Name
Abstract | ||
|---|---|---|
The optimal deterministic strategy for the on-line leasing of depreciable equipment is presented here for cases with and without an interest rate. A risk-reward model in which the on-line investor can develop optimal strategies based on his/her risk tolerance and forecast is discussed. Numerical analysis shows that the competitive performance is significantly improved in the proposed model. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1016/j.ipl.2010.11.025 | Inf. Process. Lett. |
Keywords | Field | DocType |
depreciable equipment,numerical analysis,risk-reward model,competitive performance,on-line investor,on-line leasing,optimal deterministic strategy,interest rate,optimal strategy | Discrete mathematics,Mathematical optimization,Actuarial science,Interest rate,Numerical analysis,Mathematics | Journal |
Volume | Issue | ISSN |
111 | 6 | 0020-0190 |
Citations | PageRank | References |
5 | 0.54 | 7 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yong Zhang | 1 | 19 | 2.96 |
| Wei-Guo Zhang | 2 | 557 | 39.22 |
| Wei-Jun Xu | 3 | 154 | 14.56 |
| Hongyi Li | 4 | 1383 | 77.85 |