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IOR
2008
109views more  IOR 2008»
12 years 13 days ago
From the Editor
David Simchi-Levi
IOR
2008
71views more  IOR 2008»
12 years 13 days ago
Risk in Revenue Management and Dynamic Pricing
Yuri Levin, Jeff McGill, Mikhail Nediak
IOR
2008
113views more  IOR 2008»
12 years 13 days ago
Finding Supply Function Equilibria with Asymmetric Firms
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
IOR
2008
91views more  IOR 2008»
12 years 1 months ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
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...
IOR
2008
98views more  IOR 2008»
12 years 1 months ago
Algorithmic Prediction of Health-Care Costs
Dimitris Bertsimas, Margrét V. Bjarnad&oacu...
IOR
2008
128views more  IOR 2008»
12 years 1 months ago
Promised Lead-Time Contracts Under Asymmetric Information
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
IOR
2008
61views more  IOR 2008»
12 years 1 months ago
Optimal Dynamic Trading Strategies with Risk Limits
Domenico Cuoco, Hua He, Sergei Isaenko
IOR
2008
71views more  IOR 2008»
12 years 1 months ago
Preventing Large Sojourn Times Using SMART Scheduling
Misja Nuyens, Adam Wierman, Bert Zwart
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