ASSET PRICES IN A SINGLE-PERIOD MODEL

2005 ◽  
pp. 1-18 ◽  
Author(s):  
Ser-Huang Poon ◽  
Richard Stapleton
Keyword(s):  
Asset Prices ◽  
Single Period ◽  
Period Model

scholarly journals A fuzzy stochastic single-period model for cash management

2006 ◽  
Vol 170 (1) ◽  
pp. 72-90 ◽  
Author(s):  
Jing-Shing Yao ◽  
Miao-Sheng Chen ◽  
Huei-Fu Lu
Keyword(s):  
Cash Management ◽  
Single Period ◽  
Period Model

SUPPLY CHAIN COORDINATION WITH CONTRACTS GAME BETWEEN COMPLEMENTARY SUPPLIERS

2007 ◽  
Vol 06 (01) ◽  
pp. 163-175 ◽  
Author(s):  
DING DING ◽  
JIAN CHEN
Keyword(s):  
Supply Chain ◽  
Stable Equilibrium ◽  
Supply Chain Coordination ◽  
Stochastic Demand ◽  
The Other ◽  
Simple Rule ◽  
Return Policies ◽  
Return Policy ◽  
Single Period ◽  
Period Model

This paper studies a supply chain consisting of two suppliers and an assembler who also acts as a retailer in a single period model. The suppliers provide complementary modules to the assembler and the latter assembles the final products and sells them to meet a stochastic demand. Each supplier can improve his performance by offering a return policy to the assembler while the best contract depends on that offered by the other supplier. We show that the non-cooperative contracts game between the firms has a unique and stable equilibrium in which the optimal return policies happen to fully coordinate the whole channel. Moreover, the suppliers still have the rights to negotiate with the assembler independently to share their profits properly. With such properties, the suppliers are encouraged to offer return policies to the assembler by following a simple rule derived from the favorable equilibrium, which will lead to a win-win-win situation.

scholarly journals Lower and Upper Bounds for the Discrete Bi-Directional Preemptive Conversion Problem with a Constant Price Interval

Algorithms ◽  
2020 ◽  
Vol 13 (2) ◽  
pp. 42
Author(s):  
Michael Schwarz
Keyword(s):  
Competitive Analysis ◽  
Upper Bound ◽  
Competitive Ratio ◽  
Upper Bounds ◽  
Investment Horizon ◽  
Lower And Upper Bounds ◽  
Single Period ◽  
Price Trends ◽  
The Given ◽  
Period Model

In the conversion problem, wealth has to be distributed between two assets with the objective to maximize the wealth at the end of the investment horizon. The bi-directional preemptive conversion problem with a constant price interval is the only problem, of the four main variants of the conversion problem, that has not yet been optimally solved by competitive analysis. Assuming a given number of monotonous price trends called runs, lower and upper bounds for the competitive ratio are given. In this work, the assumption of a given number of runs is rejected and lower and upper bounds for the bi-directional preemptive conversion problem with a constant price interval are given. Furthermore, an algorithm based on error balancing is given which at minimum achieves the given upper bound. It can also be shown that this algorithm is optimal for the single-period model.

A Study of a Single-Period Model for the Parallel Fleet Replacement Problem

2014 ◽  
Vol 619 ◽  
pp. 364-370
Author(s):  
E. Laksuwong ◽  
W. Pannakkong ◽  
Parthana Parthanadee ◽  
Jirachai Buddhakulsomsiri
Keyword(s):  
Programming Model ◽  
Computing Power ◽  
New Approach ◽  
Total Cost ◽  
Optimal Replacement ◽  
Single Period ◽  
Utilization Patterns ◽  
Replacement Problem ◽  
Fleet Replacement ◽  
Period Model

This paper presents a new approach for the parallel fleet replacement problem. The problem involves determining an optimal replacement schedule for a fleet of vehicles that results in minimal total cost of owning and operating the fleet. Four main aspects including utilization patterns, O&M cost patterns, salvage value patterns and replacement policies are considered. The proposed approach is to use a single-period integer programming model instead of the multiple-period model that requires much higher computing power and data requirement. The approach is tested on a small numerical example in eight scenarios. Promising results of off-optimal percentage are obtained.

scholarly journals Integration of manufacturing and pricing for downward substitution products decision-making

2021 ◽  
Author(s):  
Hua He
Keyword(s):  
Decision Making ◽  
Trade Policy ◽  
Green Technology ◽  
Optimal Order ◽  
Cap And Trade ◽  
Joint Decision ◽  
Single Period ◽  
Order Quantities ◽  
Decision Making Model ◽  
Period Model

AbstractWith a cap-and-trade policy and green technology as inputs, we built a manufacturing ordering and pricing joint decision-making model for two downward substitution products to identify the conditions for optimal order quantities and prices of products under the additive demand case. Considering the case of a single period model, the conditions required for optimal manufacturing quantities and pricing were discussed, and the construction of the model was analyzed; furthermore, a study of the tactical choices between green technology inputs and manufacturing decisions was conducted, and the conditions required for green technology manufacturing input were obtained.

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