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Decision and Horizon Rules for Stochastic Planning Problems: A Linear Example
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Decision and Horizon Rules for Stochastic Planning Problems: A Linear Example (1966)Decision and Horizon Rules for Stochastic…Data‐driven storage operations: Cross‐commodity backtest and structured policies (2022)Data‐driven storage operation…Merchant Commodity Storage Practice Revisited (2015)Merchant Commodity Storage Pr…Using the credit spread as an option-risk factor: Size and value effects in CAPM (2010)Using the credit spread as an…Optimal Capacity Expansion Over an Infinite Horizon (1985)Optimal Capacity Expansion Ov…An Extension to Modigliani and Hohn's Planning Horizons Results (1973)An Extension to Modigliani an…The Pricing of Options and Corporate Liabilities (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Production Planning Over Time and the Nature of the Expectation and Planning Horizon (1955)Extensions of the Planning Horizon Theorem in the Dynamic Lot Size Model (1969)Dynamic Version of the Economic Lot Size Model (2004)Capacity expansion: Analysis of simple models with applications (1981)Operations Research and Capacity Expansion Problems: A Survey (1982)Operations Management: A Field Rediscovered (1987)Issues in the management of web technologies: a conceptual framework (1999)Optimal Capacity Conversion for Product Transitions Under High Service Requirements (2013)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Stochastic Calculus for Finance II (2004)Stochastic Calculus for Finance II: Continuous-Time Models (2004)Gas storage valuation in incomplete markets (2020)What do we learn from the price of crude oil futures? (2010)From Predictive to Prescriptive Analytics (2019)Smart “Predict, then Optimize” (2021)
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  • 1985Optimal Capacity Expansion Over an Infinite Horizon39 cited
  • 1973An Extension to Modigliani and Hohn's Planning Horizons Results38 cited
  • 2015Merchant Commodity Storage Practice Revisited34 cited
  • 2010Using the credit spread as an option-risk factor: Size and value effects in CAPM22 cited
  • 2022Data‐driven storage operations: Cross‐commodity backtest and structured policies14 cited

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