This paper analyzes the routing of agricultural freight from the fields to the elevators. A number of optimization models are built to analyze the effects of truck type restrictions in the truck mix on the overall system cost of delivering from fields to elevators. The models account for both the selection of truck type and load type for deliveries while respecting the load restrictions imposed...

In this paper we consider the problem of hedging contingent claims on a stock under transaction costs and stochastic volatility. Extensive research has clearly demonstrated that the volatility of most stocks is not constant over time. As small changes of the volatility can have a major impact on the value of contingent claims, hedging strategies should try to eliminate this volatility risk. We ...

The article suggests a model for defining rational range and volume of supply perishable goods in their chains functioning at the time random demand. In verbal formulation, goal is to determine delivery volumes that maximize profits with restrictions on funds available purchase, storage weight, as well lost profits. formalized representation determined by properties supplied goods. If these are...