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IOR
2008
109views more  IOR 2008»
9 years 2 months ago
From the Editor
David Simchi-Levi
IOR
2008
71views more  IOR 2008»
9 years 2 months ago
Risk in Revenue Management and Dynamic Pricing
Yuri Levin, Jeff McGill, Mikhail Nediak
IOR
2008
113views more  IOR 2008»
9 years 2 months ago
Finding Supply Function Equilibria with Asymmetric Firms
Abstract Firms compete in supply functions when they offer a schedule of prices and quantities into a market; for example, this occurs in many wholesale electricity markets. We stu...
Edward J. Anderson, Xinmin Hu
IOR
2008
91views more  IOR 2008»
9 years 3 months ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
Pierre L'Ecuyer, Christian Lécot, Bruno Tuf...
IOR
2008
98views more  IOR 2008»
9 years 3 months ago
Algorithmic Prediction of Health-Care Costs
Dimitris Bertsimas, Margrét V. Bjarnad&oacu...
IOR
2008
128views more  IOR 2008»
9 years 3 months ago
Promised Lead-Time Contracts Under Asymmetric Information
We study the important problem of how a supplier should optimally share the consequences of demand uncertainty (i.e., the cost of inventory excesses and shortages) with a retailer...
Holly Lutze, Özalp Özer
IOR
2008
61views more  IOR 2008»
9 years 3 months ago
Optimal Dynamic Trading Strategies with Risk Limits
Domenico Cuoco, Hua He, Sergei Isaenko
IOR
2008
71views more  IOR 2008»
9 years 3 months ago
Preventing Large Sojourn Times Using SMART Scheduling
Misja Nuyens, Adam Wierman, Bert Zwart
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