Similar Search Results

A simple estimator for the distribution of random coefficients

Fox, Jeremy T.; Kim, Kyoo Il; Ryan, Stephen; Bajari, … - In: Quantitative economics : QE ; journal of the … 2 (2011) 3, pp. 381-418

We propose a simple mixtures estimator for recovering the joint distribution of parameter heterogeneity in economic models, such as the random coefficients logit. The estimator is based on linear regression subject to linear inequality constraints, and is robust, easy to program, and...

Persistent link: https://www.econbiz.de/10011756371

Robust stochastic lot-sizing by means of histograms

Klabjan, Diego; Simchi-Levi, David; Song, Miao - In: Production and operations management : an international … 22 (2013) 3, pp. 691-710

Persistent link: https://www.econbiz.de/10009760418

Robust modified policy iteration

Kaufman, David L.; Schaefer, Andrew J. - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 396-410

Persistent link: https://www.econbiz.de/10009784076

Robust control of partially observable failing systems

Kim, Michael Jong - In: Operations research 64 (2016) 4, pp. 999-1014

Persistent link: https://www.econbiz.de/10011538583

Robust and stochastic multistage optimisation under Markovian uncertainty with applications to production/inventory problems

Minoux, Michel - In: International journal of production research 56 (2018) 1/2, pp. 565-583

Persistent link: https://www.econbiz.de/10011877073

Adaptive distributionally robust optimization

Bertsimas, Dimitris; Sim, Melvyn; Zhang, Meilin - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 604-618

Persistent link: https://www.econbiz.de/10012000696

Robust MDPs with k-rectangular uncertainty

Mannor, Shie; Mebel, Ofir; Xu, Huan - In: Mathematics of operations research 41 (2016) 4, pp. 1484-1509

Persistent link: https://www.econbiz.de/10011595106

Distributionally robust inventory control when demand is a martingale

Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414

Persistent link: https://www.econbiz.de/10013375068

Optimization problems in graphs with locational uncertainty

Bougeret, Marin; Omer, Jérémy; Poss, Michael - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 3, pp. 578-592

Persistent link: https://www.econbiz.de/10014327873

Nearest neighbor based estimation technique for pricing Bermudan options

Agarwal, Ankush; Juneja, Sandeep - In: International game theory review 17 (2015) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010526731