Suresh Sethi

University of Texas at Dallas - Naveen Jindal School of Management

Eugene McDermott Chair

800 W. Campbell Road, SM30

Richardson, TX 75080-3021

United States

  • University of Texas at Dallas - Naveen Jindal School of Management

SCHOLARLY PAPERS

302

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Scholarly Papers (302)

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1.

A Survey of Stackelberg Differential Game Models in Supply and Marketing Channels

Journal of Systems Science and Systems Engineering, Vol. 16, No. 4, pp. 385-413, December 2007
Number of pages: 29 Posted: 11 Dec 2007 Last Revised: 14 May 2019
Xiuli He, Ashutosh Prasad, Suresh Sethi and Genaro Gutierrez
University of North Carolina at Charlotte, University of California, Riverside (UCR), University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Austin - Red McCombs School of Business
Downloads 1,449 (12,153)
Citation 1

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Stackelberg differential games, supply chain management, marketing channels, open-loop equilibria, feedback policies, channel coordination, optimal control

2.

Extension of the Miller and Modigliani Theory to Allow for Share Repurchases

Mathematical Finance Letters, 2017, 2017:3 ISSN 2051-2929
Number of pages: 15 Posted: 16 Jan 2009 Last Revised: 31 Jan 2019
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 1,102 (18,616)

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valuation; share price; dividend approach; cash flow approach; MM theory; share repurchase

3.

Integrated Marketing Communications in Markets with Uncertainty and Competition

Automatica, Vol. 45, pp. 601-610, 2009
Number of pages: 37 Posted: 28 Jan 2007 Last Revised: 25 Sep 2010
Ashutosh Prasad and Suresh Sethi
University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 943 (23,405)

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Advertising, Dynamics, Budgeting, Integrated Marketing Communications, Decisions under Uncertainty, Dynamic Optimization

4.

Flexibility in Manufacturing: A Survey

International Journal of Flexible Manufacturing Systems, Vol. 2, pp. 289-328, 1990
Number of pages: 40 Posted: 03 Jan 2008 Last Revised: 22 Mar 2014
Andrea Sethi and Suresh Sethi
affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 771 (31,123)
Citation 1

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Flexibility, Manufacturing flexibility, Operations management, Operations strategy

5.

Building Brand Awareness in Dynamic Oligopoly Markets

Management Science, Vol. 54, No. 1, pp. 129-138, January 2008
Number of pages: 22 Posted: 06 Feb 2008 Last Revised: 08 May 2014
Prasad A. Naik, Ashutosh Prasad and Suresh Sethi
University of California, Davis, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 770 (31,177)

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marketing, competitive strategy, advertising, media, Kalman filter, dynamic games, differential games, Nash equilibrium, Optimal control, Sethi model, Feedback Nash, competative advertising model, car companies data from Italy

6.

Optimal Consumption and Investment with Bankruptcy

Suresh Sethi, OPTIMAL CONSUMPTION AND INVESTMENT WITH BANKRUPTCY, Kluwer Academic Publishers, Boston MA, 1997, 428 pages.
Number of pages: 444 Posted: 10 Apr 2008 Last Revised: 07 Nov 2017
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 721 (34,119)

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Consumption and Investment problem, Portfolio and Consumption problem, bankruptcy, subsistence consumption, minimal consumption, borrowing constraints, stochastic optimal control, martingale problems, optimal stopping problems, Risk aversion measures, financial engineering

7.

A Tutorial on Optimal Control Theory

INFOR, Vol. 19, No. 4, p. 279-291, November 1981
Number of pages: 14 Posted: 24 Jun 2009 Last Revised: 22 Mar 2014
Suresh Sethi and Gerald L. Thompson
University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 515 (53,036)

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Optimal control, dynamic systems, Maximum principle, economic interpretation

8.

Channel Coordination with a Risk-Neutral Supplier and a Downside-Risk-Averse Retailer

Production & Operations Management, Vol. 14, No. 1, pp. 80-89, 2005
Number of pages: 10 Posted: 11 Feb 2008 Last Revised: 28 Apr 2008
Xianghua Gan, Suresh Sethi and Houmin Yan
Southwestern University of Finance and Economics (SWUFE) - School of Business Administration, University of Texas at Dallas - Naveen Jindal School of Management and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 439 (64,685)

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supply chain management, coordination, risk sharing, downside risk, value at risk,operations management, risk management

9.

Contracting and Coordination Under Asymmetric Production Cost Information

Production and Operations Management, 21(2)345-260
Number of pages: 36 Posted: 17 Jan 2008 Last Revised: 12 Nov 2012
M. Çakanyıldırım, Qi Feng, Xianghua Gan and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management, Southwestern University of Finance and Economics (SWUFE) - School of Business Administration and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 433 (65,774)

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Asymmetric Information, Type-dependent reservation profits, Type-independent reservation profits, Coordination, Supply Contract, Adverse Selection, Contract theory

10.

Optimal Cash Management under Uncertainty

Operations Research Letters, Vol. 37, pp. 425-429, 2009
Number of pages: 15 Posted: 28 Feb 2009 Last Revised: 27 Mar 2014
Alain Bensoussan, Anshuman Chutani and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 428 (66,712)

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Cash management, stochastic control, maximum principle, risky assets

11.

A Stock Market Model

Number of pages: 39 Posted: 05 Nov 2008 Last Revised: 06 Mar 2009
Myron Gordon and Suresh Sethi
University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 422 (67,837)

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stock market, portfolio-consumption policy, investment-consumption problem, simulation, Keynesian, neoclassical, bankruptcy, capital markets, financial engineering

12.

Competitive Advertising Under Uncertainty: A Stochastic Differential Game Approach

Journal of Optimization Theory and Applications, Vol. 123, No. 1, pp. 163-185, October 2004
Number of pages: 45 Posted: 09 Dec 2003 Last Revised: 13 May 2009
Ashutosh Prasad and Suresh Sethi
University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 422 (67,837)
Citation 1

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Advertising, advertising budgeting, competitive strategy, stochastic differential game, stochastic calculus, duopoly, stochastic differential equations, Ito equations, dynamic programming, the Sethi model, Nash equilibrium

13.

Applications of Mathematical Control Theory to Finance: Modeling Simple Dynamic Cash Balance Problems

Journal of Financial and Quantitative Analysis (JFQA), Vol. 5, No. 4/5, pp. 381-394, 1970
Number of pages: 15 Posted: 06 Feb 2008 Last Revised: 22 Mar 2014
Suresh Sethi and Gerald L. Thompson
University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 389 (74,757)

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control theory, cash balance problems, the maximum principle, free-end point problems, adjoints, economic interpretations, finacial engineering

14.

Cooperative Advertising and Pricing in a Dynamic Stochastic Supply Chain: Feedback Stackelberg Strategies

Production and Operations Management, Vol. 18, No. 1, pp. 78-94, 2009
Number of pages: 17 Posted: 11 Dec 2007 Last Revised: 12 Mar 2009
Xiuli He, Ashutosh Prasad and Suresh Sethi
University of North Carolina at Charlotte, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 356 (82,847)

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Co-op Advertising, Cooperative advertising, Sales-Advertising Dynamics, Differential Games, Sethi Model, Distribution Channel, Stackelberg equilibrium, Feedback Stackelberg strategy, Sales-advertising model, advertising participation rate, optimal advertising, optimal pricing

15.

A Note on Merton's 'Optimum Consumption and Portfolio Rules in a Continuous-Time Model'

Journal of Economic Theory, Vol. 46, No. 2, pp. 395-401, 1988
Number of pages: 11 Posted: 17 Jan 2008 Last Revised: 29 Mar 2014
Suresh Sethi and Michael I. Taksar
University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
Downloads 346 (85,631)
Citation 4

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Consumption/portfolio problem, investment-consumption problem, dynamic programming, stochastic control, R. C. Merton

16.

Dynamic Pricing and Advertising for Web Content Providers

European Journal of Operational Research, Vol. 197, No. 3, pp. 924-944, September 2009
Number of pages: 28 Posted: 19 Feb 2008 Last Revised: 03 Aug 2014
Subodha Kumar and Suresh Sethi
Temple University - Department of Marketing and Supply Chain Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 343 (86,497)

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Pricing, revenue, advertising, optimal control theory, web contents

17.

Harvesting Altruism in Open-Source Software Development

Journal of Optimization Theory and Applications, Vol. 118, No. 2, August 2003
Number of pages: 36 Posted: 04 Jun 2002 Last Revised: 02 Jul 2014
Ernan Haruvy, Ashutosh Prasad and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 342 (86,759)
Citation 2

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Open source, pricing, altruism, optimal control, software management, the maximum principle, chattering control

18.

Optimal Advertising and Pricing in a New-Product Adoption Model

Journal of Optimization Theory & Applications, Vol. 139, No. 2, pp. 351-360, 2008
Number of pages: 10 Posted: 26 Jan 2008 Last Revised: 01 May 2014
Suresh Sethi, Ashutosh Prasad and Xiuli He
University of Texas at Dallas - Naveen Jindal School of Management, University of California, Riverside (UCR) and University of North Carolina at Charlotte
Downloads 334 (89,105)

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new-product adoption model, durable goods model, pricing, advertising, optimal control

19.

A Review of Stackelberg Differential Game Models in Supply Chain Management

Proceedings of the Fourth IEEE International Conference on Service Systems and Service Management, China, June 9-11, 2007
Number of pages: 6 Posted: 06 Feb 2008 Last Revised: 15 Feb 2009
Xiuli He, Genaro Gutierrez and Suresh Sethi
University of North Carolina at Charlotte, University of Texas at Austin - Red McCombs School of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 333 (89,428)

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differential games, Stackelberg equilibrium, supply chain management, coordination, pricing

20.

Dynamic Optimization of an Oligopoly Model of Advertising

UTD School of Management Working Paper
Number of pages: 33 Posted: 30 Jan 2007 Last Revised: 26 Feb 2008
Ashutosh Prasad and Suresh Sethi
University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 328 (90,930)
Citation 4

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Advertising, Oligopoly, Differential games, Optimization

21.

Inventory Models with Continuous and Poisson Demands and Discounted and Average Costs

Production & Operations Management, Vol. 15, No. 2, pp. 279-293, 2006
Number of pages: 15 Posted: 11 Feb 2008 Last Revised: 14 Feb 2008
Ernst Presman and Suresh Sethi
Russian Academy of Sciences (RAS) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 310 (96,760)

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(s, S) policy, stochastic inventory model, EOQ model, compound Poisson process, average discounted-cost formula, dynamic programming, quasi-variational inequality

22.

Optimal Ordering Policies for Stochastic Inventory Problems with Observed Information Delays

Production and Operations Management, Vol. 18, No. 5, pp. 546-559, 2009
Number of pages: 14 Posted: 28 Feb 2008 Last Revised: 26 Oct 2009
Alain Bensoussan, M. Çakanyıldırım, Qi Feng and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 300 (100,198)

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Information delay, partial observations, stochastic inventory problem, incomplete information, base-stock policy, dynamic programming, sufficient statistic, destination and origin determined dynamic delays, Information flow crossing

23.

Optimal Pricing and Advertising Policies for Web Services

Proceedings of the 14th Annual Workshop On Information Technologies and Systems (WITS), December 2004, Washington D.C., USA, pp. 104-109.
Number of pages: 6 Posted: 22 Feb 2006 Last Revised: 02 Aug 2014
Subodha Kumar, Yung-Ming Li and Suresh Sethi
Temple University - Department of Marketing and Supply Chain Management, University of Washington - Michael G. Foster School of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 294 (102,477)

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Optimal Control Theory, E-Commerce, Web Services, Advertising, Subscription

24.

Optimal Just-in-Time Schedules for Flexible Transfer Lines

International Journal of Flexible Manufacturing Systems, Vol. 6, No. 2, pp. 137-154, April 1994
Number of pages: 18 Posted: 12 May 2008 Last Revised: 03 Apr 2009
Wieslaw Kubiak and Suresh Sethi
University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 286 (105,587)

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just-in-time production, flexible transfer lines, mixed-model assembly lines, assignment problem,JIT production system

25.

Optimal Pricing and Advertising in a Durable-Good Duopoly

European Journal of Operational Research, Vol. 200, No. 2, pp. 486-497, January 2010
Number of pages: 33 Posted: 02 Apr 2008 Last Revised: 28 May 2010
Anand Krishnamoorthy, Ashutosh Prasad and Suresh Sethi
University of Central Florida, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 271 (111,764)

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Optimal Control, Dynamic programming, Game theory, Differential games, Pricing, Advertising, Nash equilibrium, the Sethi model, Durable goods, Innovative products

26.

Commitment-Penalty Contracts in Drop-Shipping Supply Chains with Asymmetric Demand Information

European Journal of Operational Research, Vol. 204, pp. 449-462, 2010
Number of pages: 30 Posted: 06 Feb 2008 Last Revised: 04 Feb 2010
Xianghua Gan, Suresh Sethi and Jing Zhou
Southwestern University of Finance and Economics (SWUFE) - School of Business Administration, University of Texas at Dallas - Naveen Jindal School of Management and University of North Carolina (UNC) at Charlotte
Downloads 255 (119,153)

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contracts, dropshipping, supply chain, asymmetric information, commitment-penalty contract

27.

A Two-Stage Newsvendor Problem with a Service Constraint

Number of pages: 37 Posted: 06 Jul 2008
Alain Bensoussan, Qi Feng and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 254 (119,630)
Citation 2

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Inventory, newsvendor problem, service constraint, forecast update, two-stage ordering

28.

Coordination of Supply Chains with Risk-Averse Agents

Production & Operations Management, Vol. 13, No. 2, pp. 135-149, 2004
Number of pages: 15 Posted: 11 Feb 2008 Last Revised: 31 Mar 2008
Xianghua Gan, Suresh Sethi and Houmin Yan
Southwestern University of Finance and Economics (SWUFE) - School of Business Administration, University of Texas at Dallas - Naveen Jindal School of Management and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 253 (120,128)

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supply chain management, Pareto-optimality, coordination, risk aversion, Nash Bargaining solution, operations management

29.

Coordination Mechanism for the Supply Chain with Leadtime Consideration and Price-Dependent Demand

European Journal of Operational Research, Vol. 203, No. 1, pp. 70-80, May 2010
Number of pages: 25 Posted: 07 Nov 2008 Last Revised: 28 May 2010
Haoya Chen, Frank Chen, Tsan-Ming Choi and Suresh Sethi
affiliation not provided to SSRN, City Univ. of Hong Kong - Dept of Management Scienes, The Hong Kong Polytechnic University - Institute of Textiles and Clothing and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 248 (122,532)

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Supply chain coordination, lead-time, information updating, return policy, newsvendor problem, risk and profit sharing, price dependent demand

30.

Forecast, Solution, and Rolling Horizons in Operations Management Problems: A Classified Bibliography

Manufacturing & Service Operations Management, Vol. 4, No. 1, pp. 25-43, Winter 2002
Number of pages: 41 Posted: 11 Mar 2008 Last Revised: 30 Apr 2014
Suresh Chand, Vernon Hsu and Suresh Sethi
Purdue University, George Mason University - School of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 248 (122,532)
Citation 1

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Multiperiod Problems, Forecast Horizons, Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Lot Size Models, Operations Management

31.

Analysis of Product Rollover Strategies in the Presence of Strategic Customers

Management Science, Forthcoming
Number of pages: 31 Posted: 12 May 2011 Last Revised: 30 Apr 2014
Chao Liang, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 247 (123,042)

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product rollover, strategic customers, product cannibalization, dynamic pricing, rational expectation equilibrium, new product introduction, product innnovation

32.

A Proof of the EOQ Formula Using Quasi-Variational Inequalities

International Journal of Systems Science, Vol. 29, No. 11, pp. 1295-1299, 1998
Number of pages: 11 Posted: 18 Apr 2008 Last Revised: 27 Mar 2014
Dirk Beyer and Suresh Sethi
M-Factor, Inc. and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 245 (124,102)

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EOQ, Square root formula, quasi-variational inequalities, inventory model, lotsize model, lotsize formula

33.

Optimal Control of the Vidale-Wolfe Advertising Model

Operations Research, Vol. 21, No. 4, pp. 998-1013, 1973
Number of pages: 34 Posted: 30 Jan 2008 Last Revised: 11 May 2011
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 237 (128,293)

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The Vidale-Wolfe Advertising Model,Optimal Control, Advertising, maximum principle, Green's theorem, singular control, dynamics

34.

Analysis of a Duopoly Supply Chain and its Application in Electricity Spot Markets

Annals of Operation Research, Vol. 135, No. 1, 2005
Number of pages: 21 Posted: 09 Apr 2008 Last Revised: 01 May 2014
Suresh Sethi, Houmin Yan and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 213 (142,362)

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demand allocation, game theory, information updates, dynamic programming, deregulated energy market

35.

Optimal Allocation of Effort to Software Maintenance: A Queuing Theory Approach

Production and Operations Management, Vol. 18, No. 5, pp. 506-515, 2009
Number of pages: 10 Posted: 30 Jan 2008 Last Revised: 18 Oct 2011
V. G. Kulkarni, Subodha Kumar, Vijay Mookerjee and Suresh Sethi
University of North Carolina (UNC) at Chapel Hill, Temple University - Department of Marketing and Supply Chain Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 207 (146,169)

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MG1, software maintenance, Queuing Theory, N-policy, batching, resource allocation

36.

Innovative Quick Response Programs: A Review

International Journal of Production Economics, 127(1), 2010, 1-12.
Number of pages: 62 Posted: 01 Feb 2010 Last Revised: 03 Apr 2014
Tsan-Ming Choi and Suresh Sethi
The Hong Kong Polytechnic University - Institute of Textiles and Clothing and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 206 (146,847)

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Quick response, supply chain management, information management, advance demand information, multiple delivery modes, forecast updates

37.

Filtering for Discrete-Time Markov Processes and Applications to Inventory Control with Incomplete Information

THE OXFORD HANDBOOK OF NONLINEAR FILTERING, D. Crisan and B. Rozovsky, eds., Chapter 18, pp. 500-525, Oxford University Press, 2011
Number of pages: 20 Posted: 30 Jan 2008 Last Revised: 25 Apr 2012
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 206 (146,847)
Citation 1

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Filtering, inventory control, optimal control, adaptive control, unnormalized probability, Kalman filter, Zakai equation, partial observations, incomplete information

38.

