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MOR
2006
90views more  MOR 2006»
13 years 7 months ago
Optimal Control and Hedging of Operations in the Presence of Financial Markets
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
René Caldentey, Martin B. Haugh
SIAMCO
2002
77views more  SIAMCO 2002»
13 years 7 months ago
Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
In this paper, we consider the optimal policy for a generator offering power into a wholesale electricity market operating under a pool arrangement. Anderson and Philpott [Math. Op...
Edward J. Anderson, Huifu Xu
MANSCI
2007
139views more  MANSCI 2007»
13 years 7 months ago
A Market-Based Optimization Algorithm for Distributed Systems
In this paper, a market-based decomposition method for decomposable linear systems is developed. The solution process iterates between a master problem that solves the market-matc...
Zhiling Guo, Gary J. Koehler, Andrew B. Whinston
SIGECOM
2010
ACM
137views ECommerce» more  SIGECOM 2010»
14 years 7 days ago
Prediction without markets
Citing recent successes in forecasting elections, movies, products, and other outcomes, prediction market advocates call for widespread use of market-based methods for government ...
Sharad Goel, Daniel M. Reeves, Duncan J. Watts, Da...
WWW
2008
ACM
14 years 8 months ago
Optimal marketing strategies over social networks
We discuss the use of social networks in implementing viral marketing strategies. While influence maximization has been studied in this context (see Chapter 24 of [10]), we study ...
Jason D. Hartline, Vahab S. Mirrokni, Mukund Sunda...