Revenue management models traditionally assume that future demand is unknown but can be described by a stochastic process or a probability distribution. Demand is, however, often difficult to characterize, especially in new or nonstationary markets. In this paper, we develop robust formulations...

We survey and synthesize models of network formation based on random graphs and stochastic processes. We organize the material according to whether the population is treated as fixed or dynamic. We pay particular attention to the effects of homophilous linking on network structure. Finally, we...

How and to what extent will new activities spread through social ties? Here, we develop a more sophisticated framework than the standard mean-field approach to describe the diffusion dynamics of multiple activities on complex networks. We show that the diffusion of multiple activities follows a...

We present an analytical solution for the connectivity of a network model with a "non-simultaneous" linking scheme. Despite its simplicity, this model exhibits node-space correlations in the link distribution, and anomalous fluctuations behavior of the time series of the connectivity variable,...

We present a new approach to the study of networks where the formation of links is driven by unilateral initiative of nodes. First, we propose a mathematical description of the extreme introvert and extrovert model (XIE), a dynamic network model in which the number of links fluctuates over time...

We model network formation when heterogeneous nodes enter sequentially and form connections through both random meetings and network-based search, but with type-dependent biases. We show that there is "long-run integration," whereby the composition of types in sufficiently old nodes'...

Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...