Procurement Flexibility under Price Uncertainty

McCombs Research Paper Series No. IROM-04-091, INNOVATIVE QUICK RESPONSE PROGRAMS IN LOGISTICS AND SUPPLY CHAIN MANAGEMENT, T.C. Edwin Cheng, Tsan-Ming Choi, eds., Spring 2009
Number of pages: 30 Posted: 04 Nov 2008 Last Revised: 09 Sep 2009
Qi Feng and Suresh Sethi
Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 203 (148,880)
Citation 3

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Procurement Flexibility, Price Risk-Sharing, Capacity, Base-Stock Policy

39.

Are Base-Stock Policies Optimal in Inventory Problems with Multiple Delivery Modes?

OPERATIONS RESEARCH, Vol. 54, No. 4, pp. 801-807, July-August 2006
Number of pages: 12 Posted: 05 Feb 2008 Last Revised: 31 Aug 2009
Qi Feng, Houmin Yan, Hanqin Zhang and Suresh Sethi
Purdue University - Krannert School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 202 (149,586)

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inventory models, inventory/production, uncertainty, multiple delivery modes, base-stock policies,dynamic programming

40.

Optimal Consumption and Portfolio Decisions with Partially Observed Real Prices

Downloads 202 (149,586)
Citation 10

Optimal Consumption and Portfolio Decisions with Partially Observed Real Prices

Mathematical Finance, Vol. 19, No. 2, pp. 215-236, 2009
Number of pages: 33 Posted: 30 Apr 2007 Last Revised: 13 Apr 2009
Alain Bensoussan, Jussi Keppo and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, National University of Singapore - NUS Business School and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 200 (150,765)

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Optimal Consumption and Investment, Inflation, Stochastic Control with partial observations, Separation Principle, Zakai Equation

Optimal Consumption and Portfolio Decisions with Partially Observed Real Prices

Mathematical Finance, Vol. 19, Issue 2, pp. 215-236, April 2009
Number of pages: 22 Posted: 27 Apr 2009
Alain Bensoussan, Jussi Keppo and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, National University of Singapore - NUS Business School and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 2 (666,990)
Citation 1
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41.

Achieving a Long-Term Service Target with Periodic Demand Signals: A Newsvendor Framework

Manufacturing & Service Operations Management, Forthcoming, McCombs Research Paper Series No. IROM-10-09
Number of pages: 42 Posted: 25 Feb 2009 Last Revised: 28 May 2010
Alain Bensoussan, Qi Feng and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 199 (151,700)

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Inventory models, newsvendor problem, service constraint, Kuhn-Tucker conditions, Two-stage newsvendor, forecast updates, aggregate service target, long-term service level, infinite-dimensional problem, Chance constraints

42.

Optimal Control of an Oligopoly Model of Advertising

Proceedings of the 13th IFAC Symposium on Information Control Problems in Manufacturing, INCOM 2009, UC Davis Graduate School of Management Research Paper No. 11-09
Number of pages: 7 Posted: 13 Apr 2009
Ashutosh Prasad, Suresh Sethi and Prasad A. Naik
University of California, Riverside (UCR), University of Texas at Dallas - Naveen Jindal School of Management and University of California, Davis
Downloads 198 (152,394)

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Sethi model, advertising, dynamic games, game theory, differential games, optimal control, close-loop Nash equilibrium, oligopoly, Feedback Nash equilibrium

43.

Inventory Models with Alternative Delivery Lead Times, Demand Backlogging, and Priority Rules

Number of pages: 40 Posted: 06 Feb 2009 Last Revised: 23 May 2012
Haifeng Wang, Houmin Yan and Suresh Sethi
Tsinghua University - Department of Automation, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 193 (156,124)
Citation 1

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Inventory Models, Lead times, backloggging, priority rules, customer classes, FCFS, make-to stock, make-to-order, two critical number policies

44.

Integrating Equipment Investment Strategy with Maintenance Operations under Uncertain Failures

McCombs Research Paper Series No. IROM-12-09
Number of pages: 47 Posted: 16 Apr 2009 Last Revised: 17 Oct 2011
Alain Bensoussan, Qi Feng and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 189 (159,158)

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Maintenance and replacement, optimal control, impulse control, equipment investment; stopping time; variational inequality, reliability, hazard rate, the Kamien-Schwartz model, dynamic programming, chain of machines model

45.

Partially Observed Inventory Systems: The Case of Zero-Balance Walk

SIAM Journal on Control & Optimization, Vol. 46, No. 1, pp. 176-209, 2007
Number of pages: 37 Posted: 12 Jan 2008 Last Revised: 29 Oct 2009
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 187 (160,673)

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inventory models, incomplete information, partially observed systems, optima control, zero-balance walk, inventory control, feedback policy, lost sales case

46.

A Note on a Planning Horizon Model of Cash Management

Journal of Financial and Quantitative Analysis (JFQA), Vol. 6, No. 1, pp. 659-664, 1971
Number of pages: 7 Posted: 06 Feb 2008 Last Revised: 06 Mar 2009
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 185 (162,236)

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cash management, cash management, decision horizon, forecast horizon, cash balance problem, financial engineering

47.

Cooperative Advertising in a Dynamic Retail Market Duopoly

Number of pages: 40 Posted: 29 Dec 2009 Last Revised: 21 Sep 2010
Anshuman Chutani and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 183 (163,860)
Citation 1

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Cooperative advertising, Nash differential game, Stackelberg differential game, sales-advertising dynamics, Sethi model, feedback Stackelberg equilibrium, retail level competition, channel coordination, Robinson-Patman act

48.

Site-to-Store or Store-to-Site? Application of One-Way Transshipment in Dual-Channel Retailing

Number of pages: 33 Posted: 01 Aug 2011
Chao Liang, Suresh Sethi and Jun Zhang
affiliation not provided to SSRN, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 182 (164,657)

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multi-channel retailing, channel integration, newsvendor networks, transshipment

49.

When Does the Share Price Equal the Present Value of Future Dividends? A Modified Dividend Approach

Economic Theory, Vol. 8, No. 2, pp. 307-319, 1996
Number of pages: 14 Posted: 15 Jan 2008 Last Revised: 22 Feb 2010
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 182 (164,657)

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Dividend approch, financial valuation, Miller-Modigliani theory, share price, cash flow approach, partial equilibrium, MM theory, Valuation of firms, Cash flow approach, Arbitrage, Infinite horizon firms, Share repurchase, Dividend policy

50.

Dynamic Slotting and Pricing Decisions in a Durable Product Supply Chain

Journal of Optimization Theory & Applications, Vol. 137, No. 2, pp. 363-379, 2008
Number of pages: 40 Posted: 30 Jan 2008 Last Revised: 16 Feb 2009
Xiuli He and Suresh Sethi
University of North Carolina at Charlotte and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 178 (167,949)

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Stackelberg differential games, the Bass model, pricing, slotting, supply chain management, open-loop policies, durable products

51.

Optimality and Nonoptimality of the Base-Stock Policy in Inventory Problems with Multiple Delivery Modes

Journal of Industrial And Management Optimization, Vol. 2, No. 1, pp. 19-42, February 2006
Number of pages: 24 Posted: 27 Feb 2008
Qi Feng, Houmin Yan, Hanqin Zhang and Suresh Sethi
Purdue University - Krannert School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 176 (169,673)

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inventory models, inventory/production, uncertainty, multiple delivery modes, base-stock policies,dynamic programming

52.

The Genuine Savings Criterion and the Value of Population in an Economy with Endogenous Fertility Rate

OPTIMAL CONTROL OF AGE-STRUCTURED POPULATIONS IN ECONOMY, DEMOGRAPHY, AND THE ENVIRONMENT, R. Boucekkine, pp. 20-44, N. Hritonenko, Y. Yatsenko, eds., Taylor & Francis, UK, 2011
Number of pages: 26 Posted: 09 Feb 2008 Last Revised: 30 Mar 2014
Kenneth J. Arrow, Alain Bensoussan, Qi Feng and Suresh Sethi
Stanford University - Department of Economics, University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 176 (169,673)

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savings, genuine savings, green gross national product, population policy, value of the population, economic growth, optimal control, phase diagram, dynamic programming, Maximum principle

53.

A Multiperiod Newsvendor Problem with Partially Observed Demand

Mathematics of Operations Research, Vol. 32, No. 2, pp. 322-344, May 2007
Number of pages: 23 Posted: 04 Feb 2008 Last Revised: 29 Apr 2014
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 173 (172,244)

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unobserved unmet demand; Markovian demand; newsvendor problem, dynamic programming, inventroy models, partially observed systems, incomplete information, base stock policy, myopic policy

54.

Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games

In Models and Methods in Economics and Management Sciences, Essays in Honor of Charles S. Tapiero, Fouad El Ouardighi and Konstantin Kogan (Eds.), Series 6161, Vol. 198, Springer International Publishing Switzerland, 2014, 3-15.
Number of pages: 13 Posted: 25 Sep 2012 Last Revised: 16 Apr 2014
Alain Bensoussan, Shaokuan Chen and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 169 (175,842)

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Differential games, feedback Stackelberg equilibrium, Riccati equation, infinite horizon

55.

Information Updated Supply Chain with Service-Level Constraints

Journal of Industrial And Management Optimization, Vol. 1, No. 4, pp. 513-531, November 2005
Number of pages: 19 Posted: 27 Feb 2008 Last Revised: 22 Mar 2008
Suresh Sethi, Houmin Yan, Hanqin Zhang and Jing Zhou
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of North Carolina (UNC) at Charlotte
Downloads 165 (179,439)

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supply chain, information update, customer service level,dynamic programming, forecasting, signalling,

56.

Evaluating Long-Term Service Performance in Two-Stage Newsvendor Models

Number of pages: 30 Posted: 30 Jan 2008 Last Revised: 10 Apr 2014
Alain Bensoussan, Qi Feng and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 165 (179,439)

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Newsvendor Model, inventory model, service measures, forecast updates, Two-stage newsvendor model, fill rate

57.

A Comparison of the Ito and Stratonovich Formulations of Problems in Finance

Journal of Economic Dynamics and Control,Vol. 3, pp. 343-356, November 1981
Number of pages: 8 Posted: 18 Jan 2008 Last Revised: 27 Mar 2014
Suresh Sethi and John P. Lehoczky
University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 165 (179,439)

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Option pricing, Black-Scholes, Ito Calculus, Stratonovich Calculus, finance

58.

Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach

SIAM Journal on Control & Optimization, Vol. 44, No. 5, pp. 1650-1676, 2006
Number of pages: 28 Posted: 26 Feb 2008 Last Revised: 14 Apr 2008
Alain Bensoussan, R. H. Liu and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Dayton - Department of Mathematics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 161 (183,183)
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(s, S) policy, compound Poisson process, diffusion process, economic order quantity model, impulse control, quasi-variational inequalities, stochastic inventory model, EOQ Model

59.

A Supply Chain with a Service Requirement for Each Market Signal

Production and Operations Management, Vol. 16, No. 3, pp. 322-342, May-June 2007
Number of pages: 21 Posted: 12 Feb 2008
Houmin Yan, Hanqin Zhang, Suresh Sethi and Jing Zhou
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences, University of Texas at Dallas - Naveen Jindal School of Management and University of North Carolina (UNC) at Charlotte
Downloads 161 (183,183)

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supply chain, information update, customer service level, dynamic programming, forecasting, signalling, coordiantion

60.

Two-Stage Pricing for Custom-Made Products

Number of pages: 24 Posted: 16 Dec 2009 Last Revised: 31 Mar 2011
Ernan Haruvy, Tao Li and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 160 (184,214)

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marketing, pricing, games, custom-made products, personalized products, two-stage pricing, quality, product quality, Nash equilibrium, time inconsistency, substitutes, complements, commitment, no commitment, consumer surplus, service management, capacity constraints, multi-agent systems

61.

Generic and Brand Advertising Strategies in a Dynamic Duopoly

Marketing Science, Vol. 24 , No. 4, pp. 556-568, Fall 2005
Number of pages: 37 Posted: 30 Jan 2008 Last Revised: 23 Oct 2009
Frank M. Bass (deceased), Anand Krishnamoorthy, Ashutosh Prasad and Suresh Sethi
Deceased, University of Central Florida, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 160 (184,214)

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Advertising, Generic Advertising, Brand Advertising, duopoly, dynamic model, optimal control, differential games, Nash equilibrium. Feedback Nash, marketing mix

62.

Bayesian and Adaptive Controls for a Newsvendor Facing Exponential Demand

Risk and Decision Analysis, Vol. 1, No. 4, pp. 197-210, 2009
Number of pages: 14 Posted: 30 Jan 2008 Last Revised: 01 May 2014
Alain Bensoussan, M. Çakanyıldırım, Andrew Royal and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 158 (186,250)

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Consistent estimators, censored data, Bayesian control, adaptive control, Newsvendor model, unnormalized probability, optimal control, incomplete information, partial observations

63.

Competition with Open Source as a Public Good

Journal of Industrial and Management Optimization, Vol. 4, No. 1, pp. 199-211, February 2008
Number of pages: 13 Posted: 06 Feb 2008 Last Revised: 22 Jun 2014
Ernan Haruvy, Ashutosh Prasad, Suresh Sethi and Rong Zhang
University of Texas at Dallas - Naveen Jindal School of Management, University of California, Riverside (UCR), University of Texas at Dallas - Naveen Jindal School of Management and Chongqing University - College of Economics and Business Administration
Downloads 156 (188,192)

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Differential Games, Public Goods, Open source, Software, Nash equilibrium, Two point boundary Value Problems, Optimal control, welfare maximization

64.

Open Source Development with a Commercial Complementary Product or Service

Production and Operations Management, Vol. 17, No. 1, pp. 29-43, January-February 2008
Number of pages: 15 Posted: 06 Feb 2008 Last Revised: 02 Sep 2014
Ernan Haruvy, Suresh Sethi and Jing Zhou
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of North Carolina (UNC) at Charlotte
Downloads 154 (190,261)

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Pricing, Optimal control, Open Source, Network Externalities, complementary product or service

65.

Dynamic Pricing, Procurement, and Channel Coordination with Stochastic Learning

Number of pages: 35 Posted: 08 Sep 2012
Xiuli He, Tao Li and Suresh Sethi
University of North Carolina at Charlotte, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 153 (191,334)
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Learning curve, learning-by-doing, pricing, inventory management, channel coordination, revenue sharing contracts

66.

An Incomplete Information Inventory Model with Presence of Inventories or Backorders as Only Observations

Journal of Optimization Theory and Applications, Forthcoming
Number of pages: 60 Posted: 07 Mar 2008 Last Revised: 16 Mar 2010
Alain Bensoussan, M. Çakanyıldırım, J. Adolfo Minjarez-Sosa, Suresh Sethi and Ruixia (Sandy) Shi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Sonora - Department of Mathematics, University of Texas at Dallas - Naveen Jindal School of Management and University of Richmond - Robins School of Business, Management Department
Downloads 153 (191,334)

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Inventory model, partial observations, incomplete information, stochastic control, dynamic programming, infinite dimensioanl spaces, contraction mapping, fixed point

67.

An Analysis of Staged Purchases in Deregulated Time-Sequential Electricity Markets

Journal of Industrial and Management Optimization, Vol. 1, No. 4, pp. 443-463, November 2005
Number of pages: 21 Posted: 30 Jan 2008 Last Revised: 13 May 2009
Suresh Sethi, Houmin Yan, J. Houzhong Yan and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, affiliation not provided to SSRN and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 150 (194,466)
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Energy markets, Elecricity Markets, Deregulation, demand allocation, auction, time-sequential electricity markets

68.

Robustness of Supply Chain Coordination Contracts: Taxonomy, Examples, and Structural Results

Number of pages: 32 Posted: 15 Jun 2011 Last Revised: 03 Apr 2015
Meng Lu, Suresh Sethi and Houmin Yan
A.C. Nielsen, University of Texas at Dallas - Naveen Jindal School of Management and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 145 (199,936)
Citation 1

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supply chain contracts, coordination, consistency, robustness

69.

Retail Competition and Cooperative Advertising

Operations Research Letters, Vol. 39, No. 1, p. 11-16
Number of pages: 16 Posted: 18 May 2010 Last Revised: 04 Apr 2011
Xiuli He, Anand Krishnamoorthy, Ashutosh Prasad and Suresh Sethi
University of North Carolina at Charlotte, University of Central Florida, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 145 (199,936)

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Differential games, Distribution channels, Cooperative advertising, Retail competition, Subsidy rate, Advertising, Retailing, Stackelberg game, Feedback Stackelberg equilibrium, Nash-Stackelberg differential games

70.

Buyback Contracts with Price-Dependent Demands: Effects of Demand Uncertainty

European Journal of Operational Research 239 (2014) 663–673
Number of pages: 11 Posted: 03 Mar 2010 Last Revised: 10 May 2017
Yingxue Zhao, Tsan-Ming Choi, T. C. E. Cheng, Suresh Sethi and Shouyang Wang
Chinese Academy of Sciences (CAS), The Hong Kong Polytechnic University - Institute of Textiles and Clothing, Hong Kong Polytechnic University, University of Texas at Dallas - Naveen Jindal School of Management and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Downloads 145 (199,936)
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buyback contract, supply chain coordination

71.

On the Interaction between Demand Substitution and Production Changeovers

Manufacturing, Services and Operations Management, Vol. 12, No. 4, , pp. 682-691, Fall 2010
Number of pages: 16 Posted: 06 Mar 2009 Last Revised: 27 Oct 2010
Milind Dawande, Srinagesh Gavirneni, Yinping Mu, Suresh Sethi and Chelliah Sriskandarajah
University of Texas at Dallas - Department of Information Systems & Operations Management, Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Science and Technology of China (USTC), University of Texas at Dallas - Naveen Jindal School of Management and Texas A&M University
Downloads 144 (201,036)

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Multiperiod Problems; Forecast Horizons; Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Dynamic Lot Size Models, Operations Management, Production changeover, demand substitution, downward substitution, product substitution, polynomial algorithm

72.

Advertising Competition with Market Expansion for Finite Horizon Firms

Journal of Industrial and Management Optimization, Vol. 1, No. 1, pp. 1-19, February 2005
Number of pages: 19 Posted: 01 Feb 2008 Last Revised: 04 Mar 2008
Frank M. Bass (deceased), Anand Krishnamoorthy, Ashutosh Prasad and Suresh Sethi
Deceased, University of Central Florida, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 138 (208,046)

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Advertising, Generic Advertising, Brand Advertising, duopoly, dynamic model, optimal control, differential games, Nash equilibrium. Feedback Nash, marketing mix

73.

