Matthew J. Sobel

Case Western Reserve University - Department of Operations

10900 Euclid Ave.

Cleveland, OH 44106-7235

United States

SCHOLARLY PAPERS

14

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1,551

CITATIONS
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Top 27,091

in Total Papers Citations

9

Scholarly Papers (14)

1.

Control of Dividends, Capital Subscriptions, and Physical Inventories

Number of pages: 32 Posted: 08 Apr 2005
Lode Li, Martin Shubik and Matthew J. Sobel
Yale School of Management, Yale University - School of Management and Case Western Reserve University - Department of Operations
Downloads 416 (51,439)
Citation 5

Abstract:

Dividends, Capital Subscription, Loans, Inventory, Default Penalty, Bankruptcy

2.

Risk Aversion and Supply Chain Contract Negotiation

Number of pages: 32 Posted: 29 Jan 2009
Matthew J. Sobel and Danko Turcic
Case Western Reserve University - Department of Operations and Washington University, St. Louis - John M. Olin School of Business
Downloads 282 (78,941)

Abstract:

Supply chain coordination, risk-aversion, supply contracts, bargaining

3.

Discounting and Risk Neutrality

Case Western Reserve University, Technical Report Paper No. TM-724F
Number of pages: 25 Posted: 17 Feb 2006
Matthew J. Sobel
Case Western Reserve University - Department of Operations
Downloads 152 (152,714)
Citation 1

Abstract:

discounting, risk neutrality, utility, preferences

4.

Risk Neutrality and Ordered Vector Spaces

Case Western Reserve Technical Report No. TM-808A
Number of pages: 10 Posted: 20 Apr 2006
James C. Alexander and Matthew J. Sobel
Case Western Reserve University - Department of Mathematics and Cognitive Science and Case Western Reserve University - Department of Operations
Downloads 99 (211,445)

Abstract:

risk neutrality, ordering, discounting, vector space, preference

5.

Myopic Solutions of Homogeneous Sequential Decision Processes

Case Western Reserve University, Department of Operations Working Paper No. TM-810
Number of pages: 21 Posted: 13 Jul 2006
Matthew J. Sobel and Wei Wei
Case Western Reserve University - Department of Operations and Case Western Reserve University - Department of Operations
Downloads 81 (249,789)
Citation 2

Abstract:

myopic solution, Markov decision process, dynamic program, homogeneous, sequential game, equilibrium point

6.

Optimality of Myopic Policies for Dynamic Lot-Sizing Problems in Serial Production Lines with Random Yields and Autoregressive Demand

Operations Research, Forthcoming
Number of pages: 35 Posted: 04 Sep 2011 Last Revised: 15 Nov 2012
Matthew J. Sobel and Volodymyr Babich
Case Western Reserve University - Department of Operations and Georgetown University
Downloads 71 (237,475)

Abstract:

multi-echelon, inventory, supply risk, MDP, myopic policies, Perishable/aging items

7.

Computationally Simple and Unified Approach to Finite and In finite Horizon Clark-Scarf Inventory Model

Number of pages: 31 Posted: 28 May 2010 Last Revised: 03 Apr 2012
Charu Sinha, Matthew J. Sobel and Volodymyr Babich
Chapman University - The George L. Argyros School of Business & Economics, Case Western Reserve University - Department of Operations and Georgetown University
Downloads 47 (293,877)
Citation 1

Abstract:

MDP, Myopic Policies, Inventory Policies, Serial Inventory System

8.

Production, Capacity, and Liquidity of a Self-Financed Firm

Number of pages: 51 Posted: 04 Mar 2015 Last Revised: 02 Mar 2017
Jie Ning and Matthew J. Sobel
Case Western Reserve University - Weatherhead School of Management and Case Western Reserve University - Department of Operations
Downloads 35 (273,564)

Abstract:

Production, capacity, liquidity, self-financed, real option, risk

9.

Optimality of the Fastest Available Server Policy

Number of pages: 37 Posted: 18 Jul 2015 Last Revised: 17 Apr 2016
William P. Millhiser, Charu Sinha and Matthew J. Sobel
Baruch College, Chapman University - The George L. Argyros School of Business & Economics and Case Western Reserve University - Department of Operations
Downloads 2 (480,860)

Abstract:

Matching arrivals with servers; fastest available server; Markovian queue; queueing cost minimization; heterogeneous servers.

10.

Easy Affine Markov Decision Processes: Algorithms and Applications

Number of pages: 41 Posted: 18 Jul 2017
Jie Ning and Matthew J. Sobel
Case Western Reserve University - Weatherhead School of Management and Case Western Reserve University - Department of Operations
Downloads 0 (433,945)

Abstract:

Markov Decision Processes, Continuous States and Actions, Multi-Dimensional States and Actions, Affine Value Function, Extremal Policy, Curse of Dimensionality

11.

Easy Affine Markov Decision Processes: Theory

Number of pages: 26 Posted: 27 Apr 2017 Last Revised: 14 Jul 2017
Jie Ning and Matthew J. Sobel
Case Western Reserve University - Weatherhead School of Management and Case Western Reserve University - Department of Operations
Downloads 0 (373,423)

Abstract:

Markov Decision Process

12.

Production and Capacity Management with Internal Financing

Number of pages: 39 Posted: 06 Feb 2016 Last Revised: 27 Apr 2017
Jie Ning and Matthew J. Sobel
Case Western Reserve University - Weatherhead School of Management and Case Western Reserve University - Department of Operations
Downloads 0 (196,935)

Abstract:

Capacity planning and investment, OM-Finance interface, real option, dynamic programming

13.

Scheduling Projects with Stochastic Activity Duration to Maximize EPV

European Journal of Operational Research 198(3): 697-705 (2009)
Posted: 20 Sep 2007 Last Revised: 26 Jun 2012
Vera Tilson, Matthew J. Sobel and Joseph G. Szmerekovsky
University of Rochester - Simon Business School, Case Western Reserve University - Department of Operations and North Dakota State University - Department of Management, Marketing & Finance

Abstract:

Project Management, Dynamic Programming/Optimal Control: Applications

14.

Pre‑IPO Operational and Financial Decisions

Management Science, Vol. 50, No. 7, pp. 935-948, July 2004
Posted: 31 May 2006
Volodymyr Babich and Matthew J. Sobel
Georgetown University and Case Western Reserve University - Department of Operations

Abstract:

joint operational and financial decisions, capacity expansion, stopping time, start-up, monotone threshold policies