Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...

This work is concerned with an optimal selling rule for a large position of stock in a market. Selling a large block of stock in a short period typically depresses the market, which would result in a poor filling price. In addition, the large selling intensity makes the regime more likely to be poor state in the market. In this paper, regime switching and depressing terms associated with sellin...

Abstract In this paper we handle the problem of filling hole in graphic a surface by means patch that joins original with $$\mathcal {C}^{1}$$ C 1 -smoothness and fulfills an additional non-linear geometrical constraint regarding its area or mean ...

demand is assumed constant in the classical economic order quantity (eoq) model. however, in the real world, the demand is dependent on many factors such as the selling price, warranty of product and marketing effort. in addition pricing and ordering quantity decisions are interdependent for a seller when demand for the product is price sensitive in the inventory models. these types of models a...

Advance selling occurs when sellers allow buyers to purchase at a time preceding consumption (Shugan and Xie 2000). Electronic tickets, smart cards, online prepayments, and other technological advances make advance selling possible for many, if not all, service providers. These technologies lower the cost of making complex transactions at a greater distance from the seller’s site. They also giv...

In this paper we study the optimal dynamic decision-making problem for a retailer selling a single product and facing price-sensitive, stochastic (multiplicative) demand in each period. Any leftover inventory for a period is carried over and charged a holding cost at the end of the period. Leftovers at the end of the selling horizon earn a non-negative salvage value. On the other hand, any unsa...

We consider the residential energy storage management system with integrated renewable generation, with the availability of bidirectional energy flow from and to the grid thorough buying and selling. We propose a real-time bidirectional energy control algorithm, aiming to minimize the net system cost, due to energy buying and selling and battery deterioration and inefficiency from storage activ...