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Decentralized decision-making in a large team with local information
Rusmevichientong, Paat; Van Roy, Benjamin - In: Games and economic behavior 43 (2003) 2, pp. 266-295
Persistent link: https://www.econbiz.de/10001759629
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Directed principal component analysis
Kao, Yi-hao; Van Roy, Benjamin - In: Operations research 62 (2014) 4, pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
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Stochastic Depletion Problems : Effective Myopic Policies for a Class of Dynamic Optimization Problems
Chan, Carri - 2011
This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems of practical interest are stochastic depletion problems. Optimal solutions for such problems are difficult to...
Persistent link: https://www.econbiz.de/10013119418
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Stochastic depletion problems : effective myopic policies for a class of dynamic optimization problems
Chan, Carri W.; Farias, Vivek F. - In: Mathematics of operations research 34 (2009) 2, pp. 333-350
Persistent link: https://www.econbiz.de/10003870284