Inventory Control with a Cash Register: Sales Recorded but Not Demand or Shrinkage

Number of pages: 34 Posted: 10 Jul 2011
Alain Bensoussan, M. Çakanyıldırım, Suresh Sethi and Meng Li
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and Rutgers, The State University of New Jersey - Management
Downloads 137 (209,315)
Citation 3

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inventory/production, uncertainty, dynamic programming/optimal control, Markov, Stochastic Models

74.

Optimality of (s, S) Policies in Inventory Models with Markovian Demand

Operations Research, Vol. 45, No. 6, pp. 931-939, 1997
Number of pages: 9 Posted: 29 Apr 2008 Last Revised: 26 Apr 2014
Suresh Sethi and Feng Cheng
University of Texas at Dallas - Naveen Jindal School of Management and IBM Research
Downloads 137 (209,315)
Citation 11

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dynamic inventory model, Markov chain, (s, S) policy, optimization, dynamic programming, Markovian demand, Markov modulated demand, production scheduling, overhead costs

75.

Censored Newsvendor Model Revisited with Unnormalized Probabilities

Journal of Industrial Management and Optimization, Vol. 5, No. 2, 2009
Number of pages: 12 Posted: 06 Feb 2008 Last Revised: 16 Mar 2009
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 136 (210,580)

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Unnormalized probabilities, Unobserved unmet demand, Newsvendor problem, dynamic programming, infinite dimensional spaces, incomplete information, partially obsereved systems, optimal control

76.

Optimal Maintenance and Replacement of Extraction Machinery

Journal of Systems Science and Systems Engineering, Vol. 17, No. 4, 2008
Number of pages: 16 Posted: 06 May 2008 Last Revised: 08 Mar 2014
Suresh Sethi, Denny Yeh, Rong Zhang and A. K. S. Jardine
University of Texas at Dallas - Naveen Jindal School of Management, Fu-Jen Catholic University, Chongqing University - College of Economics and Business Administration and University of Toronto
Downloads 135 (211,858)

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maintenance and replacement, optimal control, the maximum principle, extraction, mining equipment, extraction machinery

77.

How Does Pricing Power Affect a Firm's Sourcing Decisions from Unreliable Suppliers?

Number of pages: 31 Posted: 19 Sep 2010 Last Revised: 15 Oct 2011
Tao Li, Suresh Sethi and Jun Zhang
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 134 (213,090)
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supplier diversification, pricing power, random yield, stochastic order

78.

Optimality of State-Dependent (s, S) Policies in Inventory Models with Markov-Modulated Demand and Lost Sales

Production and Operations Management, Vol. 8, No. 2, pp. 183-192, 1999
Number of pages: 10 Posted: 01 May 2008 Last Revised: 18 Jan 2009
Feng Cheng and Suresh Sethi
IBM Research and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 134 (213,090)

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dynamic inventory model, Markov chain, (s, S) policy, lost sales, optimization, dynamic programming, Markovian demand, Markov modulated demand

79.

Optimal Policies for the Sizing and Timing of Software Maintenance Projects

European Journal of Operational Research, Vol. 173, No. 3, pp. 1047-1066, 2006, McCombs Research Paper Series No. IROM-11-08
Number of pages: 29 Posted: 21 Feb 2008 Last Revised: 23 Nov 2008
Qi Feng, Vijay Mookerjee and Suresh Sethi
Purdue University - Krannert School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 133 (214,401)

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Software maintenance, Dynamic programming, Threshold policy, optimal timing

80.

Optimality of Zero-Inventory Policies for an Unreliable Manufacturing System Producing Two Part Types

Dynamics of Continuous Discrete and Impulsive Systems: Series A - Mathematical Analysis, Vol. 4, No. 4, pp. 485-496, 1998
Number of pages: 15 Posted: 18 Apr 2008
Ernst Presman, Suresh Sethi, Hanqin Zhang and Qing Zhang
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 132 (215,697)

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Dynamic programming, manufacturing systems, long-run average cost minimization, zero-inventory policy, just-in-time policy

81.

Supply Diversification with Responsive Pricing

Production and Operations Management, Vol. 22, No. 2, March–April 2013, pp. 447–458
Number of pages: 12 Posted: 25 May 2011 Last Revised: 01 May 2014
Tao Li, Suresh Sethi and Jun Zhang
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 131 (217,010)
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diversification, correlated suppliers, responsive pricing

82.

Periodic-Review Inventory Model with Three Consecutive Delivery Modes and Forecast Updates

Journal of Optimization Theory and Applications, Vol. 124, No. 1, pp. 137-155, January 2005
Number of pages: 19 Posted: 09 Apr 2008 Last Revised: 26 Apr 2014
Qi Feng, Guillermo Gallego, Suresh Sethi, Houmin Yan and Hanqin Zhang
Purdue University - Krannert School of Management, Columbia University, University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 131 (217,010)

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Inventory management, multiple delivery modes, forecast updates, base-stock policy, dynamic programming

83.

Co-op Advertising in Dynamic Retail Oligopolies

Decision Sciences, Vol. 42, No. 4, Forthcoming
Number of pages: 42 Posted: 14 Dec 2009 Last Revised: 30 Apr 2011
Xiuli He, Anand Krishnamoorthy, Ashutosh Prasad and Suresh Sethi
University of North Carolina at Charlotte, University of Central Florida, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 130 (218,238)

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Co-op Advertising, Subsidy Rate, Marketing Channels, Stackelberg Differential, Retail Competition, Supply Chain, optimal control, dynamic programming, Hierarchical games

84.

Average Cost Optimality in Inventory Models with Dynamic Information Delays

IEEE Transactions on Automatic Control, Forthcoming
Number of pages: 14 Posted: 18 Apr 2008 Last Revised: 14 Mar 2011
Alain Bensoussan, M. Çakanyıldırım, Suresh Sethi, Mingzheng Wang and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, Zhejiang University--School of Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 130 (218,238)

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dynamic information delays, partial observations, stochastic inventory, base stock policies, average cost optimality, ergodic problem, vanishing discount approach

85.

Mitigating Supply Uncertainty: The Interplay between Diversification and Pricing

Number of pages: 37 Posted: 10 Sep 2014
Tao Li, Suresh Sethi and Jun Zhang
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 129 (219,539)
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supply uncertainty, supply diversification, supply reliability, pricing

86.

K-Convexity in Rn

Journal of Optimization Theory and Applications,Vol. 127, No. 1, October 2005
Number of pages: 36 Posted: 04 Feb 2008
Guillermo Gallego and Suresh Sethi
Columbia University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 129 (219,539)

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K-convexity, inventory models, (s, S) policy, supermodular functions

87.

Deterministic and Stochastic Optimization of a Dynamic Advertising Model

Optimal Control Applications and Methods, Vol. 4, No. 2 , pp. 179-184, 1983
Number of pages: 6 Posted: 17 Jan 2008 Last Revised: 25 Apr 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 125 (224,878)

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Stochastic control, sales advertising dynamics, Sethi advertising model, Sethi model, Vidale-Wolfe advertising model, optimal feedback advertising control

88.

i3: Incomplete Information Inventory Models

Downloads 121 (230,455)
Citation 1

i3: Incomplete Information Inventory Models

Decision Line, Vol. 41, No. 5, pp. 16-19, October 2010
Number of pages: 4 Posted: 20 Nov 2010 Last Revised: 29 Apr 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 119 (234,350)

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Inventory management, Inventory control, incomplete information, partially observed inventory, partially observed demand, basestock, (s,S) policy, un-normalized probability, transaction errors, yield.

I3: Incomplete Information Inventory Models

Decision Line, October 2010, pp. 16-19.
Number of pages: 4 Posted: 31 Jan 2019
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 2 (666,990)

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Inventory management, Inventory control, incomplete information, partially observed inventory, partially observed demand, basestock, (s,S) policy, un-normalized probability, transaction errors, yield.

89.

Application Development Using Fault Data

Production and Operations Management, Vol. 17, No. 2, pp. 162-174, March-April 2008
Number of pages: 13 Posted: 22 Feb 2008 Last Revised: 28 Apr 2014
Qi Feng, Vijay Mookerjee and Suresh Sethi
Purdue University - Krannert School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 119 (233,318)

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software development, threshold policy, fault threshold, release-based policy, fault growth model, dynamic programming

90.

Dynamic Optimization of Software Enhancement Effort

16th Annual Workshop On Information Technologies and Systems, Milwaukee, Wisconsin, December 2006
Number of pages: 6 Posted: 02 Nov 2007 Last Revised: 27 Jan 2013
Subodha Kumar, Yonghua Ji, Denny Yeh and Suresh Sethi
Temple University - Department of Marketing and Supply Chain Management, University of Alberta - Department of Accounting, Operations & Information Systems, Fu-Jen Catholic University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 118 (234,833)
Citation 3

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Software enhancement, optimal control theory, software features, dynamic optimization

91.

Differential Games with Mixed Leadership: The Open-Loop Solution

Applied Mathematics and Computation, 217, 2010, 972-979.
Number of pages: 17 Posted: 31 Aug 2009 Last Revised: 22 Mar 2014
Tamer Basar, Alain Bensoussan and Suresh Sethi
University of Illinois at Urbana-Champaign, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 117 (236,259)

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Differential games, Stackelberg-Nash solution, mixed leadership games, two-point boundary value problems, Stackelberg games, multi-leader multi follower games, hierarchical games, open-loop solution, linear-qudratic differential games

92.

A Survey of Management Science Applications of the Deterministic Maximum Principle

TIMS Studies in the Management Sciences, Vol. 9, pp. 33-67, 1978
Number of pages: 36 Posted: 22 Jul 2010 Last Revised: 27 Mar 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 115 (239,237)

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maximum principle, management science, finance, production, marketing, cash balance problems, optimal financing problems, production and inventory problems, machine replacement problems, optimal advertising problems

93.

Optimal Ordering Policies for Inventory Problems with Dynamic Information Delays

Production and Operations Management,Vol. 16, No. 2, pp. 241-256, March-April 2007
Number of pages: 16 Posted: 12 Feb 2008 Last Revised: 10 Apr 2014
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 114 (240,730)

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dynamic information delays, partial observations, stochastic inventory problem, base-stock policy, (s, S) policy, inventory models, incomplete information, sufficient statistics

94.

Minimum Average Cost Production Planning in Stochastic Manufacturing Systems

Mathematical Models and Methods in Applied Sciences, Vol. 8, No. 7, pp. 1251-1276, November 1998
Number of pages: 25 Posted: 18 Apr 2008 Last Revised: 30 Apr 2014
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 113 (242,220)

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Dynamic programming, manufacturing systems, long-run average cost minimization, unreliable machines, production planning

95.

A Survey of Stackelberg Differential Game Models in Supply and Marketing Channels: An Erratum

Journal of Systems Science and Systems Engineering, Vol. 17, No. 2, p. 255, 2008
Number of pages: 1 Posted: 05 Nov 2008
Xiuli He, Ashutosh Prasad, Suresh Sethi and Genaro Gutierrez
University of North Carolina at Charlotte, University of California, Riverside (UCR), University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Austin - Red McCombs School of Business
Downloads 112 (243,748)

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Stackelberg differential games, supply chain management, marketing channels, open-loop equilibria, feedback policies, channel coordination, optimal control

96.

Optimal Savings and the Value of Population

Proceedings of The National Academy of Sciences, Vol. 104, No. 47, pp.18421-18426, November 20, 2007
Number of pages: 36 Posted: 15 Jan 2008 Last Revised: 12 Feb 2008
Kenneth J. Arrow, Alain Bensoussan, Qi Feng and Suresh Sethi
Stanford University - Department of Economics, University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 110 (246,899)

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economic growth, optimal control, phase diagram, dynamic programming, optimal savings, genuine savings

97.

Linear Quadratic Differential Games with Mixed Leadership: The Open-Loop Solution

Numerical Algebra, Control and Optimization, Volume 3, Number 1, March 2013, pp. 95-108
Number of pages: 15 Posted: 27 Mar 2014
Alain Bensoussan, Shaokuan Chen and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 109 (248,554)

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Differential games, Stackelberg equilibria, mixed leadership, Riccati equations, two-point boundary value problems

98.

Forecast and Rolling Horizons Under Demand Substitution and Production Changeovers: Analysis and Insights

Johnson School Research Paper Series No. 23-2011
Number of pages: 37 Posted: 14 Jun 2010 Last Revised: 27 Mar 2011
Amit K. Bardhan, Milind Dawande, Srinagesh Gavirneni, Yinping Mu and Suresh Sethi
University of Delhi, University of Texas at Dallas - Department of Information Systems & Operations Management, Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Science and Technology of China (USTC) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 108 (250,146)

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Multiperiod Problems, Forecast Horizons, Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Dynamic Lot Size Models, Operations Management, Production changeover, demand substitution, downward substitution, product substitution, polynomial algorithm

99.

Stochastic Multi-Product Inventory Models with Limited Storage

Journal of Optimization Theory and Applications, Vol. 111, No. 3, pp. 553-588, December 2001
Number of pages: 34 Posted: 19 Feb 2008 Last Revised: 18 Jan 2009
Dirk Beyer, Suresh Sethi and R. Sridhar
M-Factor, Inc., University of Texas at Dallas - Naveen Jindal School of Management and affiliation not provided to SSRN
Downloads 106 (253,452)

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Multiproduct inventory model, warehousing constraints, dynamic programming, finite and infinite horizons, generalized base-stock policies, myopic policies, substitute property

100.

Robustness of Various Production Control Policies in Semiconductor Manufacturing

Productions and Operations Management, Vol. 9, No. 2, pp. 171-183, Summer 2000
Number of pages: 13 Posted: 12 Feb 2008
Houmin Yan, Sheldon Lou and Suresh Sethi
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Independent and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 106 (253,452)

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Simulation, Kanban, Two-Boundary Control, Push and Pull Production Policies, Re-Entrant Shop, Semiconductor Manufacturing, Robust Policies, Two-Boundry Control Policies, WIP, Wafer Fabrication

101.

A Note on 'The Censored Newsvendor and the Optimal Acquisition of Information'

Operations Research, Vol. 57, No. 3, pp. 791-794, May-June 2009
Number of pages: 5 Posted: 17 Jan 2008 Last Revised: 18 Jul 2009
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 106 (253,452)

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Inventory/production: unknown demand, lost sales, censoring, optimal policies, partial observations, incomplete demand information, Bayesian approach, myopic policy, unnormalized probability, dynamic programming, infinite dimensional state space, optimal control

102.

Inventory Models with Fixed Costs, Forecast Updates, and Two Delivery Modes

Operations Research, Vol. 51, No. 2, pp. 321-328, March-April 2003
Number of pages: 18 Posted: 29 Apr 2008 Last Revised: 24 Mar 2011
Suresh Sethi, Houmin Yan and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 103 (258,535)
Citation 8

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dynamic inventory model,(s, S) policy, optimization, dynamic programming, Markovian demand, production scheduling, overhrad costs, multiple delivery modes, fixed cost, forecast updates

103.

Foreword to Handbook of Niche Marketing: Principles & Practice

IN TEVFIK DALGIC, HANDBOOK OF NICHE MARKETING: PRINCIPLES & PRACTICE, BEST BUSINESS BOOKS, The Haworth Reference Press, New York, 2006
Number of pages: 3 Posted: 19 Feb 2009
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 102 (260,295)

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Niche Marketing, buzz, marketing strategy

104.

Economic Evaluation of Systems that Expedite Inventory Information

Production and Operations Management Society, Vol. 16, No. 3, pp. 360-368, May-June 2007
Number of pages: 9 Posted: 12 Feb 2008
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 102 (260,295)

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economic evaluation, information delays,delay evaluation,base-stock policy, partially observed inventory, incomplete information, sufficient statistics, RFID, radio frequency identification tags

105.

The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games

SIAM Control and Optimization, Forthcoming
Number of pages: 25 Posted: 25 Mar 2014 Last Revised: 27 Jan 2015
Alain Bensoussan, Shaokuan Chen and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 101 (262,005)
Citation 3

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Stackelberg differential game, maximum principle, forward-backward stochastic differential equation, Riccati equation

106.

Optimal Investment Policy: An Application of Stokes' Theorem

Journal of Optimization Theory and Applications, Vol. 18, No. 2, pp. 229-233, February 1976
Number of pages: 5 Posted: 22 Jun 2009 Last Revised: 01 May 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 101 (262,005)

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Stokes' theorem, mathematical economics, optimal investment of resources, bang-bang control, singular arc

107.

Optimal Pricing of a Personalized Product

Journal of Systems Science and Systems Engineering, January 2008
Number of pages: 6 Posted: 16 Feb 2008 Last Revised: 01 May 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 99 (265,509)
Citation 1

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personalized product, pricing, salvage loss, customized product, sensitivity analysis

108.

Capacity and Production Decisions in Stochastic Manufacturing Systems: An Asymptotic Optimal Hierarchical Approach

Production and Operations Management, Vol. 1, No. 4, pp. 367-392, Fall 1992
Number of pages: 26 Posted: 12 Feb 2008
Michael I. Taksar, Qing Zhang and Suresh Sethi
University of Missouri at Columbia - Department of Mathematics (Deceased), University of Georgia - Department of Mathematics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 99 (265,509)

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Hierarchical Decision Making, Capacity Expansion, Production Planning, Dynamic Progrramming, Markov Processes, Near-Optimal Decisions

109.

Inventory Problems with Partially Observed Demands and Lost Sales

Journal of Optimization Theory & Applications, Vol. 136, No. 1, January 2008
Number of pages: 33 Posted: 24 Dec 2007 Last Revised: 10 Apr 2014
Alain Bensoussan, M. Çakanyıldırım, J. Adolfo Minjarez-Sosa, Andrew Royal and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Sonora - Department of Mathematics, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 99 (265,509)

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inventory models, partially observed systems, incomplete information, lost sales

110.

Optimal Advertising and Pricing in a Dynamic Durable Goods Supply Chain

Number of pages: 28 Posted: 29 Jul 2011
Anshuman Chutani and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 98 (267,300)

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Cooperative advertising, Stackelberg diff erential game, Nash di fferential game, sales-advertising dynamics, feedback Stackelberg equilibrium, Durable goods

111.

On the Optimal Control of Partially Observed Inventory Systems

Comptes Rendus de l'Academié des Sciences, Ser. Paris, Ser. I 341, pp. 419-426, 2005
Number of pages: 9 Posted: 30 Jan 2008 Last Revised: 07 Nov 2008
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 98 (267,300)

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Optimal Control, Inventory models, Partially Observed Systems, unnormalized probabilities, infinite dimensional systems, conditional distributions, incomplete information

112.

