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    IOR
    2008
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    From the Editor
    13 years 11 months ago
    From the Editor
    Download  www.stevemcconnell.com
    David Simchi-Levi
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    IOR
    2008
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    Risk in Revenue Management and Dynamic Pricing
    13 years 11 months ago
    Risk in Revenue Management and Dynamic Pricing
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    Yuri Levin, Jeff McGill, Mikhail Nediak
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    IOR
    2008
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    Finding Supply Function Equilibria with Asymmetric Firms
    13 years 11 months ago
    Finding Supply Function Equilibria with Asymmetric Firms
    Download  www.ceem.unsw.edu.au
    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
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    IOR
    2008
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    A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
    14 years 22 days ago
    A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
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    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...
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    IOR
    2008
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    Algorithmic Prediction of Health-Care Costs
    14 years 22 days ago
    Algorithmic Prediction of Health-Care Costs
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    Dimitris Bertsimas, Margrét V. Bjarnad&oacu...
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    IOR
    2008
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    Supply Function Equilibrium in a Constrained Transmission System
    14 years 22 days ago
    Supply Function Equilibrium in a Constrained Transmission System
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    Robert Wilson
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    IOR
    2008
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    Promised Lead-Time Contracts Under Asymmetric Information
    14 years 22 days ago
    Promised Lead-Time Contracts Under Asymmetric Information
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    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
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    IOR
    2008
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    Optimal Dynamic Trading Strategies with Risk Limits
    14 years 22 days ago
    Optimal Dynamic Trading Strategies with Risk Limits
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    Domenico Cuoco, Hua He, Sergei Isaenko
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    IOR
    2008
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    Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
    14 years 22 days ago
    Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
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    Liming Feng, Vadim Linetsky
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    IOR
    2008
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    Preventing Large Sojourn Times Using SMART Scheduling
    14 years 22 days ago
    Preventing Large Sojourn Times Using SMART Scheduling
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    Misja Nuyens, Adam Wierman, Bert Zwart
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