Searched for: subject%3A%22Multi%255C-period%255C%2Boptimization%22
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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
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