Analyzing operational risk-reward trade-offs for start-ups
From MaRDI portal
(Redirected from Publication:320040)
Recommendations
- Loans, ordering and shortage costs in start-ups: a dynamic stochastic decision approach
- Should start-up companies be cautious? Inventory policies which maximise survival probabilities
- Approximation algorithms for a class of stochastic selection problems with reward and cost considerations
- Risk in Revenue Management and Dynamic Pricing
- Keep or return? Managing ordering and return policies in start-up companies
Cites work
- A Periodic Review Inventory Model with Demand Influenced by Promotion Decisions
- A variance minimization problem for a Markov decision process
- An Empirical Investigation of Advertising Strategies in a Dynamic Duopoly
- An integrated model for warehouse and inventory planning
- An operations-research study of sales response to advertising
- Coherent multiperiod risk adjusted values and Bellman's principle
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Coordinating advertising and pricing in a manufacturer-retailer channel
- Decision Problems with Expected Utility Critera, I: Upper and Lower Convergent Utility
- Decision Problems with Expected Utility Criteria, II: Stationarity
- Dynamic Optimal Control Models in Advertising: Recent Developments
- Feature Article—Aggregate Advertising Models: The State of the Art
- Firefighter Staffing Including Temporary Absences and Wastage
- Innovation diffusion uncertainty, advertising and pricing policies
- Markowitz revisited: mean-variance models in financial portfolio analysis
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review
- Mean-Variance Tradeoffs in an Undiscounted MDP
- Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case
- Mean-variance analysis of a single supplier and retailer supply chain under a returns policy
- Mean-variance analysis of supply chains under wholesale pricing and profit sharing schemes
- Mean-variance approximations to expected utility
- Mean-variance trade-offs in supply contracts
- Minimizing risk models in Markov decision processes with policies depending on target values
- Multilevel Hierarchical Decision Making in Stochastic Marketing–Production Systems
- On a time consistency concept in risk averse multistage stochastic programming
- Optimal Advertising with Stochastic Demand
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation
- Optimal long term growth rate of expected utility of wealth
- Portfolio performance evaluation in a mean--variance--skewness framework
- Pre-IPO operational and financial decisions
- Risk Aversion in Inventory Management
- Risk analysis in stochastic supply chains. A mean-risk approach.
- Risk-Sensitive Markov Decision Processes
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
- Risk-averse dynamic programming for Markov decision processes
- Should start-up companies be cautious? Inventory policies which maximise survival probabilities
- Sources of Bias in Assessment Procedures for Utility Functions
- The variance of discounted Markov decision processes
- Variability Sensitive Markov Decision Processes
- Variance-Penalized Markov Decision Processes
Cited in
(4)- Firm value and the impact of operational management
- Bidding for an optimal portfolio of keywords in sponsored search advertising: from generic to branded keywords
- Timing options for a startup with early termination and competition risks
- Investment and operational decisions for start-up companies: a game theory and Markov decision process approach
This page was built for publication: Analyzing operational risk-reward trade-offs for start-ups
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q320040)