Ryszarda Rempała

My fields of interest are the sequential decision problems: dynamic-programming, Markovian decision processes and optimal control problems. I apply the methods of the topic for studying the stopping time problems, impulse control and so-called forecast horizon problems.

I am interested in mathematical economics, especially the inventory and trading problems.

Selected Publications:

• Forecast horizon in a dynamic family of one-dimensional control problems, Dissertationes Math. 315 (1991).
• (with M. Parlar) Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval, J. Optim. Theory Appl. 75 (1) (1992), 133-153.
• (with S. Sethi) Decision and forecast horizons for one-dimensional optimal control problems: Existence results and applications, Optimal Control Applications and Methods 13 (1992), 179-192.
• (with M. Parlar) A stochastic inventory problem with piecewise quadratic holding costs, International Journal of Production Economics 26 (1992), 327-332.
• Optimal strategy in a trading problem with stochastic prices, in: ``System Modeling and Optimization'', Lecture Notes in Control and Inform. Sci., J. Henry and J-P. Yvon (eds). Springer, 1994, 560-566.
• Solution of the dynamic programming equation for a trading problem, Optimization 33 (1995), 179-189.
• (s,S)-type policy for a production inventory problem with limited backlogging and with stockouts, Applicationes Mathematicae 24 (1997), 343-354.
• On a forward algorithm for a generalized production inventory problem, International Journal of Production Economics 59 (1999), 455-461.
• (with S. Bylka) Multiproduct inventory and auxiliary allocation problem, International Journal of Production Economics 71 (2001), 295-303.
• (with S. Bylka) Multiproduct lot sizing for finite production rate, International Journal of Production Economics 71 (2001), 305-315.
• Two hedging point policy for an unreliable manufacturing system, Applicationes Mathematicae 29 (3) (2002), 313-330.