634 search results - page 2 / 127 » Consistent price systems under model uncertainty |
EOR
2010
13 years 5 months ago
2010
We analyze a model of irreversible investment with two sources of uncertainty. A riskneutral decision maker has the choice between two mutually exclusive projects under input pric...
CDC
2010
IEEE
12 years 8 months ago
2010
IEEE
— The paper proposes a mathematical model for the dynamic evolution of supply, demand, and clearing prices under a class of real-time pricing mechanisms characterized by passing ...
INFOCOM
2003
IEEE
13 years 10 months ago
2003
IEEE
— Recent investigations into the pricing of multiclass loss networks have shown that static prices are optimal in the asymptotic regime of many small sources. These results sugge...
EUSFLAT
2009
13 years 2 months ago
2009
Abstract-- A portfolio model to minimize the risk of falling under uncertainty is discussed. The risk of falling is represented by the value-at-risk of rate of return. Introducing ...
EOR
2010
13 years 5 months ago
2010
We study the effects of demand uncertainty on optimal decisions and the expected profit of a pricesetting newsvendor who faces either additive or multiplicative stochastic demand....