An optimal put option contract for a reverse supply chain: case of remanufacturing capacity uncertainty

A Bakhshi, J Heydari - Annals of Operations Research, 2023 - Springer
Reverse supply chain (RSC) management can be implemented to ameliorate environmental
and economic goals simultaneously. In 2020, the devastating influences generated by the …

Simulating the Principal‐Agent Relationship between Enterprise Owners and Professional Managers Using Evolutionary Game Theory and System Dynamics

L Yuan, X Tao, TS Ramsey, DM Degefu - Complexity, 2021 - Wiley Online Library
The separation of ownership and management is a common operation mode in modern
enterprises, which establishes the principal‐agent relationship between modern enterprise …

Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy

AS Mousa, D Pinheiro, S Pinheiro, AA Pinto - Optimization, 2024 - Taylor & Francis
We study the optimal consumption, investment and life-insurance purchase and selection
strategies for a wage-earner with an uncertain lifetime with access to a financial market …

Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model

Y He, K Xiang, P Chen, C Wu - Optimization, 2022 - Taylor & Francis
In this paper, we develop an extended constant elasticity of variance (CEV) model with
stochastic volatility to study an optimal investment strategy problem. This extended CEV …

[PDF][PDF] The optimal solution to a principal-agent problem with unknown agent ability

C Lai, L Liu, R Li - Journal of Industrial and Management …, 2021 - researchgate.net
We investigate a principal-agent model featured with unknown agent ability. Under the
exponential utilities, the necessary and sufficient conditions of the incentive contract are …

[PDF][PDF] Equilibrium decisions on pricing and innovation that impact reference price dynamics

SK Tao, XJ Du, SP Sethi, XL He… - Journal of Industrial and …, 2021 - researchgate.net
Previous studies have confirmed that reference prices play an essential role in consumer
purchasing decisions, and some researchers have suggested that reference prices are …

[PDF][PDF] Research Article Simulating the Principal-Agent Relationship between Enterprise Owners and Professional Managers Using Evolutionary Game Theory and …

L Yuan, X Tao, TS Ramsey, DM Degefu - 2021 - pdfs.semanticscholar.org
Simulating the Principal-Agent Relationship between Enterprise Owners and Professional
Managers Using Evolutionary Game Theory a Page 1 Research Article Simulating the …

Optimization of contracts and investment through various continuous-time dynamic principal-agent models

C Lai - 2019 - espace.curtin.edu.au
In this thesis, three dynamic principal-agent models and a defined contribution (DC) pension
model are investigated. Time-varying volatility, ability uncertainty, and time-varying shocks …