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Mitigating uncertainty via compromise decisions in two-stage stochastic linear programming : variance reduction
Sen, Suvrajeet; Liu, Yifan - In: Operations research 64 (2016) 6, pp. 1422-1437
Persistent link: https://www.econbiz.de/10011620693
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On synchronous, asynchronous, and randomized best-response schemes for stochastic nash games
Lei, Jinlong; Shanbhag, Uday V.; Pang, Jong-shi; Sen, … - In: Mathematics of operations research 45 (2020) 1, pp. 157-190
Persistent link: https://www.econbiz.de/10012183026
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Almost expectation and excess dependence notions
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
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The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl; Clewlow, Les; Kang, Boda - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
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Distributionally robust inventory routing problem to maximize the service level under limited budget
Liu, Ming; Liu, Xin; Chu, Feng; Zheng, Feifeng; Chu, … - In: Transportation research / E : an international journal 126 (2019), pp. 190-211
Persistent link: https://www.econbiz.de/10012040925
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Operational asymptotic stochastic dominance
Huang, Rachel J.; Tzeng, Larry Y.; Wang, Jr-Yan; Zhao, Lin - In: European journal of operational research : EJOR 280 (2020) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10012132397
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A new distribution-free model for disassembly line balancing problem with stochastic task processing times
Zheng, Feifeng; He, Junkai; Chu, Feng; Liu, Ming - In: International journal of production research 56 (2018) 24, pp. 7341-7353
Persistent link: https://www.econbiz.de/10011986984
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Stochastic correlation and risk premia in term structure models
Chiarella, Carl; Hsiao, Chih-ying; Tô, Thuy-Duong - In: Journal of empirical finance 37 (2016), pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010465070