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

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2008

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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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2008

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Algorithmic Prediction of Health-Care Costs

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

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2008

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Supply Function Equilibrium in a Constrained Transmission System

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Robert Wilson

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2008

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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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2008

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Optimal Dynamic Trading Strategies with Risk Limits

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Domenico Cuoco, Hua He, Sergei Isaenko

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