IOR 2008 | Sciweavers

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

claim paper

Read More »

13

click to vote

IOR
2008

91views more IOR 2008»

A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

13 years 4 months ago

Download www.iro.umontreal.ca

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...

claim paper

Read More »

7

click to vote

IOR
2008

98views more IOR 2008»

Algorithmic Prediction of Health-Care Costs

13 years 4 months ago

Download web.mit.edu

Dimitris Bertsimas, Margrét V. Bjarnad&oacu...

claim paper

Read More »

4

click to vote

IOR
2008

70views more IOR 2008»

Supply Function Equilibrium in a Constrained Transmission System

13 years 4 months ago

Download faculty-gsb.stanford.edu

Robert Wilson

claim paper

Read More »

11

click to vote

IOR
2008

128views more IOR 2008»

Promised Lead-Time Contracts Under Asymmetric Information

13 years 4 months ago

Download som.utdallas.edu

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

claim paper

Read More »

5

click to vote

IOR
2008

61views more IOR 2008»

Optimal Dynamic Trading Strategies with Risk Limits

13 years 4 months ago

Download som.yale.edu

Domenico Cuoco, Hua He, Sergei Isaenko

claim paper