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pro vyhledávání: '"van Eekelen, Wouter J. E. C."'
Autor:
van Eekelen, Wouter J. E. C.
In this paper, we address the problem of bounding conditional expectations when moment information of the underlying distribution and the random event conditioned upon are given. To this end, we propose an adapted version of the generalized moment pr
Externí odkaz:
http://arxiv.org/abs/2401.00090
Autor:
van Eekelen, Wouter J. E. C., Hanasusanto, Grani A., Hasenbein, John J., van Leeuwaarden, Johan S. H.
Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we establish for th
Externí odkaz:
http://arxiv.org/abs/2310.09995
This paper studies the multi-item newsvendor problem with a constrained budget and information about demand limited to its range, mean and mean absolute deviation. We consider a minimax model that determines order quantities by minimizing the expecte
Externí odkaz:
http://arxiv.org/abs/2301.02662