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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Policy Choice in Time Series by Empirical Welfare Maximization
经验福利 最大化 时间序列 政策选择
2023/4/25
This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Building on the statistical treatment choice framework, we propose Tim...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：The emissions responsibility accounting of multinational enterprises for an efficient climate policy
跨国企业 排放责任核算 高效气候政策
2023/5/9
The achievement of global warming limits below 2 °C and 1.5 °C requires deeper involvement of nonstate and subnational actors. In this paper, we focus on multinational enterprises (MNEs) and propose a...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：International trade and Covid-19: City-level evidence from China's lockdown policy
国际贸易 新冠肺炎 中国封锁政策 城市证据
2023/5/16
We examines the impact of Covid-19 lockdowns on exports by Chinese cities. We use city-level export data at a monthly frequency from January 2018 through April 2020. Differences-in-differences estimat...
Fast evaluation of quadratic control-Lyapunov policy
Quadratic lyapunov function quadratic programming the solution and optimization method computationally intensive control application
2015/8/7
The evaluation of a control-Lyapunov policy, with quadratic Lyapunov function, requires the solution of a quadratic program (QP) at each time step. For small problems this QP can be solved explicitly;...
On the Use of Policy Iteration as an Easy Way of Pricing American Options
American Option Linear Complementarity Problem
2011/3/4
Finite di erence or nite element approximations of the value function of an American option usually result in discrete linear complementarity problems (LCP).
Supply chain model for the retailer's ordering policy under two levels of delay payments in fuzzy environment
Fuzzy numbers Function Principle
2010/9/21
In this paper we discuss the retailer’s ordering policy under two levels of delay payments by considering the selling price per item to be higher than the purchasing cost per item. The demand and sell...
M/M/1 retrial queueing system with N-policy multiple vacation under non-pre-emtive priority service by matrix geometric method
Single Server Stochastic nature Low priority
2010/9/21
Consider a single server retrial queueing system with N-policy multiple vacation under non-pre-emptive priority service in which two types of customers arrive in a Poisson process with arrival rate λ1...
Steady state analysis of an M^X (G_{1A} G_{2A} \\ G_{1B} G_{2B})/1 queue with restricted admissibility of arriving batches and modified Bernoulli schedule server vacations based on a single vacation policy
two-stage sequential service Bernoulli schedule server vacations restricted admissibility
2010/9/26
We study a batch arrival queue with a single server providing two- stages of heterogeneous service with each customer having the option to choose one of the two types of first stage service followed b...
Ordering policy for Weibull deteriorating items for quadratic demand with permissible delay in payments
Weibull deterioration trade credit Quadratic demand
2010/9/26
This paper deals with the development of an inventory model for Weibull deteriorating items in quadratic demand market when delay in payments is allowed to the retailer to settle the account against t...
The evaluation of the policy of portfolio problems
Portfolio Consumption Duality Arguments
2010/9/15
In this note, the authors try to evaluate a portfolio strategy by comparing its expected utility with that of the optimal strategy in the market with consumption, and obtain some interesting results. ...
A heuristic approach for solving serially distributed storage depots under power-of-two policy
Multistage inventory control Serial inventory-distribution systems
2010/9/10
In this study, we present the problem of shipping a single-product from a single supply origin, through storage depots, to a single demand destination by trucks, ships, etc. and aim to minimize the su...