Search Results - subject:"Asymptotic Optimality"

Coordinating pricing and inventory replenishment with nonparametric demand learning

Chen, Boxiao; Chao, Xiuli; Ahn, Hyun-soo - In: Operations research 67 (2019) 4, pp. 1035-1052

Persistent link: https://www.econbiz.de/10012062912

Model averaging for prediction with fragmentary data

Fang, Fang; Lan, Wei; Tong, Jingjing; Shao, Jun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 517-527

Persistent link: https://www.econbiz.de/10012178193

Approximations to stochastic dynamic programs via information relaxation duality

Balseiro, Santiago R.; Brown, David B. - In: Operations research 67 (2019) 2, pp. 577-597

Persistent link: https://www.econbiz.de/10012022386

Generalized Least Squares Model Averaging

Liu, Qingfeng; Okui, Ryo; Yoshimura, Arihiro - Institute of Economic Research, Kyoto University - 2013

minimizing Mallows' Cp criterion. We show that this method achieves asymptotic optimality. It is also shown that the asymptotic … optimality holds even when the variances of the error terms are estimated and the feasible generalized least squares (FGLS …

Persistent link: https://www.econbiz.de/10010633100

Simple policies for managing flexible capacity

Janakiraman, Ganesh; Nagarajan, Mahesh; Veeraraghavan, … - In: Manufacturing & service operations management : M & SOM 20 (2018) 2, pp. 333-346

Persistent link: https://www.econbiz.de/10011876717

Dynamic pricing and replenishment : optimality, bounds, and asymptotics

Xiao, Yongbo - In: Naval research logistics : an international journal 65 (2018) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10011969344

Static routing in stochastic scheduling : performance guarantees and asymptotic optimality

Balseiro, Santiago R.; Brown, David B.; Chen, Chen - In: Operations research 66 (2018) 6, pp. 1641-1660

Persistent link: https://www.econbiz.de/10011971699

Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime

Arapostathis, Ari; Pang, Guodong - In: Mathematics of operations research 43 (2018) 3, pp. 838-866

Persistent link: https://www.econbiz.de/10011914370

Asymptotic optimality of tailored base-surge policies in dual-sourcing inventory systems

Xin, Linwei; Goldberg, David A. - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 437-452

Persistent link: https://www.econbiz.de/10011819596

Portfolio optimization under fast mean-reverting and rough fractional stochastic environment

Fouque, Jean-Pierre; Hu, Ruimeng - In: Applied mathematical finance 25 (2018) 3/4, pp. 361-388

Persistent link: https://www.econbiz.de/10012129167

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