension of the Basic Theorems of Classical Welfare Economics712 cited
  • 2005The Optimality of (S,s) Policies in the Dynamic Inventory Problem711 cited
  • 1959Studies in Mathematical Theory of Inventory and Production696 cited
  • 1955Theory of Games and Statistical Decisions507 cited
  • 1952On the Application of Servomechanism Theory in the Study of Production Control380 cited
  • 1949Bayes and Minimax Solutions of Sequential Decision Problems276 cited
  • 1993Logistics of Production and Inventory235 cited
  • 1888I.—The Mathematical Theory of Banking216 cited

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Cited by

  • 2008Modelos de Gestión de Inventarios en Cadenas de Abastecimiento: Revisión de la Literatura20 cited
  • 2017Continuous inventory models of diffusion type: Long-term average cost criterion19 cited
  • 2018Gestión de inventario y almacenamiento de materias primas en el sector de alimentos concentrados18 cited