Sciweavers

IOR
2010
72views more  IOR 2010»
13 years 2 months ago
On the Impact of Forward Markets on Investments in Oligopolistic Markets with Reference to Electricity
There is a general agreement since Allaz-Vila’s seminal contribution that forward contracts mitigate market power on the spot market. This result is widely quoted and elaborated...
Frederic H. Murphy, Yves Smeers
IOR
2010
82views more  IOR 2010»
13 years 2 months ago
A Single-Settlement, Energy-Only Electric Power Market for Unpredictable and Intermittent Participants
We discuss a stochastic-programming-based method for scheduling electric power generation subject to uncertainty. Such uncertainty may arise from either imperfect forecasting or m...
Geoffrey Pritchard, Golbon Zakeri, Andrew B. Philp...
IOR
2010
72views more  IOR 2010»
13 years 2 months ago
Inventory Control with Generalized Expediting
We consider a single-item, periodic review inventory control problem where discrete stochastic demand must be satisfied. When shortages occur, the unmet demand must be filled by...
Eric Logan Huggins, Tava Lennon Olsen
IOR
2010
65views more  IOR 2010»
13 years 2 months ago
Cooperation in Service Systems
Shoshana Anily, Moshe Haviv
IOR
2010
84views more  IOR 2010»
13 years 2 months ago
Lumpy Capacity Investment and Disinvestment Dynamics
Capacity addition and withdrawal decisions are among the most important strategic decisions made by …rms in oligopolistic industries. In this paper, we develop and analyze a ful...
David Besanko, Ulrich Doraszelski, Lauren Xiaoyuan...
IOR
2010
79views more  IOR 2010»
13 years 2 months ago
An Integrated Solver for Optimization Problems
Tallys H. Yunes, Ionut D. Aron, John N. Hooker