Back to Research
Modeling Liquidity and Survival: Inventory Speculation and Bankruptcy Risk Analysis
Authors: Tonghua Lin, Weiwei Chen, Xiaowei Xu
Status: In Progress
Dynamic Programming
CUDA
Mathematical Proof
Supply Chain Finance
Formulated a Markov Decision Process (MDP) model to optimize inventory decisions under financial constraints. Implemented a CUDA-accelerated Dynamic Programming algorithm to solve the high-dimensional state space. Theoretically proved the log-concavity of the value function, ensuring convergence and stability.