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~institution:"Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)"
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Ito-Levy processes
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Stochastic differential games
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delayed information
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newsvendor model
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Sandal, Leif K.
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Ubøe, Jan
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Øksendal, Bernt
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
School of Economics and Management, University of Aarhus
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Department of Economics and Business, Universitat Pompeu Fabra
5
HAL
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Institute of Economic Research, Kyoto University
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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CESifo
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Department of Economics, Rutgers University-New Brunswick
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
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Finance Discipline Group, Business School
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Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Australian Agricultural and Resource Economics Society - AARES
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Bank for International Settlements (BIS)
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Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
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Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
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DEPARTAMENTO NACIONAL DE PLANEACIÓN
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Department of Economics, Adam Smith Business School
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Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento
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Duke University, Department of Economics
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Départment des sciences administratives, Université du Québec en Outaouais (UQO)
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Frankfurt School of Finance and Management
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Institute for International Economic Policy (IIEP), Elliott School of International Affairs
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Institute of Economic Research, Hitotsubashi University
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International Centre for Economic Research (ICER)
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London School of Economics (LSE)
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ToKnowPress
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Universität Mannheim
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Stochastic Stackelberg equilibria with applications to time dependent newsvendor models
Øksendal, Bernt
;
Sandal, Leif K.
;
Ubøe, Jan
-
Institutt for foretaksøkonomi, Norges Handelshøyskole …
-
2011
the objective of both parties is to maximize expected profits under a random demand rate. Our demand rate is an
Ito
…
Persistent link: https://www.econbiz.de/10009021409
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