相关论文: Product Portfolio Management in Competitive Enviro…

Selecting the appropriate production planning and control systems (PPCS) presents a significant challenge for many companies, as their performance, i.e., overall costs, depends on the production system environment. Key environmental…

We study portfolio selection in a complete continuous-time market where the preference is dictated by the rank-dependent utility. As such a model is inherently time inconsistent due to the underlying probability weighting, we study the…

This paper studies a type of periodic utility maximization for portfolio management in an incomplete market model, where the underlying price diffusion process depends on some external stochastic factors. The portfolio performance is…

In the rapidly evolving landscape of retail, assortment planning plays a crucial role in determining the success of a business. With the rise of sponsored products and their increasing prominence in online marketplaces, retailers face new…

We study the problem of pricing under a Multinomial Logit model where we incorporate network effects over the consumer's decisions. We analyse both cases, when sellers compete or collaborate. In particular, we pay special attention to the…

Competition and cooperation are inherent features of any multi-echelon supply chain. The interactions among the agents across the same echelon and that across various echelons influence the percolation of market demand across echelons. The…

We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when…

Loyalty programs are important tools for sharing platforms seeking to grow supply. Online sharing platforms use loyalty programs to heavily subsidize resource providers, encouraging participation and boosting supply. As the sharing economy…

Product Data Management (PDM) desktop and web based systems maintain the organizational technical and managerial data to increase the quality of products by improving the processes of development, business process flows, change management,…

In financial asset management, choosing a portfolio requires balancing returns, risk, exposure, liquidity, volatility and other factors. These concerns are difficult to compare explicitly, with many asset managers using an intuitive or…

Strategic product placement can have a strong influence on customer purchase behavior in physical stores as well as online platforms. Motivated by this, we consider the problem of optimizing the placement of substitutable products in…

Portfolio selection problems that optimize expected utility are usually difficult to solve. If the number of assets in the portfolio is large, such expected utility maximization problems become even harder to solve numerically. Therefore,…

We investigate pooling problems in which multiple players vie with one another to maximize individual profit in a non-cooperative competitive market. This competitive setting is interesting and worthy of study because the majority of…

We construct the maximally predictable portfolio (MPP) of stocks using machine learning. Solving for the optimal constrained weights in the multi-asset MPP gives portfolios with a high monthly coefficient of determination, given the sample…

We study a game with \emph{strategic} vendors who own multiple items and a single buyer with a submodular valuation function. The goal of the vendors is to maximize their revenue via pricing of the items, given that the buyer will buy the…

Despite a substantial body of theoretical and empirical research in the fields of conjoint and discrete choice analysis as well as product line optimization, relatively few papers focused on the simulation of subsequent competitive dynamics…

Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining,…

The initial phase in real world engineering optimization and design is a process of discovery in which not all requirements can be made in advance, or are hard to formalize. Quality diversity algorithms, which produce a variety of high…

In this paper, the problem of smart grid energy management under stochastic dynamics is investigated. In the considered model, at the demand side, it is assumed that customers can act as prosumers who own renewable energy sources and can…

Recent scholarly work has extensively examined the phenomenon of algorithmic collusion driven by AI-enabled pricing algorithms. However, online platforms commonly deploy recommender systems that influence how consumers discover and purchase…