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Optimal Production Management When Demand Depends on the Business Cycle
16 references·0 citing·30 second hop
Optimal Production Management When Demand Depends on the Business Cycle (2013)Optimal Production Management When Demand…Semimartingale Theory and Stochastic Calculus (2019)Semimartingale Theory and Sto…Optimal Control of a Mean-Reverting Inventory (2010)Optimal Control of a Mean-Rev…Operations management (2010)Operations managementEXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (2009)EXPLICIT SOLUTIONS OF CONSUMP…Operations Management (2007)Operations ManagementBrownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (2003)Markowitz's Mean-Variance Por…Limit Theorems for Stochastic Processes (2003)Limit Theorems for Stochastic…Optimal Control Theory : Applications to Management Science and Economics (2000)Optimal Control Theory : Appl…Stochastic Controls (1999)Stochastic ControlsStochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic controls : Hamilto…Brownian Motion and Stochastic Calculus (1998)Brownian Motion and Stochasti…An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand (1987)An Optimal Stochastic Product…Manufacturing Planning and Control Systems (1984)Manufacturing Planning and Co…Introduction to Stochastic Control Theory (1970)Introduction to Stochastic Co…The Pricing of Options and Corporate Liabilities (1973)Stochastic Differential Equations and Diffusion Processes (1983)Backward Stochastic Differential Equations in Finance (1997)Martingale Methods in Financial Modelling (1997)Mean field games (2007)CONWIP: a pull alternative to kanban (1990)Models for production planning under uncertainty: A review (2006)The evolution of the intellectual structure of operations management—1980–2006: A citation/co‐citation analysis (2008)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)Dynamic behavior of CO2 spot prices (2008)Joint advertising, pricing and collection decisions in a closed-loop supply chain (2015)Washing Away Your Sins? Corporate Social Responsibility, Corporate Social Irresponsibility, and Firm Performance (2015)An equilibrium characterization of the term structure (1977)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)60 Years of portfolio optimization: Practical challenges and current trends (2013)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)An exploration towards a production theory and its application to construction (2000)A New Theory for Public Service Management? Toward a (Public) Service-Dominant Approach (2012)Lean and green – a systematic review of the state of the art literature (2015)Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (2000)CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (2005)Does Option Compensation Increase Managerial Risk Appetite? (2000)Range‐Based Estimation of Stochastic Volatility Models (2002)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Microstructure noise in the continuous case: The pre-averaging approach (2008)Tails, Fears, and Risk Premia (2011)
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  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 2003Limit Theorems for Stochastic Processes2,529 cited
  • 1998Brownian Motion and Stochastic Calculus2,043 cited
  • 2010Operations management1,792 cited
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  • 1984Manufacturing Planning and Control Systems1,029 cited
  • 2000Optimal Control Theory : Applications to Management Science and Economics741 cited
  • 2003Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model507 cited
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  • 1987An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand109 cited
  • 2007Operations Management88 cited
  • 2010Optimal Control of a Mean-Reverting Inventory

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