634 search results - page 2 / 127 » Consistent price systems under model uncertainty |
149
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EOR
2010
15 years 6 months ago
2010
We analyze a model of irreversible investment with two sources of uncertainty. A riskneutral decision maker has the choice between two mutually exclusive projects under input pric...
217
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CDC
2010
IEEE
14 years 10 months ago
2010
IEEE
— The paper proposes a mathematical model for the dynamic evolution of supply, demand, and clearing prices under a class of real-time pricing mechanisms characterized by passing ...
178
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INFOCOM
2003
IEEE
15 years 11 months ago
2003
IEEE
— Recent investigations into the pricing of multiclass loss networks have shown that static prices are optimal in the asymptotic regime of many small sources. These results sugge...
174
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EUSFLAT
2009
15 years 4 months ago
2009
Abstract-- A portfolio model to minimize the risk of falling under uncertainty is discussed. The risk of falling is represented by the value-at-risk of rate of return. Introducing ...
144
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EOR
2010
15 years 6 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....