Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Victor F. Araman"'
Autor:
Victor F. Araman, René A. Caldentey
Publikováno v:
Management Science. 68:5958-5979
A decision maker (DM) must choose an action in order to maximize a reward function that depends on the DM’s action as well as on an unknown parameter Θ. The DM can delay taking the action in order to experiment and gather additional information on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::109b6c0a0f65d2fa6aa4899867588a05
https://doi.org/10.1287/mnsc.2021.4195
https://doi.org/10.1287/mnsc.2021.4195
Publikováno v:
Queueing Systems. 100:61-91
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79a5f6e0b178fd36726c9effc8c58900
https://doi.org/10.1007/s11134-021-09732-9
https://doi.org/10.1007/s11134-021-09732-9
Autor:
Victor F. Araman, Bassam Fayad
Publikováno v:
Operations Research. 69:245-265
A firm that sells a nonperishable product considers intertemporal price discrimination in the objective of maximizing its long-run average revenue. We consider a general model of patient customers with changing valuations. Arriving customers wait for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::836c1fae126b40b7b8928e66d0d961d7
https://doi.org/10.1287/opre.2020.1984
https://doi.org/10.1287/opre.2020.1984
Autor:
Victor F. Araman, René Caldentey
We consider a decision maker who must choose an action in order to maximize a reward function that depends on the action that she selects as well as on an unknown parameter “Theta”. The decision maker can delay taking the action in order to exper
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0c692f523f327fa4e0f4a0d87e07ae3
Publikováno v:
SSRN Electronic Journal.
Problem Definition: We model, analyze, and optimize the operations of an online labor platform that matches jobs to workers. The arrival of jobs and workers to the platform is stochastic and the job processing time is random. The platform chooses the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::60ddb501832cdaa414706fb59ddc9f9f
https://doi.org/10.2139/ssrn.3284393
https://doi.org/10.2139/ssrn.3284393
Autor:
René Caldentey, Victor F. Araman
Publikováno v:
Operations Research. 57:1169-1188
A retailer is endowed with a finite inventory of a nonperishable product. Demand for this product is driven by a price-sensitive Poisson process that depends on an unknown parameter that is a proxy for the market size. The retailer has a prior belief
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::385871d141612d2ee3e20fb0ce1f2002
https://doi.org/10.1287/opre.1090.0725
https://doi.org/10.1287/opre.1090.0725
Autor:
Victor F. Araman, Peter W. Glynn
Publikováno v:
Advances in Applied Probability. 37:663-680
Consider a random walk S=(S n : n≥0) that is ‘perturbed’ by a stationary sequence (ξ n : n≥0) to produce the process S=(S n +ξ n : n≥0). In this paper, we are concerned with developing limit theorems and approximations for the distributio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06214804921b3437b8d3fe1e7c4532c8
https://doi.org/10.1017/s0001867800000410
https://doi.org/10.1017/s0001867800000410
Autor:
Peter W. Glynn, Victor F. Araman
Publikováno v:
J. Appl. Probab. 49, no. 3 (2012), 710-718
In this paper we show that fractional Brownian motion with H < ½ can arise as a limit of a simple class of traffic processes that we call ‘scheduled traffic models’. To our knowledge, this paper provides the first simple traffic model leading to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::21ad9444fc2d99427299e2ebab5e5660
http://projecteuclid.org/euclid.jap/1346955328
http://projecteuclid.org/euclid.jap/1346955328
Autor:
Victor F. Araman, René Caldentey
Publikováno v:
Wiley Encyclopedia of Operations Research and Management Science
Consider a seller who is endowed with a fixed number of units of a product that he/she can sell to a price-sensitive and stochastically arriving stream of consumers during a finite time horizon. The seller has incomplete demand information, that is,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6d7899941275133e5ec4d03b7c3ca506
https://doi.org/10.1002/9780470400531.eorms0728
https://doi.org/10.1002/9780470400531.eorms0728
Publikováno v:
Applied Optimization ISBN: 1402004877
This chapter clarifies some of the different types of efficiencies that can be achieved in B2B electronic commerce. We focus on the risk management aspects of these efficiencies, especially those pertaining to supplier or supply chain management rela
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d22901d4fb69282eb328294f20da634c
https://doi.org/10.1007/0-306-48172-3_3
https://doi.org/10.1007/0-306-48172-3_3