634 search results - page 1 / 127 » Consistent price systems under model uncertainty |
SIGMETRICS
2012
ACM
11 years 7 months ago
2012
ACM
In a public cloud, bandwidth is traditionally priced in a pay-asyou-go model. Reflecting the recent trend of augmenting cloud computing with bandwidth guarantees, we consider a n...
HICSS
2007
IEEE
13 years 11 months ago
2007
IEEE
Abstract— The electricity price duration curve (EPDC) represents the probability distribution function of the electricity price considered as a random variable. The price uncerta...
CORR
2011
Springer
12 years 8 months ago
2011
Springer
—The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asy...
ANOR
2005
13 years 4 months ago
2005
: In this paper, we present a supply chain network model with multiple tiers of decision-makers, consisting, respectively, of manufacturers, distributors, and retailers, who can co...
SAC
2002
ACM
13 years 4 months ago
2002
ACM
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...