We investigate a nonatomic game (NG) on top of whose more or less conventional setups there is also a random state of the world. Every player receives only a signal of the state's realization upon which her decision is based. The state of the world, her own action, and the external environment...

We study discrete-time dynamic games with effectively identical players who possess private states that evolve randomly. Players in these games are concerned with their undiscounted sums of period-wise payoffs in the finite-horizon case and discounted sums of stationary period-wise payoffs in...

We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on return-distribution vectors, essentially mappings from states of the world to distributions of...

We study a non-traditional cooperative game where returns from coalitions are nondeterministic. The long-standing concept of core can be generalized to reflect players' contentment with their allocations. It is now imperative to formalize the restrictions, such as those pertaining to...

Blockchain related research is still in its infancy, and is mostly focused on security and scalability. Very little of this research examines at its impact and design issues from management perspectives, especially from the perspective of Supply Chain Management (SCM). To investigate the impact...

Small-to-medium size enterprises (SMEs), including many startup firms, need to manage interrelated flows of cash and inventories of goods. In this paper, we model a firm that can finance its inventory (ordered or manufactured) with loans in order to meet random demand which in general may not be...

This paper considers a continuous-review, single-product, production-inventory system with a constant replenishment rate, compound Poisson demands, and lost sales. Two objective functions that represent metrics of operational costs are considered: (1) the sum of the expected discounted inventory...

"We investigate the international transmission of inflation among G-7 countries using a data-determined vector autoregression analysis, as advocated by Swanson and Granger (1997). Over the period 1973 to 2003, we find that U.S. innovations have a large effect on inflation in the other countries,...

We examine the price discovery performance of China’s crude oil futures traded on the Shanghai International Energy Exchange (INE) for the spot prices of 19 types of deliverable and non-deliverable Asian crude oil. We find evidence for the INE crude oil futures price discovery function even at...