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Stochastic intrinsic kriging for simulation metamodelling
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014
Persistent link: https://www.econbiz.de/10011283893
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Efficient VaR and CSaR measurement via stochastic kriging
Chen, Xi; Kim, Kyoung-Kuk - In: INFORMS journal on computing : JOC 28 (2016) 4, pp. 629-644
Persistent link: https://www.econbiz.de/10011617535
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Stationary multi choice bandit problems
Bergemann, Dirk; Välimäki, Juuso - 1999
Persistent link: https://www.econbiz.de/10001427675
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Experimentation, imitation, and stochastic stability
Gale, Douglas; Rosenthal, Robert W. - In: Journal of economic theory 84 (1999) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10001351974
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Experimentation, imitation, and stochastic stability : addendum
Gale, Douglas; Rosenthal, Robert W. - In: Journal of economic theory 97 (2001) 1, pp. 164-174
Persistent link: https://www.econbiz.de/10001570500
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Random shocks in experimental spot and forward auction markets
Phillips, Owen R.; Menkhaus, Dale J. - In: The quarterly review of economics and finance : journal … 41 (2001) 4, pp. 545-560
Persistent link: https://www.econbiz.de/10001615361
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Explaining experimental decisions under time pressure by multiattribute decision field theory
Diederich, Adele - In: Homo oeconomicus 18 (2001) 1, pp. 151-175
Persistent link: https://www.econbiz.de/10001617018
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Intertemporale Allokationen in einer stochastischen Umwelt : experimentelle Studien
Anderhub, Vital (contributor) - 1999
Persistent link: https://www.econbiz.de/10001410555
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How deep are the deep parameters?
Altissimo, Filippo; Siviero, Stefano; Terlizzese, Daniele - In: Annales d'économie et de statistique (2002), pp. 207-226
Persistent link: https://www.econbiz.de/10001773555