Partially Observed Inventory Systems: The Case of Rain Checks

SIAM Journal on Control and Optimization, Forthcoming
Number of pages: 27 Posted: 30 Jan 2008 Last Revised: 14 May 2008
Alain Bensoussan, M. Çakanyıldırım, J. Adolfo Minjarez-Sosa, Suresh Sethi and Ruixia (Sandy) Shi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Sonora - Department of Mathematics, University of Texas at Dallas - Naveen Jindal School of Management and University of Richmond - Robins School of Business, Management Department
Downloads 98 (267,300)
Citation 1

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Partially Observed Systems, inventroy control, Rain Checks, incomplete information, lost sales, optimal control, incomplete information, feedback policy, dynamic programming, unnormalized probability, infinite dimensional space

113.

Dynamic Optimal Control Models in Advertising: A Survey

SIAM Review, Vol. 19, No. 4, pp. 685-725, 1977
Number of pages: 41 Posted: 17 Jan 2008 Last Revised: 13 Aug 2010
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 97 (269,052)

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Dynamic advertising models, optimal control, optimal advertising

114.

Optimal Ordering Policy and Value of Information under Delayed Lost Sales Observations

McCombs Research Paper Series No. IROM-05-09
Number of pages: 30 Posted: 05 Nov 2008 Last Revised: 18 Jan 2009
Alain Bensoussan, M. Çakanyıldırım, Qi Feng and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, Purdue University - Krannert School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 94 (274,617)

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Inventory, newsvendor problem, partial observation, lost sales, incomplete demand information, dynamic programming, delayed observations

115.

A Dynamic Lot Size Problem with Multiple Customers: Customer-Specific Shipping and Backlogging Costs

IIE Transactions, Vol. 39, No. 11, November 2007
Number of pages: 27 Posted: 09 May 2009
Suresh Chand, Vernon Hsu, Suresh Sethi and Vinayak Deshpande
Purdue University, George Mason University - School of Business, University of Texas at Dallas - Naveen Jindal School of Management and Purdue University - Krannert School of Management
Downloads 91 (280,336)

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Dynamic lot sizing model, dynamic programming, forecast horizon, multiple customers

116.

A Periodic Review Inventory Model with Demand Influenced by Promotion Decisions

Management Science, Vol. 45, No. 11, pp. 1510-1523, November 1999
Number of pages: 32 Posted: 05 May 2008 Last Revised: 07 Nov 2008
Feng Cheng and Suresh Sethi
IBM Research and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 90 (282,311)

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dynamic inventory model, promoton decisions, base stock type policy, optimization, dynamic programming, Markovian decision process, production scheduling

117.

Competing with Bandit Supply Chains

Number of pages: 27 Posted: 21 Sep 2012
Meng Li, Suresh Sethi and Jun Zhang
Rutgers, The State University of New Jersey - Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 89 (284,321)

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bandit, competition, price, quality, feature, supply chain

118.

Optimality of (s, S) Policies for a Stochastic Inventory Model with Proportional and Lump-Sum Shortage Costs

Operations Research Letters, Forthcoming 2010
Number of pages: 14 Posted: 03 Feb 2010 Last Revised: 30 Apr 2010
Lakdere Benkherouf and Suresh Sethi
Kuwait University - College of Science and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 89 (284,321)

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inventory control, impulse control, quasi-variational inequality, (s, S) policy, dynamic programming, lump-sum shortage cost

119.

Optimal Enhancement and Lifetime of Software Systems: A Control Theoretic Analysis

Downloads 87 (288,446)

Optimal Enhancement and Lifetime of Software Systems: A Control Theoretic Analysis

Production and Operations Management, Forthcoming
Number of pages: 40 Posted: 13 Aug 2009 Last Revised: 04 Sep 2014
Yonghua Ji, Subodha Kumar, Vijay Mookerjee, Suresh Sethi and Denny Yeh
University of Alberta - Department of Accounting, Operations & Information Systems, Temple University - Department of Marketing and Supply Chain Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and Fu-Jen Catholic University
Downloads 81 (304,143)

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Software enhancement, lifetime, features, replacement, optimal control theory

Optimal Enhancement and Lifetime of Software Systems: A Control Theoretic Analysis

Production and Operations Management, Vol. 20, Issue 6, 2011, University of Alberta School of Business Research Paper No. 2013-653
Number of pages: 16 Posted: 28 Jun 2013 Last Revised: 31 Jan 2019
Yonghua Ji, Subodha Kumar, Vijay Mookerjee, Suresh Sethi and Denny Yeh
University of Alberta - Department of Accounting, Operations & Information Systems, Temple University - Department of Marketing and Supply Chain Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and Fu-Jen Catholic University
Downloads 6 (631,865)

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software enhancement, lifetime, features, replacement, optimal control theory

120.

On Throughput Maximization in Constant Travel-Time Robotic Cells

Manufacturing & Service Operations Management, Vol. 4, No. 4, pp. 296-312, Fall 2002
Number of pages: 33 Posted: 11 Mar 2008 Last Revised: 05 Aug 2015
Milind Dawande, Chelliah Sriskandarajah and Suresh Sethi
University of Texas at Dallas - Department of Information Systems & Operations Management, Texas A&M University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 86 (290,576)

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maufacturing; robotic cell; identical parts; polynomial time algorithm

121.

Sequencing of Parts and Robot Moves in a Robotic Cell

International Journal of Flexible Manufacturing Systems, Vol. 4, No. 3, pp. 331-358, June 1992
Number of pages: 28 Posted: 12 May 2008 Last Revised: 05 Aug 2015
Suresh Sethi, Chelliah Sriskandarajah, Gerhard Sorger, Jacek Blazewicz and Wieslaw Kubiak
University of Texas at Dallas - Naveen Jindal School of Management, Texas A&M University, University of Vienna - Faculty of Business, Economics, and Statistics, affiliation not provided to SSRN and University of Toronto
Downloads 80 (303,617)

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Scheduling, Robotic cells, Cyclic production, 1-unit cycles, Sequencing robot moves, Computational complexity, NP-hard

122.

A Theory of Rolling Horizon Decision Making

Annals of Operations Research, Vol. 29, No. 1, December 1991
Number of pages: 29 Posted: 30 Jan 2008 Last Revised: 07 May 2014
Suresh Sethi and Gerhard Sorger
University of Texas at Dallas - Naveen Jindal School of Management and University of Vienna - Faculty of Business, Economics, and Statistics
Downloads 78 (308,156)

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rolling horizon, stochastic dynamic optimization, dynamic programming, forecast horizons, decision horizons, planning horizons, forecasting

123.

Optimality of Base-Stock and (s, S) Policies for Inventory Problems with Information Delays

Journal of Optimization Theory and Applications, Vol. 130, No. 2, pp. 153-172, August 2006
Number of pages: 36 Posted: 19 Feb 2008 Last Revised: 14 Apr 2008
Alain Bensoussan, M. Çakanyıldırım and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 77 (310,493)

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Information delay, partial observations, stochastic inventory problem, incomplete information, base-stock policy, dynamic programming, sufficient statistic

124.

Causality Analysis and Multivariate Autoregressive Modelling with an Application to Supermarket Sales Analysis

Journal of Economic Dynamics and Control, Vol. 3, November 1981, pp. 267-298.
Number of pages: 32 Posted: 30 Jan 2008 Last Revised: 30 Mar 2014
Peter Caines, C. W. Keng and Suresh Sethi
Independent, University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 77 (310,493)
Citation 2

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Causality, Causality detection, Autoregressive modelling, Multiple causality, Simultaneous equations, Akaike's criterion, Supermarket sales analysis, Canadian supermarket data, multivariate stochastic processes

125.

Optimal Consumption-Investment Decisions Allowing for Bankruptcy: A Survey

WORLDWIDE ASSET AND LIABILITY MODELING, W.T. Ziemba, J.M. Mulvey, eds., pp. 387-426, Cambridge University Press, Cambridge, U.K., 1998
Number of pages: 39 Posted: 16 Jan 2009 Last Revised: 27 Mar 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 75 (315,282)

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Consumption and Investment problem, Portfolio and Consumption problem, bankruptcy, subsistence consumption, minimal consumption, borrowing constraints, stochastic optimal control, martingale problems, optimal stopping problems, Risk aversion measures, Open Research Problems, financial engineering

126.

Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Survey

Manufacturing & Service Operations Management, Vol. 4, No. 2, pp. 133-170, Spring 2002, ITORMS (Interactive Transactions of OR/MS), Vol. 3, No. 2, 2000
Number of pages: 72 Posted: 05 Nov 2008
Suresh Sethi, Houmin Yan, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 71 (325,092)

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manufacturing, hierarchical systems, dynamic programming, dynamic jobshops, optimal control, stochastic optimal control, operations and marketing, hierarchical decomposition, asymptotic optimality, averaging principle, multi time scale systems

127.

The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited

Management Science, Vol. 53, No. 12, pp. 1964-1976, December 2007
Number of pages: 36 Posted: 25 Jan 2008 Last Revised: 23 Jan 2009
Alain Bensoussan and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 71 (325,092)

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Maintenance and replacement, optimal control, variational inequality, stochastic processes, the Kamien-Scwwartz model, machine replacement

128.

Hierarchical Production Planning in a Stochastic Manufacturing System with Long-Run Average Cost: Asymptotic Optimality and Error Bounds

Number of pages: 32 Posted: 25 Apr 2008
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 70 (327,688)
Citation 4

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Stochastic manufacturing system, hierarchical control, dynamic programming, viscosity solution, convergence rate, error bound, ergodic problem, long-run average cost

129.

The Dynamic Lot Size Model with Stochastic Demands: A Decision Horizon Study

INFOR, Vol. 26, Issue 3, pp. 213-224, 1988
Number of pages: 13 Posted: 21 Jun 2009 Last Revised: 19 Oct 2010
Sita Bhaskaran and Suresh Sethi
University of Pittsburgh and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 69 (330,233)

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Decision horizon, forecast horizon, stochastic demands, concave cost, dynamic lot size model, Wagner Whitin algorithm

130.

Existence and Uniqueness of a Solution of a Partially Observed Stochastic Control Problem

Number of pages: 17 Posted: 10 Jul 2011 Last Revised: 17 Jul 2011
Alain Bensoussan, M. Çakanyıldırım, Suresh Sethi and Meng Li
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and Rutgers, The State University of New Jersey - Management
Downloads 66 (338,201)

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inventory/production, uncertainty, dynamic programming/optimal control, Markov, Stochastic Models

131.

Contingent Sourcing Under Supply Disruption and Competition

Number of pages: 24 Posted: 12 Dec 2013 Last Revised: 22 Mar 2014
Bo He, Varun Gupta and Suresh Sethi
Chongqing University - School of Economy and Business Administration, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 63 (346,377)

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contingent sourcing, supply disruption, game theory, risk management

132.

Peeling Layers of an Onion: Inventory Model with Multiple Delivery Modes and Forecast Updates

Journal of Optimization Theory and Applications, Vol. 108, No. 2, pp. 253-281, February 2001
Number of pages: 29 Posted: 19 Feb 2008 Last Revised: 01 May 2014
Suresh Sethi, Houmin Yan and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 63 (346,377)

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forecast revisions, multiple delivery modes, stochastic optimization, base-stock policy, inventory models, Peeling Layers of an Onion, Forecast Updates, dynamic programming

133.

Optimal Production Planning in a Stochastic N-machine Flowshop with Long-Run Average Cost

Mathematics and Its Applications to Industry, pp. 121-140, 2000
Number of pages: 24 Posted: 25 Apr 2008
Ernst Presman, Suresh Sethi, Hanqin Zhang and Qing Zhang
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 62 (349,183)

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Production Planning, Optimal Control, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Feedback Controls, Flowshop

134.

Simultaneous Optimization of Preventive Maintenance and Replacement Policy for Machines: A Modern Control Theory Approach

AIIE Transactions, Vol. 5, No. 2, pp. 156-163, June 1973
Number of pages: 22 Posted: 16 Apr 2011 Last Revised: 23 May 2012
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 61 (352,016)

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Optimization, Preventive Maintenance, Replacement Policy, Modern Control Theory

135.

A Production-Inventory Problem under an Energy Buy-Back Program

IEEE Transactions on Automation Science and Engineering, Vol. 4, No. 3, pp. 395-406, July 2007
Number of pages: 26 Posted: 22 Jan 2009 Last Revised: 31 Oct 2014
Frank Chen, Suresh Sethi and Hanqin Zhang
City Univ. of Hong Kong - Dept of Management Scienes, University of Texas at Dallas - Naveen Jindal School of Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 61 (352,016)

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Production-inventory model, (s; S) policy, dynamic programming, electricity use in production, energy buy-back program

136.

Average Cost Optimality in Inventory Models with Markovian Demands and Lost Sales

ANALYSIS, CONTROL AND OPTIMIZATION OF COMPLEX DYNAMIC SYSTEMS, E.K. Boukas, R. P. Malhame, eds., Chapter 1, pp. 3-23, Springer, 2005
Number of pages: 19 Posted: 19 Sep 2008 Last Revised: 30 Mar 2014
Dirk Beyer and Suresh Sethi
M-Factor, Inc. and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 61 (352,016)

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Dynamic inventory model, lost sales, Markov chain, dynamic programming, infinite

137.

Finite Production Rate Inventory Models with Increasing Production Cost

Naval Research Logistics Quarterly, Vol. 30, No. 3, pp. 401-414, 1983
Number of pages: 23 Posted: 17 Jan 2010
Suresh Chand and Suresh Sethi
Purdue University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 60 (354,838)

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Multiperiod Problems, Forecast Horizons, Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Lot Size Models, Operations Management, inventory models

138.

A Note on Modeling Simple Dynamic Cash Balance Problems

Journal of Financial and Quantitative Analysis (JFQA), Vol. 8, No. 4, 1973
Number of pages: 4 Posted: 10 Nov 2008 Last Revised: 06 Mar 2009
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 58 (360,826)

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cash balance problems, the maximum principle, optimal control problems, two-point boundary value problem, state constraints, cash management, financial engineering

139.

Sequencing and Scheduling in Robotic Cells: Recent Developments

Journal of Scheduling, Vol. 8, No. 5, pp. 387-426, October 2005
Number of pages: 64 Posted: 06 May 2008 Last Revised: 05 Aug 2015
Milind Dawande, Neil Geismar, Suresh Sethi and Chelliah Sriskandarajah
University of Texas at Dallas - Department of Information Systems & Operations Management, Texas A&M University - Mays Business School, University of Texas at Dallas - Naveen Jindal School of Management and Texas A&M University
Downloads 58 (360,826)

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Scheduling, Robotic cells, Cyclic production, 1-unit cycles, Sequencing robot moves, Computational complexity, NP-hard, manufacturing, flexible manufacturing

140.

Inventory Models with Markovian Demands and Cost Functions of Polynomial Growth

Journal of Optimization Theory and Applications, Vol. 98, No. 2, pp. 281-323, August 1998
Number of pages: 36 Posted: 14 Feb 2008 Last Revised: 21 Apr 2008
Dirk Beyer, Suresh Sethi and Michael I. Taksar
M-Factor, Inc., University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
Downloads 55 (370,211)

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Dynamic inventory models - Markov chains - dynamic programming, finite horizon, infinite horizon , cyclic demand, (s, S)-policy, inventory models, Markov process, cost with polynomial growth, average cost, ergodic problem, base-stockpolicy, incomplete information, partial observations

141.

Optimal Firm Contributions to Open Source Software

MANAGEMENT SCIENCE AND ECONOMICS, Christophe Deissenberg and Richard F. Hartl, eds., pp. 197-212, Springer, 2005
Number of pages: 25 Posted: 12 May 2008 Last Revised: 07 Oct 2008
Ernan Haruvy, Ashutosh Prasad, Suresh Sethi and Rong Zhang
University of Texas at Dallas - Naveen Jindal School of Management, University of California, Riverside (UCR), University of Texas at Dallas - Naveen Jindal School of Management and Chongqing University - College of Economics and Business Administration
Downloads 54 (373,413)

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Open sourcd software, dynamic games, game theory, differential games, optimal control, close-loop Nash equilibrium, software quality

142.

Optimal Production Control of a Failure-Prone Machine

Annals of Operations Research, Forthcoming
Number of pages: 22 Posted: 30 Jan 2008 Last Revised: 28 May 2009
E. Khmelnitsky, Ernst Presman and Suresh Sethi
affiliation not provided to SSRN, Russian Academy of Sciences (RAS) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 51 (383,028)

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Optimal Control, production control, inventory model, unreliable machine, threshold control, variational analysis

143.

Computation of Approximate Optimal Policies in a Partially Observed Inventory Model with Rain Checks

Automatica, Forthcoming
Number of pages: 36 Posted: 10 Sep 2009 Last Revised: 23 Jan 2011
Alain Bensoussan, M. Çakanyıldırım, Suresh Sethi and Ruixia (Sandy) Shi
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Richmond - Robins School of Business, Management Department
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partially observed inventory, rain checks, Chebyshev polynomials, Fast Fourier Transforms, incomplete inventory information. rain checks, inventory models, partially observed systems, dynamic programming

144.

A Note on Modeling Simple Dynamic Cash Balance Problem: Errata

Journal of Financial and Quantitative Analysis (JFQA), Vol. 13, No. 3, 1978
Number of pages: 3 Posted: 10 Nov 2008 Last Revised: 06 Mar 2009
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 49 (389,750)

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Cash balance problems, cash management, optimal control, maximum principle, state constraints, financial engineering

145.

Optimal Equity and Financing Model of Krouse and Lee: Corrections and Extensions

Journal of Financial and Quantitative Analysis (JFQA), Vol. 13, No. 3, pp. 487-505, 1978
Number of pages: 20 Posted: 06 Feb 2008 Last Revised: 06 Mar 2009
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 48 (393,236)

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Optimal Financing, optimal control, Miller-Modigliani theory, finacing mix, the maximum principle, retained earnings, equtiy financing, financial engineering

146.

Scheduling in Dual Gripper Robotic Cells for Productivity Gains

IEEE Transactions on Robotics and Automation, Vol. 17, No. 3, pp. 324-341, June 2001
Number of pages: 41 Posted: 15 Jan 2009 Last Revised: 05 Aug 2015
Suresh Sethi, Jeff Sidney and Chelliah Sriskandarajah
University of Texas at Dallas - Naveen Jindal School of Management, University of Ottawa and Texas A&M University
Downloads 47 (396,638)

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Scheduling, Robotic cells, Cyclic production, 1-unit cycles, Sequencing robot moves, Dual Gripper, Productivity gains

147.

