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decomposition algorithm) that allows us to deconstruct price series into the true efficient price and microstructure noise …
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amp;#65279;An N-player game can be approximated by adding a coordinator who interacts bilaterally with each player. The coordinator proposes strategies to the players, and his payoff is maximized when each player's optimal reply agrees with his proposal. When the feasible set of proposals is finite,...
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addition, the algorithm can be e ectively parallelized since the bottlenecks are matrix-matrix multiplications. Finally, we …
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We consider continuous-review assemble-to-order (ATO) systems with a general bill of materials (BOM) and general leadtimes. ATO systems have the advantage of mass customization and are widely adopted in practice. However, characterizing the optimal inventory policy is notoriously challenging and...
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