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Confidence intervals for data-driven inventory policies with demand censoring

Ban, Gah-Yi - In: Operations research 68 (2020) 2, pp. 309-326

Persistent link: https://www.econbiz.de/10012213328

Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity

Abramova, Ekaterina; Bunn, Derek W. - 2019

This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day. This supports an optimal day ahead storage and discharge schedule, and thereby facilitates a bidding strategy for...

Persistent link: https://www.econbiz.de/10014107616

Confidence-based optimisation for the newsvendor problem under bionomial, Poisson and exponential demand

Rossi, Roberto; Prestwich, Steven; Tarim, S. Armagan; … - In: European journal of operational research : EJOR 239 (2014) 3, pp. 674-684

Persistent link: https://www.econbiz.de/10010411564

Calculating targer inventory levels for constrained production : a fast simulation-based approximation

Betts, John M. - In: Computers & operations research : and their … 49 (2014), pp. 18-27

Persistent link: https://www.econbiz.de/10010383162

Sample average approximation for a two-echelon inventory system with service-level constraints

Tsai, Shing Chih; Ho, I-Ying - In: Journal of the Operational Research Society 70 (2019) 4, pp. 675-688

Persistent link: https://www.econbiz.de/10012212911

Stabilization of stochastic iterative methods for singular and nearly singular linear systems

Wang, Mengdi; Bertsekas, Dimitri P. - In: Mathematics of operations research 39 (2014) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10010345230

Uncertainty of multiple period risk measures

Lönnbark, Carl - 2009

Persistent link: https://www.econbiz.de/10003823261

Meta-modeling by symbolic regression and parteo simulated annealing

Stinstra, Erwin (contributor); Rennen, Gijs (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003303491

Numerical distribution functions for unit root and cointegration tests

MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618

Persistent link: https://www.econbiz.de/10001211085

Uncertainty of Multiple Period Risk Measures

Lönnbark, Carl - 2009

simulation experiment we conclude that among the studied analytical approaches the one based on approximating the distribution of … the multiple period shocks by a skew-t was the best. It was almost as good as the simulation based alternative. We also …

Persistent link: https://www.econbiz.de/10013155481

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