All Stories

  1. Preservation of Structural Properties in Optimization with Decisions Truncated by Random Variables and Its Applications
  2. Dynamic Stochastic Inventory Management with Reference Price Effects
  3. Efficient Algorithms for the Dynamic Pricing Problem with Reference Price Effect
  4. Duality Approaches to Economic Lot-Sizing Games
  5. Pricing with Gain-Seeking Reference Price Effects
  6. Dynamic Capacity Management with General Upgrading
  7. New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions
  8. A new approach to two-location joint inventory and transshipment control via
  9. Robust stochastic optimization for reservoir operation
  10. Coordinating Inventory Control and Pricing Strategies for Perishable Products
  11. The Logic of Logistics
  12. Preservation of Supermodularity w. Nonlattice Structures
  13. Stable and Coordinating Contracts for a Supply Chain with Multiple Risk-Averse Suppliers
  14. Sparse Solutions to Complex Models
  15. Cost allocation of capacity investment games
  16. Joint pricing and inventory management with deterministic demand and costly price adjustment
  17. Pricing and Inventory Management
  18. Sparse solutions to random standard quadratic optimization problems
  19. Optimal Structural Policies for Ambiguity and Risk Averse Inventory and Pricing Models
  20. Integration of Inventory and Pricing Decisions with Costly Price Adjustments
  21. Technical Note—Preservation of Quasi-K-Concavity and Its Applications
  22. Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
  23. Inventory Centralization Games with Price-Dependent Demand and Quantity Discount
  24. A NEW APPROACH FOR THE STOCHASTIC CASH BALANCE PROBLEM WITH FIXED COSTS
  25. A Stochastic Programming Duality Approach to Inventory Centralization Games
  26. Some characterizations for SOC-monotone and SOC-convex functions
  27. A Linear Decision-Based Approximation Approach to Stochastic Programming
  28. A Robust Optimization Perspective on Stochastic Programming
  29. Risk Aversion in Inventory Management
  30. The impact of manufacturer rebates on supply chain profits
  31. Coordinating inventory control and pricing strategies: The continuous review model
  32. Cartesian P-property and Its Applications to the Semidefinite Linear Complementarity Problem
  33. Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case
  34. Smooth Convex Approximation to the Maximum Eigenvalue Function
  35. Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case
  36. Analysis of nonsmooth vector-valued functions associated with second-order cones
  37. Non-Interior continuation methods for solving semidefinite complementarity problems
  38. Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost
  39. Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
  40. Strong duality for a trust-region type relaxation of the quadratic assignment problem
  41. A note on quadratic forms