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    IOR
    2010
    72views more  IOR 2010»
    On the Impact of Forward Markets on Investments in Oligopolistic Markets with Reference to Electricity
    13 years 10 months ago
    On the Impact of Forward Markets on Investments in Oligopolistic Markets with Reference to Electricity
    Download  www.hks.harvard.edu
    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
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    IOR
    2010
    82views more  IOR 2010»
    A Single-Settlement, Energy-Only Electric Power Market for Unpredictable and Intermittent Participants
    13 years 10 months ago
    A Single-Settlement, Energy-Only Electric Power Market for Unpredictable and Intermittent Participants
    Download  www.epoc.org.nz
    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...
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    IOR
    2010
    72views more  IOR 2010»
    Inventory Control with Generalized Expediting
    13 years 10 months ago
    Inventory Control with Generalized Expediting
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    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
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    IOR
    2010
    76views more  IOR 2010»
    Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
    13 years 10 months ago
    Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
    Download  www.stanford.edu
    Erick Delage, Yinyu Ye
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    IOR
    2010
    65views more  IOR 2010»
    Cooperation in Service Systems
    13 years 10 months ago
    Cooperation in Service Systems
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    Shoshana Anily, Moshe Haviv
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    IOR
    2010
    84views more  IOR 2010»
    Lumpy Capacity Investment and Disinvestment Dynamics
    13 years 10 months ago
    Lumpy Capacity Investment and Disinvestment Dynamics
    Download  www.economics.harvard.edu
    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...
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    IOR
    2010
    71views more  IOR 2010»
    Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations
    13 years 10 months ago
    Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations
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    L. Jeff Hong, Guangwu Liu
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    IOR
    2010
    41views more  IOR 2010»
    Dynamic Pricing and Inventory Control: Uncertainty and Competition
    13 years 10 months ago
    Dynamic Pricing and Inventory Control: Uncertainty and Competition
    Download  tigger.uic.edu
    Elodie Adida, Georgia Perakis
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    IOR
    2010
    79views more  IOR 2010»
    An Integrated Solver for Optimization Problems
    13 years 10 months ago
    An Integrated Solver for Optimization Problems
    Download  wpweb2.tepper.cmu.edu
    Tallys H. Yunes, Ionut D. Aron, John N. Hooker
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    IOR
    2010
    53views more  IOR 2010»
    Optimal and Heuristic Echelon (r, nQ, T) Policies in Serial Inventory Systems with Fixed Costs
    13 years 10 months ago
    Optimal and Heuristic Echelon (r, nQ, T) Policies in Serial Inventory Systems with Fixed Costs
    Download  faculty.fuqua.duke.edu
    Kevin H. Shang, Sean X. Zhou
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