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Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/213952
Description: In make-to-stock production systems finished goods are produced in anticipation of demand. By contrast, in stockless production systems finished goods are not produced until demand is observed. In thi ... More
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/101495
Description: We develop a new exact filter when a hidden Markov chain influences both the sizes and times of a marked point process. An example would be an insurance claims process, where we assume that both the s ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/125706
Description: In this article, we apply a real option approach for improving revenue management regarding fluctuating commodity prices and time-varying strike prices in the field of operational research. We also ta ... More
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