Computational Evaluation of Hierarchical Production Control Policies for Stochastic Manufacturing Systems

Operations Research, Vol. 45, No. 2, pp. 258-274, March-April 1997
Number of pages: 35 Posted: 29 Apr 2008 Last Revised: 12 May 2009
Chand Samaratunga, Suresh Sethi and Xun Yu Zhou
affiliation not provided to SSRN, University of Texas at Dallas - Naveen Jindal School of Management and University of Toronto
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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Feedback Controls, Error Bounds, Computational Evaluations, Just-in-time inventory management, two-boundary controls, Kanban controls, CONWIP

148.

Explicit Solution of a General Consumption/Investment Problem

Mathematics of Operations Research, Vol. 11, No. 2, pp. 261-294, May 1986
Number of pages: 34 Posted: 22 Jan 2008 Last Revised: 07 Nov 2015
Ioannis Karatzas, John P. Lehoczky, Suresh Sethi and Steven E. Shreve
Columbia University - Department of Statistics, Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - Department of Mathematical Sciences
Downloads 47 (396,638)
Citation 1

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Mutual fund theorem,investment-consumption problem, consumption/portfolio problem, dynamic programming, stochastic control, bankruptcy,Brownian motion

149.

Scheduling of a Job Shop with Two Machine Centers Having Parallel Machines

Number of pages: 45 Posted: 01 Sep 2010
Wieslaw Kubiak, Suresh Sethi and Chelliah Sriskandarajah
University of Toronto, University of Texas at Dallas - Naveen Jindal School of Management and Texas A&M University
Downloads 46 (400,177)

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scheduling, job shop, two machine centers, parallel machines

150.

Scheduling Dual Gripper Robotic Cell: One-Unit Cycles

European Journal of Operational Research, Vol. 171, No. 2, pp. 598-631, June 2006
Number of pages: 49 Posted: 08 Apr 2008 Last Revised: 05 Aug 2015
Inna Drobouchevitch, Suresh Sethi and Chelliah Sriskandarajah
affiliation not provided to SSRN, University of Texas at Dallas - Naveen Jindal School of Management and Texas A&M University
Downloads 45 (403,694)

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Scheduling, Robotic cells, Cyclic production, 1-unit cycles, Sequencing robot moves

151.

Multi-Period Lot-Sizing with Stationary Demand: Extension to Forecast Horizons

Handbook of EOQ Inventory Problems: Stochastic and Deterministic Models and Applications (Choi ed.), Springer, New York, 2013, Forthcoming
Number of pages: 23 Posted: 30 Jan 2013
Suresh Chand and Suresh Sethi
Purdue University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 44 (407,306)

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Multi-period Lot-sizing, Stationary Demand, Extension to Forecast Horizons

152.

Optimal Feedback Controls in Dynamic Stochastic Jobshops

MATHEMATICS OF STOCHASTIC MANUFACTURING SYSTEMS; LECTURES IN APPLIED MATHEMATICS, G. Yin, Q. Zhang, eds., Vol. 33, pp. 235-252, American Mathematical Society, 1997
Number of pages: 23 Posted: 16 Jan 2009
Ernst Presman, Suresh Sethi and Wulin Suo
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management and Smith School of Business
Downloads 44 (407,306)

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Production planning, Optimal control, Dynamic programming, state constraints, feedback controls, inventory problem, jobshop, piecewise deterministic processes

153.

Scheduling Multiple Parts in a Robotic Cell Served by a Dual-Gripper Robot

Operations Research, Vol. 52, No. 1, pp. 65-82, January-February 2004
Number of pages: 50 Posted: 29 Apr 2008 Last Revised: 05 Aug 2015
Chelliah Sriskandarajah, Inna Drobouchevitch, Suresh Sethi and Ramaswamy Chandrashekaran
Texas A&M University, affiliation not provided to SSRN, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Erik Jonsson School of Engineering and Computer Science
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Scheduling, Robotic cells, Cyclic production, 1-unit cycles, Sequencing robot moves, Computational complexity, NP-hard

154.

The Classical Average-Cost Inventory Models of Iglehart and Veinott-Wagner Revisited

Journal of Optimization Theory and Applications, Vol. 101, No. 3, pp. 523-555, June 1999
Number of pages: 28 Posted: 19 Feb 2008 Last Revised: 21 Apr 2008
Dirk Beyer and Suresh Sethi
M-Factor, Inc. and University of Texas at Dallas - Naveen Jindal School of Management
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Dynamic inventory models, long-run average costs, (s, S) policy, infinite horizon, stationary analysis, dynamic programming, Veinott and Wagner, Iglehart

155.

Average Cost Optimality in Inventory Models with Markovian Demands: A Summary

Proceedings of the MSOM Conference, Hanover, New Hampshire, USA, 1996
Number of pages: 6 Posted: 17 Jan 2009 Last Revised: 28 Jan 2009
Dirk Beyer and Suresh Sethi
M-Factor, Inc. and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 43 (410,995)
Citation 3

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Inventory model, dynamic programming, average cost optimality, Markovian demand, (s, S) policy, State-dependent (s, S) policy

156.

Discrete Forecast Horizons for Two-Product Variants of the Dynamic Lot-Size Problem

International Journal of Production Economics, Vol. 120, pp. 430-436, 2009
Number of pages: 18 Posted: 04 Nov 2008 Last Revised: 13 Aug 2009
Milind Dawande, Srinagesh Gavirneni, Sanjeewa Naranpanawe and Suresh Sethi
University of Texas at Dallas - Department of Information Systems & Operations Management, Cornell University - Samuel Curtis Johnson Graduate School of Management, affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
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157.

Forecast Horizons for a Class of Dynamic Lot-Size Problems under Discrete Future Demand

Operations Research, Vol. 55, No. 4, pp. 688-702, July-August 2007
Number of pages: 39 Posted: 08 Apr 2008 Last Revised: 23 Jan 2009
Milind Dawande, Srinagesh Gavirneni, Sanjeewa Naranpanawe and Suresh Sethi
University of Texas at Dallas - Department of Information Systems & Operations Management, Cornell University - Samuel Curtis Johnson Graduate School of Management, affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
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inventory/production, planning horizons, programming, integer, applications

158.

A Survey of the Maximum Principles for Optimal Control Problems with State Constraints

SIAM Review, Vol. 37,No. 2, pp. 181-218, 1995
Number of pages: 38 Posted: 26 Feb 2008 Last Revised: 06 May 2017
R. F. Hartl, Suresh Sethi and Raymond Vickson
University of Vienna, University of Texas at Dallas - Naveen Jindal School of Management and University of Waterloo - Department of Management Sciences
Downloads 40 (422,319)
Citation 2

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optimal control; calculus of variations; maximum principles; state constraints; control constraints; mixed constraints; necessary conditions; sufficient conditions; jump conditions; adjoint variables

159.

Existence and Derivation of Forecast Horizons in a Dynamic Lot Size Model with Nondecreasing Holding Costs

Production and Operations Management, Vol. 1, No. 2, pp. 212-224, Spring 1992
Number of pages: 13 Posted: 12 Feb 2008
Stanislaw Bylka and Suresh Sethi
Polish Academy of Sciences and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 40 (422,319)

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Forecast Horizons, Solution Horizons, Decision Horizons, Dynamic Lot Size Model, Graph Theory, Wagner-Whitin Algorithm, Inventory Theory, Dynamic Programming, Fowrard Algorithm

160.

Hierarchical Production Controls in a Stochastic Two-Machine Flowshop with a Finite Internal Buffer

IEEE Transactions on Robotics and Automation, Vol. 13, No. 1, pp. 1-13, February 1997
Number of pages: 26 Posted: 16 Jan 2009
Suresh Sethi, Qing Zhang and Xun Yu Zhou
University of Texas at Dallas - Naveen Jindal School of Management, University of Georgia - Department of Mathematics and University of Toronto
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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Feedback Controls, Error Bounds, Discrete event systems, stochastic optimal control.

161.

The Branding Effect of Sponsored Search Advertising: Value-per-Click vs. Value-per-Impression

Number of pages: 54 Posted: 23 Jun 2017 Last Revised: 21 Oct 2018
Yanwu Yang, Daniel Dajun Zeng, Bernard Jansen and Suresh Sethi
Huazhong University of Science and Technology - School of Management, University of Arizona - Department of Management Information Systems, Pennsylvania State University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 37 (434,487)

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Sponsored Search Advertising, Branding Effect, Direct Response, Advertising Decisions, Budget Decisions

162.

Average Cost Optimal Policy for a Stochastic Two-Machine Flowshop with Limited Work-in-Process

NONLINEAR ANALYSIS: THEORY, METHODS & APPLICATIONS, Vol. 47, pp. 5671-5678, 2001
Number of pages: 7 Posted: 29 Apr 2008 Last Revised: 13 May 2009
Ernst Presman, Suresh Sethi, Hanqin Zhang and Arnab Bisi
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Purdue University - Krannert School of Management
Downloads 37 (434,487)

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Production Planning, Optimal Controls, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Feedback Controls, flowshop, average cost optimality

163.

Optimal Consumption and Investment Policies with Bankruptcy Modelled by a Diffusion with Delayed Reflection

Number of pages: 10 Posted: 11 Jan 2010 Last Revised: 14 Jan 2010
Suresh Sethi and Michael I. Taksar
University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
Downloads 35 (442,705)

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Consumption and Investment problem, Portfolio and Consumption problem, bankruptcy, stochastic optimal control, nonterminal bankruptcy, delayed reflection, dynamic programming

164.

A Mixed Optimization Technique for the Generalized Machine Replacement Problem

Naval Research Logistics Quarterly, Vol. 19, No. 3, pp. 471-481, 1972
Number of pages: 16 Posted: 22 Jun 2009 Last Revised: 10 Apr 2014
Suresh Sethi and Thomas E. Morton
University of Texas at Dallas - Naveen Jindal School of Management and affiliation not provided to SSRN
Downloads 35 (442,705)

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machine replacement, Wagner-Whitin algorthm, optimal control, maintenance, maximum principle, dynamic programming

165.

Near Optimization of Dynamic Systems by Decomposition and Aggregation

Journal of Optimization Theory and Applications, Vol. 99, No. 1, pp. 1-22, October 1998
Number of pages: 40 Posted: 18 Apr 2008 Last Revised: 18 Jan 2009
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 35 (442,705)

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Optimal control, dynamic systems, decomposition, aggregation, near optimization

166.

Hierarchical Production Control in a Stochastic Manufacturing System with Long-Run Average Cost

Journal of Mathematical Analysis and Applications, Vol. 214, No. 1, pp. 151-172, 1997
Number of pages: 25 Posted: 09 Apr 2008 Last Revised: 18 Jan 2009
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Asymptotic Optimality, Open-Loop Controls, Feedback Controls

167.

Policy Implications of an Inter-temporal Analysis of Advertising Budgeting Models

Proceedings of Midwest AIDS Conference, Michigan State University, April 13-14, 1973, A15-A18
Number of pages: 32 Posted: 16 Apr 2011 Last Revised: 24 May 2011
Suresh Sethi, R. E. Turner and C. E. Neuman
University of Texas at Dallas - Naveen Jindal School of Management, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 34 (446,892)

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Optimal Control, Inter-Temporal Advertising Expenditures

168.

Existence of Optimal Feedback Production Plans in Stochastic Flowshops with Limited Buffers

Automatica, Vol. 33, No. 10, pp. 1899-1903, 1997
Number of pages: 14 Posted: 16 Jan 2009
Ernst Presman, Suresh Sethi and Wulin Suo
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management and Smith School of Business
Downloads 34 (446,892)

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Production Planning, Optimal feedback Control, Stochastic Manufacturing System, Dynamic Programming, Verification Theorem, Flow control, Markov Chains, State Constraints, Inventory Control

169.

Computing Minimal Forecast Horizons: An Integer Programming Approach

Journal of Mathematical Modelling and Algorithms, Vol. 5, No. 2, pp. 239-258, June 2006
Number of pages: 23 Posted: 12 May 2008 Last Revised: 06 Nov 2008
Milind Dawande, Srinagesh Gavirneni, Sanjeewa Naranpanawe and Suresh Sethi
University of Texas at Dallas - Department of Information Systems & Operations Management, Cornell University - Samuel Curtis Johnson Graduate School of Management, affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 34 (446,892)

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Multiperiod Problems, Forecast Horizons, Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Lot Size Models, Operations Management, integer programming

170.

Christmas Toy Manufacturer's Problem: An Application of the Stochastic Maximum Principle

Opsearch, Vol. 14, No. 3, pp. 161-173, 1977
Number of pages: 18 Posted: 20 Mar 2011
Suresh Sethi and Gerald L. Thompson
University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
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Stochastic Maximum Principle

171.

A Stochastic Extension of the Miller-Modigliani Framework

Downloads 33 (451,201)
Citation 5

A Stochastic Extension of the Miller-Modigliani Framework

Mathematical Finance, Vol. 1, No. 4, pp. 57-76, October 1991
Number of pages: 22 Posted: 20 Jan 2009 Last Revised: 30 Apr 2014
Suresh Sethi, N. A. Derzko and John P. Lehoczky
University of Texas at Dallas - Naveen Jindal School of Management, University of Toronto and Carnegie Mellon University
Downloads 29 (482,606)

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Miller-Modigliani theory, MM theory, partial equilibrium, dividend approach, cash-flow approach, share price, value of firm, stochastic process, stochastic firm, risk neutrality, risk aversion, share repurchase, financial valuation, infinite horizon firm

A Stochastic Extension of the Miller-Modigliani Framework

Mathematical Finance, Vol. 1, Issue 4, pp. 57-76, October 1991
Number of pages: 20 Posted: 18 Apr 2008
Suresh Sethi, N. A. Derzko and John P. Lehoczky
University of Texas at Dallas - Naveen Jindal School of Management, University of Toronto and Carnegie Mellon University
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172.

Analysis of Average Cost Optimality for an Unreliable Two-Machine Flowshop

Proceedings of the Fourth International Conference on Optimization Techniques and Applications, pp. 94-112, 1998
Number of pages: 29 Posted: 18 Apr 2008
Ernst Presman, Suresh Sethi, Hanqin Zhang and Qing Zhang
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
Downloads 33 (451,201)

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Production planning, Dynamic programming, state constraints, feedback controls, optimal control theory, long-run average cost

173.

Sourcing Contract Under Countervailing Incentives

Number of pages: 28 Posted: 22 Mar 2019
Qi Feng, Xianghua Gan and Suresh Sethi
Purdue University - Krannert School of Management, Southwestern University of Finance and Economics (SWUFE) - School of Business Administration and University of Texas at Dallas - Naveen Jindal School of Management
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supply contract, adverse selection, supply chain efficiency, type-dependent reservation profit, countervailing incentives

174.

Impulse Control with Random Reaction Periods: A Central Bank Intervention Problem

Operations Research Letters, 40, 425-430, 2012
Number of pages: 14 Posted: 24 Apr 2012 Last Revised: 27 Mar 2014
Alain Bensoussan, Hongwei Long, Sandun Perera and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management, Department of Mathematics, Florida Atlantic University, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 32 (455,677)

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impulse control, central bank interventions, market reactions, variational inequality

175.

Infinite-Horizon Investment Consumption Model with a Nonterminal Bankruptcy

Journal of Optimization Theory and Applications, Vol. 74, No. 2, pp. 333-346, August 1992, Optimal Consumption and Investment with Bankruptcy, Chapter 4, pp. 67-84, Kluwer Academic Press, 1997
Number of pages: 22 Posted: 19 Feb 2008 Last Revised: 12 Jan 2010
Suresh Sethi and Michael I. Taksar
University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
Downloads 32 (455,677)
Citation 2

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Consumption and investment, bankruptcy, infinite-horizon problems, diffusion with delayed reflection, stochastic optimal control, nonterminal bankruptcy

176.

Asymptotic Optimal Feedback Controls in Stochastic Dynamic Two-Machine Flowshops

RECENT ADVANCES IN CONTROL AND OPTIMIZATION OF MANUFACTURING SYSTEMS, LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, G. Yin, Q. Zhang, eds., Vol. 214, pp. 147-180, Springer-Verlag, New York, 1996
Number of pages: 23 Posted: 15 Jan 2009 Last Revised: 30 Mar 2014
Suresh Sethi and Xun Yu Zhou
University of Texas at Dallas - Naveen Jindal School of Management and University of Toronto
Downloads 31 (460,367)

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Feedback Controls, Kanban policy, Inventory problems, Flowshops, Threshold-type controls

177.

A Responsive-Pricing Retailer Sourcing from Competing Suppliers Facing Disruptions

Number of pages: 40 Posted: 27 Jul 2017
Xi Shan, Tao Li and Suresh Sethi
University of Texas at Dallas, Naveen Jindal School of Management, Students, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
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Stackelberg-Nash Game, Disruption, Responsive Pricing, Competing Suppliers

178.

The Role of MNCs in the Transfer of FMS Technology: Implications for Home and Host Countries

Proceedings of the 1st ORSA/TIMS Conference on Flexible Manufacturing Systems, pp. 117-122, 1984
Number of pages: 23 Posted: 20 Mar 2011
Joe D'Cruz and Suresh Sethi
affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
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Multinational Corporations, Flexible Manufacturing Systems, FMS, Technology Transfer, CAD/CAM, Economies of Scope, Long Lead Times, Canada

179.

Feedback Control in Flowshops

UNSOLVED PROBLEMS IN MATHEMATICAL SYSTEMS & CONTROL THEORY, V. D. Blondel and A. Megretski, eds., pp. 140-143, Princeton University Press, Princeton NJ, 2004
Number of pages: 4 Posted: 24 Feb 2009
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
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Stochastic manufacturing systems, hierarchical decision making, feedback control, flowshos

180.

A Useful Transformation of Hamiltonians Occurring in Optimal Control Problems In Economic Analyses

Journal of Management Science and Applied Cybernetics, Vol. 2, Vol. 3, pp. 115-131, 1973
Number of pages: 20 Posted: 20 Jan 2009 Last Revised: 27 Mar 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
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Maximum principle, Hamiltonian, Optimal Control, Discounting, Long-run stationary equilibrium, autonomous systems, economic analyses, economic interpretation, adjoint variables

181.

