3 papers
math.OC2021
The funds market bank problem
Elena Cristina Canepa, Traian A Pirvu
This paper considers the problem faced by a bank which trades in the funds market so as to maintain the reserve requirements and minimize the costs of doing that. We work in a stoc…
math.OC2020
Stochastic production planning with regime switching
Elena Cristina Canepa, Dragos-Patru Covei, Traian A. Pirvu
This paper considers a stochastic production planning problem with regime switching. There are two regimes corresponding to different economic cycles. A factory is planning its pro…
math.OC2019
A Stochastic production planning problem
Elena Cristina Canepa, Dragos-Patru Covei, Traian A. Pirvu
Stochastic production planning problems were studied in several works; the model with one production good was discussed in [3]. The extension to several economic goods is not a tri…