Ernst Presman

Russian Academy of Sciences (RAS)

Leninsky Ave, 14

Moscow, 119991

Russia

  • Russian Academy of Sciences (RAS)

SCHOLARLY PAPERS

15

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Scholarly Papers (15)

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1.

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 320 (110,735)

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

2.

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 137 (244,880)

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

3.

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 63 (402,485)
Citation 2

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

4.

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
Tel Aviv University, Russian Academy of Sciences (RAS) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 55 (429,879)
Citation 1

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

5.

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 Queen's University - Smith School of Business
Downloads 46 (464,188)

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

6.

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 39 (494,688)

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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

7.

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 Queen's University - Smith School of Business
Downloads 36 (508,702)

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

8.

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 35 (513,537)

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

9.

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 33 (523,668)
Citation 1

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

10.

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
Downloads 29 (544,970)

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

11.

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 20 (601,614)

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

12.

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 8 (686,447)
Citation 1

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

13.

Risk-Aversion Behavior in Consumption/Investment Problems

Downloads 5 (708,454)

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
Downloads 5 (739,015)
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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

14.

Optimal Production Planning in Stochastic Jobshops with Long-Run Average Cost

Optimization, Dynamics, and Economic Analysis, Essays in Honor of Gustav Feichtinger, E.J. Dockner, R.F. Hartl, M. Luptačik, and G. Sorger (Eds.), Physica-Verlag, Heidelberg, 2000, 259-274
Number of pages: 16 Posted: 06 May 2020
Ernst Presman, Suresh Sethi and Hanqin Zhang
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management and Institute of Applied Mathematics Academia Sinica
Downloads 3 (724,020)

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Optimal Production, Stochastic Jobshop

15.

Optimal Feedback Production Planning in a Stochastic N-machine Flowshop

Posted: 06 May 2020
Ernst Presman, Suresh Sethi and Qing Zhang
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management and Department of Mathematics, University of Georgia

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Manufacturing systems; optimal control: stochastic jump processes; feedback control; piecewise-deterministic processes; dynamic programming: flowshops