Dynamic pricing policies for interdependent perishable products or services using reinforcement learning. (2014)
Journal Article
RANA, R. and OLIVEIRA, F.S. 2015. Dynamic pricing policies for interdependent perishable products or services using reinforcement learning. Expert systems with applications [online], 42(1), pages 426-436. Available from: https://doi.org/10.1016/j.eswa.2014.07.007

Many businesses offer multiple products or services that are interdependent, in which the demand for one is often affected by the prices of others. This article considers a revenue management problem of multiple interdependent products, in which dyna... Read More about Dynamic pricing policies for interdependent perishable products or services using reinforcement learning..

Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties. (2014)
Journal Article
GÜLPıNAR, N. and OLIVEIRA, F.S. 2014. Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties. Computational management science [online], 11(3), pages 267-283. Available from: https://doi.org/10.1007/s10287-014-0217-7

In this paper, we consider interaction between spot and forward trading under demand and cost uncertainties, deriving the equilibrium of the multi-player dynamic games. The stochastic programming and worst-case analysis models based on discrete scena... Read More about Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties..

Finite automata games: basic concepts. (2014)
Book Chapter
OLIVEIRA, F.S. 2014. Finite automata games: basic concepts. In Wang, J. (ed.) Encyclopedia of business analytics and optimization. Hershey: IGI Global [online], chapter 88, pages 951-959. Available from: https://doi.org/10.4018/978-1-4666-5202-6.ch088

In this chapter we review the basic concepts on automata games, including best response, inference, equilibrium and complex system dynamics. We describe how the concept of Nash equilibrium is used to analyze the properties of automata systems and dis... Read More about Finite automata games: basic concepts..

Reinforcement learning for business modeling. (2014)
Book Chapter
OLIVEIRA, F.S. 2014. Reinforcement learning for business modeling. In Wang, J. (ed.) Encyclopedia of business analytics and optimization. Hershey: IGI Global [online], chapter 181, pages 2010-2019. Available from: https://doi.org/10.4018/978-1-4666-5202-6.ch181

This chapter summarizes the reinforcement learning theory, emphasizing its relationship with dynamic programming (reinforcement learning algorithms may replace dynamic programming when a full model of the environment is not available) and analysing i... Read More about Reinforcement learning for business modeling..

Robust supply chain risk management. (2014)
Book Chapter
ANSARIPOOR, A.H. and OLIVEIRA, F.S. 2014. Robust supply chain risk management. In Wang, J. (ed.) Encyclopedia of business analytics and optimization. Hershey: IGI Global [online], chapter 188, pages 2093-2103. Available from: https://doi.org/10.4018/978-1-4666-5202-6.ch188

In this chapter we revise the literature on supply chain risk management, including risk assessment, risk perception and risk management policies, and we survey the robust optimization methods proposed in the literature to address these issues.

A risk management system for sustainable fleet replacement. (2014)
Journal Article
ANSARIPOOR, A.H., OLIVEIRA, F.S. and LIRET, A. 2014. A risk management system for sustainable fleet replacement. European journal of operational research [online], 237(2), pages 701-712. Available from: https://doi.org/10.1016/j.ejor.2014.02.006

This article analyzes the fleet management problem faced by a firm when deciding which vehicles to add to its fleet. Such a decision depends not only on the expected mileage and tasks to be assigned to the vehicle but also on the evolution of fuel an... Read More about A risk management system for sustainable fleet replacement..