Searched for: subject%3A%22Multi%255C-Period%22
(1 - 7 of 7)
document
Tijsma, Feike (author)
In the competitive offshore wind installation market, contractors like DEME strive to optimize operations. This thesis centers on the optimization of the support vessel fleet composition, which consist of a num- ber of walk to work vessels, and are a crucial part of inter-array cable installation. By fine-tuning this composition, operational...
master thesis 2023
document
Nakos, Vangelis (author)
Portfolio optimization, a fundamental area of study in financial engineering,<br/>plays a crucial role in creating efficient portfolios. In this thesis, we consider<br/>a robust multi-period Mean-Variance portfolio optimization framework and<br/>apply it to real-world market data. The approach we look at incorporates a<br/>time-consistent...
master thesis 2023
document
Bodnar, Taras (author), Ivasiuk, Dmytro (author), Parolya, N. (author), Schmid, Wolfgang (author)
In this paper, we derive an analytical solution to the dynamic optimal portfolio choice problem in the case of an investor equipped with a power utility function of wealth. The results are established by solving the Bellman backward recursion under the assumption that the vector of asset returns follows a vector-autoregressive process with...
journal article 2023
document
Chang, Ximing (author), Wu, Jianjun (author), Sun, Huijun (author), Correia, Gonçalo (author), Chen, JianHua (author)
Free-floating bike sharing is an innovative and sustainable travel mode, where shared bikes can be picked up and returned at any proper place on the streets and not just at docking stations. Nevertheless, in these systems, two major problems arise. One is the imbalance of free-floating shared bikes (FFSB) between zones due to one-way trips,...
journal article 2021
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Bauder, David (author), Bodnar, Taras (author), Parolya, N. (author), Schmid, Wolfgang (author)
We consider the estimation of the multi-period optimal portfolio obtained by maximizing an exponential utility. Employing the Jeffreys non-informative prior and the conjugate informative prior, we derive stochastic representations for the optimal portfolio weights at each time point of portfolio reallocation. This provides a direct access not...
journal article 2020
document
de Koning, Wouter (author)
Logistics service providers (LSPs) offering container transport to the hinterland of the Netherlands face the challenge of efficiently using the capacity of the barge in order to minimize cost, while part of the relevant information is still lacking at the moment decisions have to be made. The existing infrastructure and the transportation...
master thesis 2019
document
Requeno García, Laura (author)
This MSc thesis presents a stochastic modelling approach to the multi-period airline fleet planning problem. Approximate Dynamic Programming (ADP) is used to model the impact of demand uncertainty on fleet decisions. The proposed ADP algorithm applies local value function approximations resulting from Gaussian kernel regressions to estimate...
master thesis 2017
Searched for: subject%3A%22Multi%255C-Period%22
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