68 search results - page 4 / 14 » The price of uncertainty |
AE
2003
Springer
14 years 1 months ago
2003
Springer
The aim of this research is to develop an adaptive agent based model of auction scenarios commonly used in auction theory to help understand how competitors in auctions reach equil...
EOR
2010
13 years 7 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....
IAT
2009
IEEE
14 years 2 months ago
2009
IEEE
It is a challenging problem to find agents’ rational strategies in bargaining with incomplete information. In this paper we perform a game theoretic analysis of agents’ ratio...
IOR
2010
13 years 6 months ago
2010
We study a problem of dynamic pricing faced by a vendor with limited inventory, uncertain about demand, aiming to maximize expected discounted revenue over an infinite time horiz...
APCCAS
2006
IEEE
14 years 1 months ago
2006
IEEE
— A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of “shaping filter”. The model identification is then propos...