Some Insights into Near-Optimal Plans for Stochastic Manufacturing Systems

MATHEMATICS OF STOCHASTIC MANUFACTURING SYSTEMS: LECTURES IN APPLIED MATHEMATICS, G. Yin, Q. Zhang, eds., Vol. 33, pp. 287-315, American Mathematical Society, Providence, RI, 1997
Number of pages: 39 Posted: 16 Jan 2009
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 30 (465,108)

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Hierarchical manufacturing systems, hierarchical decomposition, singular perturbations, time-scale decomposition, flowshop, production planning, threshold-type control, Kanban control, near-optimal solutions, stochastic control, optimal control, capacity loss phenomenon

182.

Hierarchical Production Control in a Stochastic N-Machine Flowshop with Limited Buffers

Journal of Mathematical Analysis and Applications, No. 246, pp. 28-57, 2000
Number of pages: 32 Posted: 09 Apr 2008 Last Revised: 26 Apr 2008
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
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hierarchical control, manufacturing systems, stochastic dynamic programming, optimal control, discounted cost

183.

Optimal Financing of a Corporation Subject to Random Returns

Mathematical Finance, Vol. 12, pp. 155-172, 2002
Number of pages: 18 Posted: 06 Feb 2003
Suresh Sethi and Michael I. Taksar
University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
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Citation 1
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184.

Linear Optimal Control Problems and Generalized Linear Programs

The Journal of the Operational Research Society, Vol. 32, No. 6, pp. 467-476, June 1981
Number of pages: 10 Posted: 04 Jul 2009 Last Revised: 21 Apr 2015
George B. Dantzig (deceased) and Suresh Sethi
Deceased and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 29 (469,893)

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Linear Programming, generalized programming, maximum principle, semi-infinite programming, linear optimal control problems, optimal control, state constraints, necessary optimality conditions, Hamiltoinian, mathematical programming

185.

Optimal Pricing in a Hazard Rate Model of Demand

Optimal Control Applications and Methods, Vol. 24, pp. 183–196, 2003
Number of pages: 14 Posted: 22 Jun 2009 Last Revised: 26 Apr 2014
Suresh Sethi and Frank M. Bass (deceased)
University of Texas at Dallas - Naveen Jindal School of Management and Deceased
Downloads 29 (469,893)

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pricing of durable products, optimal pricing, hazard rate, optimal control

186.

Some Complexity Issues in a Class of Knapsack Problems: What Makes a Knapsack Problem 'Hard'?

INFOR, Vol. 32, Issue 3, p. 149-161, August 1994
Number of pages: 14 Posted: 21 Jun 2009 Last Revised: 19 Oct 2010
D. Krass, Suresh Sethi and Gerhard Sorger
Rotman School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Vienna - Faculty of Business, Economics, and Statistics
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Computational complexity, parametrized knapsack problems, polynomially recognizable sets, greedy algorithms

187.

A Note on Productivity Gains in Flexible Robotic Cells

International Journal of Flexible Manufacturing Systems, Vol. 17, No. 1, pp. 5-21, January 2005
Number of pages: 24 Posted: 12 May 2008 Last Revised: 05 Aug 2015
Neil Geismar, Suresh Sethi, Jeff Sidney and Chelliah Sriskandarajah
Texas A&M University - Mays Business School, University of Texas at Dallas - Naveen Jindal School of Management, University of Ottawa and Texas A&M University
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Scheduling, Robotic cells, Cyclic production, 1-unit cycles, Sequencing robot moves, Computational complexity, NP-hard, flexible robotic cells

188.

Explicit Solution of a General Consumption/Portfolio Problem with Subsistence Consumption and Bankruptcy

Journal of Economic Dynamics and Control, Vol. 16, No. 3-4, pp. 747-768, 1992.
Number of pages: 22 Posted: 15 Jan 2008 Last Revised: 26 Apr 2014
Suresh Sethi, Michael I. Taksar and Ernst Presman
University of Texas at Dallas - Naveen Jindal School of Management, University of Missouri at Columbia - Department of Mathematics (Deceased) and Russian Academy of Sciences (RAS)
Downloads 29 (469,893)
Citation 1

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Consumption/portfolio problem, investment-consumption problem, dynamic programming, stochastic control, subsistence consumption, bankruptcy

189.

On Optimality of Stochastic N-Machine Flowshop with Long-Run Average Cost

STOCHASTIC THEORY AND CONTROL: LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, B. Pasik-Duncan, ed., Vol. 280, pp. 399-417, Springer-Verlag, Berlin, 2002
Number of pages: 17 Posted: 29 May 2008 Last Revised: 30 Mar 2014
Ernst Presman, Suresh Sethi, Hanqin Zhang and Qing Zhang
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
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Production Planning, Optimal Controls, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Feedback Controls, flowshop

190.

Minimizing Makespan in a Class of Reentrant Shops

Operations Research, Vol. 45, No. 5, pp. 702-712, 1997
Number of pages: 26 Posted: 30 Apr 2008 Last Revised: 18 Jan 2009
M. W. Wang, Suresh Sethi and S. L. van de Velde
affiliation not provided to SSRN, University of Texas at Dallas - Naveen Jindal School of Management and Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management
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Scheduling, Reentrant shop, Makespan, Heuristics, Computational Complexity, NP hard, NP Complete

191.

Optimal Advertising Policy with the Contagion Model

Journal of Optimization Theory and Applications, Vol. 29, No. 4, pp. 615-627, December 1979
Number of pages: 13 Posted: 22 Jun 2009 Last Revised: 01 May 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 26 (485,395)
Citation 1

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Optimal control, advertising, Green's theorem approach, nearest feasible parth, infinite horizon, optimal stationary equilibria. economic application

192.

Multiple Finite Production Rate Dynamic Lot Size Inventory Models

Operations Research, Vol. 29, No. 5, pp. 931-944, Sep/Oct 1981
Number of pages: 34 Posted: 29 Apr 2008 Last Revised: 20 Jan 2010
Suresh Sethi and Suresh Chand
University of Texas at Dallas - Naveen Jindal School of Management and Purdue University
Downloads 26 (485,395)
Citation 1

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Multiperiod Problems, Forecast Horizons, Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Lot Size Models, Operations Management, inventory models

193.

Decision and Forecast Horizons for One-Dimensional Optimal Control Problems: Existence Results and Applications

Optimal Control Applications & Methods, Vol. 13, pp. 179-192, 1992
Number of pages: 26 Posted: 14 Jul 2009 Last Revised: 13 Apr 2012
Ryszarda Rempala and Suresh Sethi
affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
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Forecast and decision horizons, optimal control, state constraints, production-inventory models

194.

Hierarchical Production Controls for a Stochastic Manufacturing System with Long-Run Average Cost: Asymptotic Optimality

STOCHASTIC ANALYSIS, CONTROL, OPTIMIZATION AND APPLICATIONS: A VOLUME IN HONOR OF W.H. FLEMING, W. M. McEneaney, G. Yin, Q. Zhang, eds., Birkhäuser, 1999
Number of pages: 17 Posted: 27 Apr 2008
Suresh Sethi and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 25 (490,852)

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Open-Loop Controls, Viscosity Solution

195.

Average-Cost Optimal Policies for an Unreliable Flexible Multiproduct Machine

International Journal of Flexible Manufacturing Systems, Vol. 11, No. 2, pp. 147-157, 1999
Number of pages: 14 Posted: 18 Apr 2008
Suresh Sethi and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
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multiproduct FMS, long run average cost , hedging point policy, flexible manufacturing systems, unreleliable machines, production planning

196.

Market Feedbacks and the Limits to Growth

INFOR, Vol. 15, Issue 1, pp. 1-21, February 1977
Number of pages: 22 Posted: 21 Jun 2009 Last Revised: 19 Oct 2010
G. David Quirin and Suresh Sethi
affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 24 (496,437)

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Limits to growth, Forrester-Meadows models, feedback, aggregation, disaggregation, population, economic growth, pollution, steady state solution, technological progress

197.

Deterministic Retrial Times are Optimal in Queues with Forbidden States

INFOR, Vol. 27, No. 3, pp. 374-386, August 1989
Number of pages: 14 Posted: 20 Feb 2009 Last Revised: 19 Oct 2010
V. G. Kulkarni and Suresh Sethi
University of North Carolina (UNC) at Chapel Hill and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 23 (501,923)

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Optimal Retrial Times, Queueing, Regenerative States, Retrial queues

198.

Hierarchical Production Control in Dynamic Stochastic Jobshops with Long-Run Average Cost

Journal of Optimization Theory and Applications, Vol. 106, No. 2, pp. 231-264, August 2000
Number of pages: 35 Posted: 09 Apr 2008 Last Revised: 27 Apr 2008
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
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Hierarchical control, manufacturing systems, stochastic dynamic programming, optimal control, long-run average cost

199.

Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy

Mathematics of Operations Research, Vol. 8, No. 4, pp. 613-636, November 1983
Number of pages: 114 Posted: 20 Jan 2008 Last Revised: 24 Mar 2011
John P. Lehoczky, Suresh Sethi and Steven E. Shreve
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - Department of Mathematical Sciences
Downloads 21 (513,571)
Citation 3

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Consumption and Investment Problem, bankruptcy, dynamic programming, stochastic control

200.

Asymptotic Optimality of Hierarchical Controls in Stochastic Manufacturing Systems: A Review

OPERATIONS RESEARCH: METHODS, MODELS, AND APPLICATIONS, J. E. Aronson, S. Zionts, eds., Quoram Books, 1998
Number of pages: 37 Posted: 17 Jan 2009
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 20 (519,341)

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Feedback Controls, Error Bounds, Flowshops, Jobshops, Prpmotion, Capacity Expansion

201.

Hierarchical Production Control in a Stochastic N-Machine Flowshop with Long-Run Average Cost

Journal of Mathematical Analysis and Applications, No. 251, pp. 285-309, 2000
Number of pages: 31 Posted: 09 Apr 2008 Last Revised: 27 Apr 2008
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
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hierarchical control, manufacturing systems, stochastic dynamic programming, optimal control, long-run average cost

202.

Nearest Feasible Paths in Optimal Control Problems: Theory, Examples, and Counterexamples

Journal of Optimization Theory and Applications, Vol. 23, No. 4, pp. 563-579, December 1977
Number of pages: 17 Posted: 24 Jan 2008 Last Revised: 01 May 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 20 (519,341)
Citation 2

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DNSS points, Nearest feasible paths, most rapid approach paths, MRAP, Optimal control, Green's theorem, infinite horizon, multiplicative problems, optimal stationary equilibrium, economic applications, Skiba points

203.

Optimal and Market Control in a Dynamic Economic System with Endogenous Heterogeneous Labor

IFORS/IFAC International Conference, Coventry, England, July 9-12, 1973 , IEE Conference Publication, No. 101, pp. 172-185
Number of pages: 46 Posted: 16 Apr 2011 Last Revised: 24 Apr 2011
Timothy W. Mcguire and Suresh Sethi
Management Science Associates, Inc. and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 19 (525,235)

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Optimal Economic Dynamics, Heterogeneous Labor, Discrete Maximum Principle

204.

Minimizing Makespan in Flowshops with Pallet Requirements: Computational Complexity

INFOR, Vol. 35 Issue 4, pp. 277-285, November 1997
Number of pages: 10 Posted: 21 Jun 2009 Last Revised: 19 Oct 2010
M. W. Wang, Suresh Sethi, Chelliah Sriskandarajah and S. L. van de Velde
affiliation not provided to SSRN, University of Texas at Dallas - Naveen Jindal School of Management, Texas A&M University and Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management
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flowshop scheduling, makespan, pallets, buffers, computational complexity

205.

Dominance of Cyclic Solutions and Challenges in the Scheduling of Robotic Cells

SIAM Review, Vol. 47, No. 4, pp. 709-721, 2005
Number of pages: 20 Posted: 06 Feb 2008 Last Revised: 05 Aug 2015
Milind Dawande, Neil Geismar and Suresh Sethi
University of Texas at Dallas - Department of Information Systems & Operations Management, Texas A&M University - Mays Business School and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 19 (525,235)

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combinatorial optimization, robotics, discrete-time systems, scheduling theory

206.

Optimal Skill Mix: An Application of the Maximum Principle for Systems with Retarded Controls

Journal of Optimization Theory and Applications, Vol. 23, pp. 245-275, October 1977
Number of pages: 31 Posted: 11 Mar 2008 Last Revised: 29 Apr 2014
Suresh Sethi and Timothy W. Mcguire
University of Texas at Dallas - Naveen Jindal School of Management and Management Science Associates, Inc.
Downloads 18 (531,022)

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Human capital, optimal control, retarded control problems, labor training, economics, maximum principle

207.

Finite-Production-Rate Inventory Models with First and Second Shift Setups

Naval Research Logistics Quarterly, Vol. 30, No. 3, pp. 401-414, 1983
Number of pages: 23 Posted: 26 Feb 2008 Last Revised: 20 Jan 2010
Suresh Chand and Suresh Sethi
Purdue University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 18 (531,022)

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Planning horizon, Forecast horizon, decision horizon, forward procedures, lot size model, dynamic programming, inventory models, inventory/production, setup cost

208.

Distribution of Bankruptcy Time in a Consumption/Portfolio Problem

Journal of Economic Dynamics and Control, Vol. 20, Nos. 1-3, January-March 1996
Number of pages: 7 Posted: 30 Jan 2008 Last Revised: 30 Apr 2014
Ernst Presman and Suresh Sethi
Russian Academy of Sciences (RAS) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 17 (536,885)

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consumption/portfolio problem ,bankruptcy, subsistence consumption, stochastic control

209.

On the Complexity of Generalized Due Date Scheduling Problems

European Journal of Operational Research, Vol. 51, No. 1, pp. 100-109, March 1991
Number of pages: 10 Posted: 08 Apr 2008 Last Revised: 25 May 2017
Nicholas G. Hall, Suresh Sethi and Chelliah Sriskandarajah
Ohio State University (OSU) - Department of Management Sciences, University of Texas at Dallas - Naveen Jindal School of Management and Texas A&M University
Downloads 16 (542,640)

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Machine scheduling, complexity theory, due dates, NP-complete

210.

General Solution of the Stochastic Price-Dividend Integral Equation: A Theory of Financial Valuation

SIAM Journal on Mathematical Analysis, Vol. 15, No. 6, pp. 1100-1113, 1984
Number of pages: 14 Posted: 06 Feb 2008 Last Revised: 30 Apr 2014
Suresh Sethi, N. A. Derzko and John P. Lehoczky
University of Texas at Dallas - Naveen Jindal School of Management, University of Toronto and Carnegie Mellon University
Downloads 16 (542,640)

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Price-Dividend Equation, Theory of Financial Valuation, Miller-Modigliani theory, MM theory, stochastic firm, integral equations, cash-flow approach, dividend approch, share price, tranversality condition, martingales, arbitrage, partial equilibrium, share repurchase, risk aversion, risk neutrality

211.

Dynamic Optimal Control Models in Advertising: Recent Developments

Management Science, Vol. 40, No. 2, pp. 195-226, 1994
Number of pages: 32 Posted: 30 Jan 2008 Last Revised: 11 May 2017
Gustav Feichtinger, R. F. Hartl and Suresh Sethi
Vienna University of Technology - Institute for Econometrics, Operations Research and Systems Theory, University of Vienna and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 15 (548,527)
Citation 9

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Advertising, optimal control, dynamic models, pricing, marketing mix, competition,Sethi model, Nerlove-Arrow model, Vidale-Wolfe model, sales-advertising response

212.

An Application of the Maximum Principle to a Heterogenous Labor Model with Retarded Controls

Proceedings of the Fourteenth Biennial Seminar of the Canadian Mathematical Congress, University of Western Ontario, August 12-25, 1973 , OPTIMAL CONTROL THEORY AND ITS APPLICATIONS, PART II, LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, Vol. 106, p. 197, B.J. Kirby, ed., Springer-Verlag, Berlin
Number of pages: 14 Posted: 17 Apr 2011 Last Revised: 24 Apr 2011
Timothy W. Mcguire and Suresh Sethi
Management Science Associates, Inc. and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 14 (554,587)

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Market Instability, Structural Unemployment, Heterogeneous Labor Model

213.

A Linear Bang-Bang Model of Firm Behavior and Water Quality

IEEE Transactions on Automatic Control, Vol. AC-22, No. 5, pp. 706-714, October 1977
Number of pages: 9 Posted: 16 Jan 2009 Last Revised: 25 Apr 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 14 (554,587)

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Pollution control, optimal control, water quality, Bang-bang control, multiple stationary equilibria, optimal production policy

214.

Minimizing Makespan in a Pallet-Constrained Flowshop

Journal of Scheduling, Vol. 2, No. 3, 1999
Number of pages: 3 Posted: 17 Jan 2009
J. (Han) A. Hoogeveen, Suresh Sethi, Chelliah Sriskandarajah, S. L. van de Velde and M. W. Wang
affiliation not provided to SSRN, University of Texas at Dallas - Naveen Jindal School of Management, Texas A&M University, Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management and affiliation not provided to SSRN
Downloads 13 (560,521)

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Scheduling; Flow-shop; Resource optimization; Makespan, Heuristics, Constraint on pallets, Worst-case bounds, the Gilmore-Gomory algorithm

215.

Recursiveness, Causality, and Feedback

IEEE Transactions on Automatic Control, Vol. AC-24, No. 1, pp. 113-115, February 1979
Number of pages: 3 Posted: 16 Jan 2009 Last Revised: 30 Apr 2014
Peter Caines and Suresh Sethi
Independent and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 13 (560,521)

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Causality, feedback, recursiveness, stochasic processes, time series analyses, Multivariate processes

216.

Asymptotically Optimal Production Policies in Dynamic Stochastic Jobshops with Limited Buffers

Journal of Mathematical Analysis and Applications, Vol. 317, No. 2, pp. 398-428, 2006
Number of pages: 31 Posted: 04 Mar 2008 Last Revised: 27 Apr 2008
Yumei Hou, Hanqin Zhang, Suresh Sethi and Qing Zhang
affiliation not provided to SSRN, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences, University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 13 (560,521)

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Optimal production policy, Stochastic manufacturing systems, Stochastic dynamic programming, Discounted cost, Asymptotic analysis

217.

Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems

Mathematics of Operations Research, Vol. 13, No. 2, pp. 295-310, 1988
Number of pages: 16 Posted: 28 Feb 2008 Last Revised: 07 Nov 2015
Christian Bes and Suresh Sethi
Independent and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 13 (560,521)

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Forecast horizons, decision Horizons, planning horizons, dynamic stochastic optimization, solution horizon

218.

Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients

Journal of Optimization Theory and Applications, Vol. 93, No. 2, pp. 243-272, May 1997
Number of pages: 30 Posted: 19 Feb 2008 Last Revised: 07 Nov 2015
Abel Cadenillas and Suresh Sethi
University of Alberta - Department of Mathematical and Statistical Sciences and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 13 (560,521)

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Consumption-investment problem, optimal stopping time, utility function, stochastic control, martingale representation theorem, change of probability measure, bankruptcy, KLSS model, Girsanov change of measure, subsistence consumption

219.

Strong Decision and Forecast Horizons in a Convex Production Planning Problem

Optimal Control Applications & Methods, Vol. 5, pp. 319-330, 1984
Number of pages: 12 Posted: 21 Jun 2009 Last Revised: 26 Apr 2014
Jinn-Tsair Teng, Gerald L. Thompson and Suresh Sethi
William Paterson University of New Jersey, Carnegie Mellon University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 12 (566,872)

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Production-inventory planning, strong decision and forecast horizons, warehouse capacity constraints, branch and bound algorithms

220.

Minimal Forecast Horizons in Equipment Replacement Models with Multiple Technologies and General Switching Costs

Naval Research Logistics, Vol. 39, No. 4, pp. 487-507, 1992
Number of pages: 21 Posted: 26 Feb 2008 Last Revised: 07 Nov 2015
Stanislaw Bylka, Gerhard Sorger and Suresh Sethi
Polish Academy of Sciences, University of Vienna - Faculty of Business, Economics, and Statistics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 12 (566,872)

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Planning horizon, Forecast horizon, decision horizon, forward procedures, machine replacement model, dynamic programming, improving technological environment, switching cost

221.

Planning Horizon Procedures for Machine Replacement Models

Management Science, Vol. 25, No. 2, pp. 140-151, February 1979
Number of pages: 12 Posted: 05 May 2008 Last Revised: 07 Nov 2015
Suresh Sethi and Suresh Chand
University of Texas at Dallas - Naveen Jindal School of Management and Purdue University
Downloads 11 (573,033)

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Machine Replacement Models; Multiperiod Problems; Forecast Horizons; Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Operations Management, technology forecast

222.

Mathematical Analysis of the Miller-Modigliani Theory

Operations Research Letters, Vol. 1, Issue 4, pp. 148-152, September 1982
Number of pages: 5 Posted: 22 Jan 2008 Last Revised: 06 May 2017
Suresh Sethi, N. A. Derzko and John P. Lehoczky
University of Texas at Dallas - Naveen Jindal School of Management, University of Toronto and Carnegie Mellon University
Downloads 11 (573,033)

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MM Theory, Miller-Modigliani theory, partial equlibrium, dividend approach, cash flow approach, valuation of firm. arbitrage pricing, share repurchase, MM theory, financial valuation, infinite horizon firm

223.

Short Communication: An Exercise in Modelling of Consumption, Import and Export of an Exhaustible Resource

Optimal Control Applications & Methods, Vol. 11 , pp. 191-196, 1990
Number of pages: 6 Posted: 21 Jun 2009 Last Revised: 01 May 2014
Suresh Sethi and Gerhard Sorger
University of Texas at Dallas - Naveen Jindal School of Management and University of Vienna - Faculty of Business, Economics, and Statistics
Downloads 10 (579,335)

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Optimal control, non-renewable resource, import/export, consumption, Maximum principle

224.

A Note on a Simplified Approach to the Valuation of Risky Streams

Operations Research Letters, Vol. 3, No. 1, pp. 13-17, April 1984
Number of pages: 5 Posted: 15 Feb 2009 Last Revised: 18 Nov 2010
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 10 (579,335)

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valuation, arbitrage, stochastic processes, linear functional, valuation functional, valuation of risky streams, arbitrage approach

225.

Turnpike Sets and Their Analysis in Stochastic Production Planning Problems

Mathematics of Operations Research, Vol. 17, No. 4, pp. 932-950, 1992
Number of pages: 19 Posted: 26 Feb 2008 Last Revised: 07 Nov 2015
Suresh Sethi, Halil Mete Soner, Qing Zhang and Jiong Jiang
University of Texas at Dallas - Naveen Jindal School of Management, Koc University - College of Administrative Sciences and Economics, University of Georgia - Department of Mathematics and Independent
Downloads 10 (579,335)

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production planning, stochastic optimal control, viscosity solutions, stocahstic manufacturing systems, threshold policy, turnpike sets, turnpike theory, hierarchical controls, asymptotic optimality

226.

Optimal Software Development: A Control Theoretic Approach

Information Systems Research, September 2005, Vol. 16, No. 3, 292-306, University of Alberta School of Business Research Paper No. 2013-656
Number of pages: 39 Posted: 28 Jun 2013 Last Revised: 03 May 2014
Yonghua Ji, Vijay Mookerjee and Suresh Sethi
University of Alberta - Department of Accounting, Operations & Information Systems, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 9 (585,642)

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optimal software development, concurrent development and debugging, optimal control theory

227.

Conditions for the Existence of Decision Horizons for Discounted Problems in a Stochastic Environment: A Note

Operations Research Letters, Vol. 4, No. 2, pp. 61-64, June 1985
Number of pages: 4 Posted: 15 Feb 2009 Last Revised: 26 Apr 2014
Suresh Sethi and Sita Bhaskaran
University of Texas at Dallas - Naveen Jindal School of Management and University of Pittsburgh
Downloads 9 (585,642)
Citation 4

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Multiperiod Problems, Forecast Horizons, Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Lot Size Models, Operations Management, Existence, Sufficiency Conditions, Stochastic Problems

228.

Stability of Real-Time Lot-Scheduling and Machine Replacement Policies with Quality Levels

IEEE Transactions on Automatic Control, Vol. 45, No. 11, pp. 2193-2196, November 2000
Number of pages: 17 Posted: 20 Jan 2009
Gerhard Sorger, Xun Yu Zhou and Suresh Sethi
University of Vienna - Faculty of Business, Economics, and Statistics, University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 9 (585,642)

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Lot scheduling, machine replacement, Markov process, unreliable machines, quality levels, scheduling, stability, recurrence

229.

A Note on "Level Schedules for Mixed-Model Assembly Lines in Just-in-Time Production Systems"

Management Science, Vol. 37, No. 1, pp. 121-122 , January 1991
Number of pages: 2 Posted: 05 May 2008 Last Revised: 06 May 2017
Wieslaw Kubiak and Suresh Sethi
University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 9 (585,642)

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Production planning, Dynamic programming, mixed model assembly lines, production scheduling, assignment problem

230.

Optimal Investment-Consumption Decisions With Partially Observed Inflation: A Discrete-Time Formulation

Number of pages: 24 Posted: 11 Jul 2019
Alain Bensoussan and Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 8 (591,974)

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Portfolio-consumption problems, partial observations, inflation, mutual fund theorems, discrete time formulation

231.

Distributed Parameter Systems Approach to the Optimal Cattle Ranching Problem

Optimal Control Applications & Methods, Vol. 1, pp. 3-10, 1980
Number of pages: 8 Posted: 21 Jun 2009 Last Revised: 01 May 2014
N. A. Derzko, Suresh Sethi and Gerald L. Thompson
University of Toronto, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 8 (591,974)

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Optimal cattle ranching problem, distributed parameter control systems, socio-economic problems, hereditory systems

232.

Multilevel Hierarchical Decision Making in Stochastic Marketing-Production Systems

SIAM Journal on Control and Optimization, Vol. 33, No. 2, pp. 528-553, 1995
Number of pages: 26 Posted: 26 Feb 2008 Last Revised: 25 May 2017
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 8 (591,974)
Citation 1

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stochastic manufacturing systems, marketing-production planning, hierarchical control, Markov processes, dynamic programming, viscosity solutions

233.

Hierarchical Decomposition of Production and Capacity Investment Decisions in Stochastic Manufacturing Systems

International Transactions in Operational Research, Vol. 1, No. 4, pp. 435-451, 1994
Number of pages: 17 Posted: 15 Jan 2008 Last Revised: 14 May 2019
Suresh Sethi, Michael I. Taksar and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics
Downloads 8 (591,974)

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production, inventory, investment, capital budgeting, planning, optimization; control; systems, Markov, dynamic programming

234.

Earliness-Tardiness Scheduling Problems, II: Deviation of Completion Times About a Restrictive Common Due Date

Operations Research,Vol. 39, No. 5, pp. 847-856, September - October 1991
Number of pages: 10 Posted: 08 Apr 2008 Last Revised: 13 May 2017
Nicholas G. Hall, Wieslaw Kubiak and Suresh Sethi
Ohio State University (OSU) - Department of Management Sciences, University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 7 (598,403)

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Production, scheduling, earliness-tardiness, common due date, computational complexity,dynamic programming

235.

Average Cost Optimality for an Unreliable Two-Machine Flowshop with Limited Internal Buffer

Annals of Operation Research, Vol. 98, pp. 333-351, 2000
Number of pages: 19 Posted: 09 Apr 2008 Last Revised: 26 Apr 2014
Ernst Presman, Suresh Sethi, Hanqin Zhang and Arnab Bisi
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Purdue University - Krannert School of Management
Downloads 6 (605,031)

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production planning, stochastic dynamic programming, optimal control, long-run average cost

236.

Hierarchical Capacity Expansion and Production Planning Decisions in Stochastic Manufacturing Systems

Journal of Operations Management, Vol. 12, No. 3-4, pp. 331-352, June 1995
Number of pages: 22 Posted: 19 Feb 2008 Last Revised: 31 Jan 2019
Suresh Sethi, Michael I. Taksar and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics
Downloads 6 (605,031)

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Stochastic manufacturing systems, Hierarchical decisions, Capacity expansion,Production planning, Dynamic programming,Asymptotic optimality, Markov process, Singular perturbations, Near optimality, Strategic decisions, Operationa decisions, Decentralization

237.

Stochastic Production Planning with Production Constraints

SIAM Journal on Control and Optimization, Vol. 22, No. 6, pp. 920-935, 1984
Number of pages: 16 Posted: 30 Jan 2019
Alain Bensoussan, Suresh Sethi, Raymond Vickson and N. A. Derzko
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of Waterloo - Department of Management Sciences and University of Toronto
Downloads 5 (611,681)

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production-inventory model, aggregate planning, stochastic optimal control, dynamic programming, control constraints,policy iteration, HMMS Model

238.

On the Maximum Principle for a Class of Discrete Dynamical Systems with Lags

Journal of Optimization Theory and Applications, Vol. 19, No. 3, pp. 445-454, July 1976, Management Sciences Research Report No. 262
Number of pages: 10 Posted: 21 Jun 2009 Last Revised: 31 Jan 2019
C.A. Burdet and Suresh Sethi
Carnegie Mellon University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 5 (611,681)

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Necessary conditions, advertising models, discrete maximum principle, directional convexity, optimal control

239.

Computation of Optimal Production Plans for Manufacturing Systems

Nonlinear Analysis, Theory, Methods & Applications, Vol. 30. No. I, pp. 4329-4338, 1997
Number of pages: 10 Posted: 21 Jun 2009 Last Revised: 11 May 2017
Leslie Stephen Jennings, Suresh Sethi and Kok Lay Teo
The University of Western Australia, University of Texas at Dallas - Naveen Jindal School of Management and Curtin University - Department of Mathematics and Statistics
Downloads 5 (611,681)

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Optimal control, constrained optimal control, manufacturing systems, open-loop controls, constraint smoothing, control parametrization, optimization, regularization

240.

A State Aggregation Approach to Manufacturing Systems Having Machine States with Weak and Strong Interactions

Operations Research, Vol. 39, No. 6, pp. 970-978, November-December 1991
Number of pages: 9 Posted: 29 Apr 2008 Last Revised: 06 May 2017
Jiong Jiang and Suresh Sethi
Independent and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 5 (611,681)
Citation 2

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Optimal control, dynamic systems, decomposition, aggregation, near optimization, hierarchical control, Systems wirh weak and strong interactions

241.

Existence of Forecast Horizons in Undiscounted Discrete-Time Lot Size Models

Operations Research, Vol. 38, Iss. 5, pp. 884-892, September/October 1990
Number of pages: 9 Posted: 29 Apr 2008 Last Revised: 13 May 2017
Suresh Chand, Suresh Sethi and Jean-Marie Proth
Purdue University, University of Texas at Dallas - Naveen Jindal School of Management and Institut National de Recherche en Informatique et Automatique (INRIA)
Downloads 5 (611,681)
Citation 1

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Multiperiod Problems; Forecast Horizons; Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Lot Size Models, Operations Management

242.

Analysis of a Class of Real-Time Multiproduct Lot Scheduling Policies

IEEE Transactions on Automatic Control, Vol. 36, No. 2, pp. 243-248, 1991
Number of pages: 8 Posted: 08 Apr 2008 Last Revised: 10 May 2017
Sheldon Lou, Suresh Sethi and Gerhard Sorger
Independent, University of Texas at Dallas - Naveen Jindal School of Management and University of Vienna - Faculty of Business, Economics, and Statistics
Downloads 5 (611,681)
Citation 1

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feedback, scheduling ,clear-the-largest-work policies, dynamical system, feedback policies, processing times, real-time multiproduct lot scheduling policies, scheduling problem, total work-in-process

243.

Dynamics and Optimization of a Distributed Sales-Advertising Model

Journal of Optimization Theory and Applications, Vol. 52, No. 3, pp. 443-461, March 1987
Number of pages: 20 Posted: 05 Apr 2008 Last Revised: 11 May 2017
Thomas I. Seidman, Suresh Sethi and N. A. Derzko
UMBC, University of Texas at Dallas - Naveen Jindal School of Management and University of Toronto
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sales-advertising models, population dynamics, optimal control, distributed parameter systems, diffusion models

244.

General Solution of the Price-Dividend Integral Equation

SIAM Journal of Mathematical Analysis, Vol. 13, No. 1, pp. 106-111, January 1982
Number of pages: 6 Posted: 28 Feb 2008 Last Revised: 13 May 2017
N. A. Derzko and Suresh Sethi
University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
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Dividend approch, financial valuation, Miller-Modigliani theory, share price, cash flow approach, partial equilibrium,

245.

Risk-Aversion Behavior in Consumption/Investment Problems

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Risk-Aversion Behavior in Consumption/Investment Problems

Mathematical Finance, Vol. 1, Issue 1, pp. 100-124, January 1991
Number of pages: 24 Posted: 18 Apr 2008
Ernst Presman and Suresh Sethi
Russian Academy of Sciences (RAS) and University of Texas at Dallas - Naveen Jindal School of Management
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Risk-Aversion Behavior in Consumption/Investment Problems

Mathematical Finance, Vol. 1, No. 1, pp. 100-124, January 1991
Posted: 15 Jan 2008 Last Revised: 31 Jan 2019
Ernst Presman and Suresh Sethi
Russian Academy of Sciences (RAS) and University of Texas at Dallas - Naveen Jindal School of Management

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Risk Aversion, investment-consumption problem, consumption/portfolio problem, dynamic programming, stochastic control, bankruptcy

246.

A Sufficient Condition for Near-Optimal Stochastic Controls and its Application to Manufacturing Systems

Applied Mathematics & Optimization Vol. 29, No. 1, pp. 67-92, 1994
Number of pages: 26 Posted: 14 Jul 2009 Last Revised: 06 May 2017
Xun Yu Zhou and Suresh Sethi
University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
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near-optimal stochastic control, sufficient condition, manufacturing systems, random capacity, hierarchical control, HMMS model

247.

Optimal Control Problems with Differential Inclusions: Sufficiency Conditions Inventory Model and an Application to a Production Inventory Model

Optimal Control Applications & Methods, Vol. 5, pp. 289-307, 1984
Number of pages: 19 Posted: 22 Jun 2009 Last Revised: 03 Feb 2019
R. F. Hartl and Suresh Sethi
University of Vienna and University of Texas at Dallas - Naveen Jindal School of Management
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Sufficient conditions, differential inclusions, non-differentiable functions, economic applications

248.

Deterministic Equivalent for a Continuous-Time Linear-Convex Stochastic Control Problem

Journal of Optimization Theory and Applications, Vol. 64, No. 1, pp. 169-181, January 1990
Number of pages: 13 Posted: 21 Jun 2009 Last Revised: 11 May 2017
Suresh Sethi and Michael I. Taksar
University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
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Stochastic control problems, linear-convex optimal control problems, Brownian motion, control process of bounded variation, Green's theorem approach

249.

Hierarchical Controls in Stochastic Manufacturing Systems with Convex Costs

Journal of Optimizztion Theory and Applications, Vol. 80, No. 2, pp. 299-317, FEBRUARY 1994
Number of pages: 19 Posted: 21 Jun 2009 Last Revised: 25 Jul 2017
Suresh Sethi, Qing Zhang and Xun Yu Zhou
University of Texas at Dallas - Naveen Jindal School of Management, University of Georgia - Department of Mathematics and University of Toronto
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Stochastic manufacturing systems, convex production planning, hierarchical control, dynamic programming, viscosity solutions, convergence rates, error bounds

250.

Decision and Forecast Horizons, Agreeable Plans, and the Maximum Principle for Infinite Horizon Control Problems

Operations Research Letters, Vol. 3, No. 5, pp. 261-265, December 1984
Number of pages: 5 Posted: 15 Feb 2009 Last Revised: 11 May 2017
Alain Haurie and Suresh Sethi
Ordecsys Switzerland and University of Texas at Dallas - Naveen Jindal School of Management
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Multiperiod Problems; Forecast Horizons; Rolling Horizons, Decision Horizons, Planning Horizons. Forecasting, agreeable plans, Maximum principle, infinite horizon contorl problems, optimal control, Optimality principle, Management science and economics

251.

Complexity of a Class of Nonlinear Combinatorial Problems Related to Their Linear Counterparts

European Journal of Operational Research, Vol. 73, No. 3, pp. 569-576, March 1994
Number of pages: 8 Posted: 08 Apr 2008 Last Revised: 10 May 2017
Suresh Sethi and Wieslaw Kubiak
University of Texas at Dallas - Naveen Jindal School of Management and University of Toronto
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Complexity theory, Integer programming, Combinatorial optimization, Nonlinear objective functions, NP-hard

252.

Equivalence of Mean Flow Time Problems and Mean Absolute Deviation Problems

Operations Research Letters, Vol. 9, No. 6, pp. 371-374, November 1990
Number of pages: 4 Posted: 08 Apr 2008 Last Revised: 13 May 2017
Wieslaw Kubiak, Sheldon Lou and Suresh Sethi
University of Toronto, Independent and University of Texas at Dallas - Naveen Jindal School of Management
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production, scheduling, parallel shop, deterministic, computational complexity

253.

An Efficient Algorithm for a Job Shop Problem

Annals of Operations Research, Vol. 57, pp. 203-216, 1995
Number of pages: 14 Posted: 08 Apr 2008 Last Revised: 09 May 2017
Wieslaw Kubiak, Suresh Sethi and Chelliah Sriskandarajah
University of Toronto, University of Texas at Dallas - Naveen Jindal School of Management and Texas A&M University
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Jobshop, scheduling, polynomial algorithm, computational comlexity

254.

Heuristic Procedures for Minimizing Makespan and the Number of Required Pallets

European Journal of Operational Research, Vol. 86, No. 3, pp. 491-502, November 1995
Number of pages: 12 Posted: 08 Apr 2008 Last Revised: 25 Jul 2017
Chengbin Chu, Jean-Marie Proth and Suresh Sethi
University of Science and Technology of China (USTC), Institut National de Recherche en Informatique et Automatique (INRIA) and University of Texas at Dallas - Naveen Jindal School of Management
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Scheduling, Flow-shop, Resource optimization, Makespan, Heuristics, Facility Design

255.

Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization

Mathematics of Operations Research, Vol. 20, No. 4, pp. 895-922, 1995.
Number of pages: 28 Posted: 26 Feb 2008 Last Revised: 11 May 2017
Elena Krichagina, Sheldon Lou, Suresh Sethi and Michael I. Taksar
Independent, Independent, University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
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Diffusion approximation, production control, average cost minimization, heavy traffic, Stochastic manufacturing systems, optimal control, asymptotic optmality, singular stochastic control

256.

A Unified Framework for Linear Control Problems with State Variable Inequality Constraints

Journal of Optimization Theory and Applications, Vol. 36, No. 1, pp. 93-109, January 1982
Number of pages: 18 Posted: 24 Jun 2009 Last Revised: 09 May 2017
Suresh Sethi, William P. Drews (deceased) and Richard G. Segers
University of Texas at Dallas - Naveen Jindal School of Management, Deceased and Exxon Mobil Corporation
Downloads 3 (626,678)
Citation 1

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Linear optimal control problems, inequality constraints, continuous linear programming, simplex like algorithm, Lagrangian construction, duality

257.

Optimal Exploration and Consumption of a Natural Resource Deterministic Case

Optimal Control Applications & Methods, Vol. 2, pp. 1-21, 1981
Number of pages: 21 Posted: 22 Jun 2009 Last Revised: 09 Feb 2018
N. A. Derzko and Suresh Sethi
University of Toronto and University of Texas at Dallas - Naveen Jindal School of Management
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Optimal exploration and consumption, exhaustible natural resources, economic models, dynamic programming

258.

Decision and Forecast Horizons in a Stochastic Environment: A Survey

Optimal Control Applications & Methods, Vol. 8, pp. 201-217, 1987
Number of pages: 17 Posted: 21 Jun 2009 Last Revised: 11 May 2017
Sita Bhaskaran and Suresh Sethi
University of Pittsburgh and University of Texas at Dallas - Naveen Jindal School of Management
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Citation 2

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Decision horizon, forecast horizon, stochastic optimization

259.

Hierarchical Production and Setup Scheduling in Stochastic Manufacturing Systems

lEEE Transactions on Automatic Control, Vol. 40, No. 5, pp. 924-930, May 1995
Number of pages: 8 Posted: 17 Jan 2009 Last Revised: 24 May 2017
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
Downloads 3 (626,678)
Citation 1

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Feedback Controls, Setup times, Error Bounds

260.

Average Cost Optimality in Inventory Models with Markovian Demands

Journal of Optimization Theory and Applications: Vol. 92, No. 3, pp. 497-526, MARCH 1997
Number of pages: 30 Posted: 06 Jun 2008 Last Revised: 10 May 2017
Dirk Beyer and Suresh Sethi
M-Factor, Inc. and University of Texas at Dallas - Naveen Jindal School of Management
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Dynamic inventory model, Markov chain, dynamic programming, infinite horizon, long-run average cost, ergodic cost, (s, S) policy

261.

Quantity Flexibility Contracts: Optimal Decisions with Information Updates

Decision Sciences, Vol., 35, No. 4, pp. 691-712, Fall 2004
Number of pages: 23 Posted: 10 Apr 2008 Last Revised: 03 Feb 2018
Suresh Sethi, Houmin Yan and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
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Dynamic Programming, Forecast Updates, Stochastic Ordering, Supply Chain Management, and Supply Contracts.

262.

An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand

SIAM Journal on Control and Optimization, Vol. 25, No. 6, pp. 1494-1502, 1987
Number of pages: 9 Posted: 28 Feb 2008 Last Revised: 10 May 2017
Wendell H Fleming, Suresh Sethi and Halil Mete Soner
Brown University - Division of Applied Mathematics, University of Texas at Dallas - Naveen Jindal School of Management and Koc University - College of Administrative Sciences and Economics
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Citation 1

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production planning, stochastic optimal control, viscosity solutions, stocahstic manufacturing systems, threshold policy

263.

An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty

Mathematics of Operations Research, Vol. 16, No. 3, pp. 596-608, 1991
Number of pages: 14 Posted: 26 Feb 2008 Last Revised: 09 May 2017
John P. Lehoczky, Suresh Sethi, Halil Mete Soner and Michael I. Taksar
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management, Koc University - College of Administrative Sciences and Economics and University of Missouri at Columbia - Department of Mathematics (Deceased)
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Citation 4

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effects of breakdowns, hierarchical control, Manufacturing systems, optimal control,stochastic machine availability, asymptotic analysis, production planning

264.

Optimal Control of a Class of Systems with Continuous Lags: Dynamic Programming Approach and Economic Interpretations

Journal of Optimization Theory and Applications, Vol. 43, No. 1, pp. 73-88, May 1984
Number of pages: 16 Posted: 24 Jun 2009 Last Revised: 31 Jan 2019
R. F. Hartl and Suresh Sethi
University of Vienna and University of Texas at Dallas - Naveen Jindal School of Management
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Dynamic programming, maximum principle, distributed parameter systems, integrodifferential equations, economic applications

265.

Optimal Production Rates in a Deterministic Two-Product Manufacturing System

Optimal Control Applications & Methods, Vol. 21 pp. 125-135, 2000
Number of pages: 11 Posted: 21 Jun 2009 Last Revised: 31 Jan 2019
Suresh Sethi, Hanqin Zhang and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Georgia - Department of Mathematics
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manufacturing system, optimal control, switching manifold

266.

Necessary and Sufficient Conditions for Optimal Control of Quasilinear Partial Differential Systems

Journal of Optimization Theory and Applications, Vol. 43, No. 1, pp. 89-101, May 1984
Number of pages: 13 Posted: 21 Jun 2009 Last Revised: 25 May 2017
N. A. Derzko, Suresh Sethi and Gerald L. Thompson
University of Toronto, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 2 (636,577)
Citation 1

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Optimal control, distributed-parameter systems, control of partial differential equations, sufficiency conditions, Green's formula

267.

Optimal Feedback Controls in Deterministic Dynamic Two-Machine Flowshops

Operations Research Letters, Vol. 19, No. 5, pp. 225-235, November 1996
Number of pages: 11 Posted: 15 Feb 2009 Last Revised: 31 Jan 2019
Suresh Sethi and Xun Yu Zhou
University of Texas at Dallas - Naveen Jindal School of Management and University of Toronto
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Production planning; Optimal control, Dynamic programming; state constraints, feedback controls, optimal control theory, inventory problem, two-machine flowshop, capacity loss phenomenon, determiniatic problem

268.

Forecast Horizons in the Discounted Dynamic Lot Size Model

Management Science, Vol. 38, No. 7, pp. 1034-1048, July 1992
Number of pages: 16 Posted: 05 May 2008 Last Revised: 13 May 2017
Suresh Chand, Suresh Sethi and Gerhard Sorger
Purdue University, University of Texas at Dallas - Naveen Jindal School of Management and University of Vienna - Faculty of Business, Economics, and Statistics
Downloads 2 (636,577)
Citation 1

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Multiperiod Problems, Forecast Horizons, Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Lot Size Models, Operations Management, EOQ Model, economic order quatity model, suare-root lotsize formula

269.

Heuristic Methods for Selection and Ordering of Part-Orienting Devices

Operations Research, Vol. 38, No. 1, pp. 84-98, January-February 1990
Number of pages: 15 Posted: 29 Apr 2008 Last Revised: 23 May 2017
Suresh Sethi, Chelliah Sriskandarajah, Giri Kumar Tayi and M. R. Rao
University of Texas at Dallas - Naveen Jindal School of Management, Texas A&M University, SUNY at Albany - School of Business and Indian School of Business (ISB), Hyderabad
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Part-orienting devices, heuristic methods, machine tools, manufacturing

270.

A Dynamic Lot Sizing Model with Learning in Setups

Operations Research, Vol. 38, Iss. 4, pp. 644-655, July/August 1990
Number of pages: 12 Posted: 29 Apr 2008 Last Revised: 06 May 2017
Suresh Chand and Suresh Sethi
Purdue University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 2 (636,577)
Citation 2

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Multiperiod Problems; Forecast Horizons; Rolling Horizons, Decision Horizons, Planning Horizons, Solution Horizons, Forecasting, Lot Size Models, Operations Management, Learning

271.

Stability of Real-Time Lot Scheduling Policies for an Unreliable Machine

IEEE Transactions on Automatic Control, Vol. 37, No. 2, pp. 1966-1970, 1992
Number of pages: 5 Posted: 08 Apr 2008 Last Revised: 31 Jan 2019
Sheldon Lou, Suresh Sethi and Gerhard Sorger
Independent, University of Texas at Dallas - Naveen Jindal School of Management and University of Vienna - Faculty of Business, Economics, and Statistics
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maintenance engineering, production control, reliability theory, stability, stochastic processes, preventive maintenance, random breakdowns, random repair times, real-time lot scheduling policies, recurrence, single-machine multiproduct manufacturing system, total work-in-process

272.

Optimal Software Design Reuse Policies: A Control Theoretic Approach

Information Systems Frontiers, 17(2), 2015, 439-453; DOI 10.1007/s10796-013-9421-1
Number of pages: 15 Posted: 02 May 2014 Last Revised: 31 Jan 2019
Monica Johar, Vijay Mookerjee and Suresh Sethi
University of North Carolina (UNC) at Charlotte, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
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Software development, Optimal control, Software design reuse, Software coordination

273.

Near Optimization of Stochastic Dynamic Systems by Decomposition and Aggregation

Optimal Control Applications and Methods, Vol. 22, pp. 333–350, 2001
Number of pages: 18 Posted: 24 Jun 2009 Last Revised: 25 May 2017
Suresh Sethi and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
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optimal control, dynamical system, decomposition and aggregation

274.

Testing the Robustness of Two-Boundary Control Policies in Semiconductor Manufacturing

Institute of Electrical and Electronics Engineers Transactions on Semiconductor Manufacturing, Vol. 9, No. 2, pp. 285-288, 1996
Number of pages: 4 Posted: 22 Jun 2009 Last Revised: 31 Jan 2019
Houmin Yan, Sheldon Lou, Suresh Sethi, Anne Gardel and Prabhat Deosthali
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Independent, University of Texas at Dallas - Naveen Jindal School of Management, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 1 (649,206)
Citation 2

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wafer fabrication, production control, robust policy, unreliable machines, cycle time reduction, WIP reduction, semiconductor manufacuring, two-boundary policy, inventory problem

275.

Optimal Production Planning in a Stochastic Manufacturing System with Long-Run Average Cost

Journql of Optimization Theory and Applications, Vol. 92, No. 1, pp. 161-188, January 1997
Number of pages: 28 Posted: 21 Jun 2009 Last Revised: 31 Jan 2019
Suresh Sethi, Wulin Suo, Michael I. Taksar and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Smith School of Business, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics
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Production planning, stochastic dynamic programming, vanishing discount approach, optimal control, long-run average cost

276.

Downstream Information Sharing and Sales Channel Selection in the Platform Economy

Posted: 10 Jun 2019
Guo Li, Hong Zheng, Suresh Sethi and Xu (Gavin) Guan
University of Texas at Dallas, Beijing Institute of Technology - School of Management & Economics, University of Texas at Dallas - Naveen Jindal School of Management and School of Management, Huazhong University of Science and Technology

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Information sharing, Channel selection, Game theory, Platform economy

277.

Green Supply Chain Management in China: Innovative Measures and the Moderating Role of Quick Response Technology

Posted: 26 Dec 2018
Guo Li, Tsan-Ming Choi and Suresh Sethi
University of Texas at Dallas, The Hong Kong Polytechnic University - Institute of Textiles and Clothing and University of Texas at Dallas - Naveen Jindal School of Management

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Green Supply Chain Management; Pressures; Practice; Performance; Quick Response; Case Study

278.

Inducing Downstream Information Sharing via Manufacturer Information Acquisition and Retailer Subsidy

Posted: 09 Jan 2018 Last Revised: 14 May 2019
Guo Li, Suresh Sethi, Hong Zheng and Xu (Gavin) Guan
University of Texas at Dallas, University of Texas at Dallas - Naveen Jindal School of Management, Beijing Institute of Technology - School of Management & Economics and School of Management, Huazhong University of Science and Technology

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supply chain; information sharing; information acquisition; Cournot competition; subsidy

279.

Advance Selling in the Presence of Strategic Risk-Averse Consumers and Spot Markets with Manufacturers' Market Power

Posted: 02 Aug 2017
Shanshan Ma, Guo Li, Suresh Sethi and Xuan Zhao
University of Texas at Dallas, University of Texas at Dallas, University of Texas at Dallas - Naveen Jindal School of Management and Wilfrid Laurier University

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Advance Selling; Spot Market; Consumer Valuation; Risk Aversion; Strategic Customers

280.

Markovian Demand Inventory Models

International Series in Operations Research and Management Science, Vol. 108, 2010
Posted: 18 Jan 2010
Dirk Beyer, Feng Cheng, Suresh Sethi and Michael I. Taksar
M-Factor, Inc., IBM Research, University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)

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Inventory model, dynamic programming, Markovian demand, discounted cost models, average cost models, Basestock policy, (s,S) policy, state-dependent

281.

Inventory and Supply Chain Management with Forecast Updates

International Series in Operations Research & Management Science, Vol. 81, Spring 2005
Posted: 15 Jan 2010 Last Revised: 20 Jan 2010
Suresh Sethi, Houmin Yan and Hanqin Zhang
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences

Abstract:

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Inventory model, stochastic dynamic programming, Markovian demand, forecast updates, contracts, multiple delivery modes

282.

Solution of a Class of Stochastic Linear Convex Control Problems Using Deterministic Equivalents

Journal of Optimization Theory and Applications, Vol 62, No. 1, pp. 17-27, July 1989
Posted: 24 Jun 2009
Christian Bes and Suresh Sethi
Independent and University of Texas at Dallas - Naveen Jindal School of Management

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Stochastic control problems, linear-convex optimal control problems, certainty equivalence, discrete maximum principle, optimal feedback control, inventory control problems

283.

Producing in a Manufacturing System with Minimum Average Cost

Nonlinear Analysis, Theory, Methods & Applications, Vol. 30, No. 7. pp. 4357-4363, 1997
Posted: 21 Jun 2009 Last Revised: 31 Jan 2019
Suresh Sethi, Wulin Suo, Michael I. Taksar and Qing Zhang
University of Texas at Dallas - Naveen Jindal School of Management, Smith School of Business, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics

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Production planning, stochastic dynamic programming, vanishing discount approach, optimal control, long-run average cost

284.

Optimal Pricing of a Product Diffusing in Rich and Poor Populations

Journal of Optimization Theory and Applications, Vol. 117, No. 2, pp. 349–375, May 2003
Posted: 21 Jun 2009
R. F. Hartl, Andreas J. Novak, Ambar G. Rao and Suresh Sethi
University of Vienna, University of Vienna - Department of Statistics and Decision Support Systems, Washington University in St. Louis - John M. Olin Business School and University of Texas at Dallas - Naveen Jindal School of Management

Abstract:

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Optimal control, marketing, pricing, market diffusion, aspirational group

285.

Optimal Institutional Advertising: Minimum-Time Problem

Journal of Optimization Theory and Aplications. Vol. 14, No. 2, pp. 213-231, 1974
Posted: 21 Jun 2009 Last Revised: 01 May 2014
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management

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Management science, time-optimal control, Green's theorem approach, advertising, control theory, bang-bang control

286.

Sufficient Conditions for the Optimal Control of a Class of Systems with Continuous Lags

Journal of Optimization theory and Applications, Vol. I3, No. 5, pp. 545-552, 1974
Posted: 21 Jun 2009 Last Revised: 31 Jan 2019
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management

Abstract:

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Optimal control, maximum principle, sufficient conditions, integro-differential equations, path constraints, economic applications

287.

Optimal Advertising for the Nerlove-Arrow Model under a Replenishable Budget

Optimal Control Applications & Methods, Vol. 2, pp. 165-173, 1981
Posted: 21 Jun 2009
Suresh Sethi
University of Texas at Dallas - Naveen Jindal School of Management

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Optimal advertising, Nerlove-Arrow advertising model, replenishable budget constraint

288.

Stochastic Dynamic Job Shops and Hierarchical Production Planning

IEEE Transactions on Robotics and Automation, Vol. 39, No. 10, pp. 2061-2076, October 1994
Posted: 16 Jan 2009 Last Revised: 01 Feb 2019
Suresh Sethi and Xun Yu Zhou
University of Texas at Dallas - Naveen Jindal School of Management and University of Toronto

Abstract:

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Production Planning, Hierarchical Controls, Stochastic Manufacturing System, Dynamic Programming, Asymptotic Optimality, Open-Loop Controls, Feedback Controls, Error Bounds

289.

Planning for Surprise: Water Resources Development Under Demand and Supply Uncertainty I. The General Model

Management Science, Vol. 35, No. 2, pp. 149-163, February 1989
Posted: 05 May 2008
Donald Erlenkotter, Suresh Sethi and Norio Okada
University of California, Los Angeles - Anderson Graduate