Stochastic programming: potential hazards when random variables reflect market interaction

DOI10.1007/s10479-006-6164-0zbMath1101.90047OpenAlexW2004432763MaRDI QIDQ2507409

Stein W. Wallace, Kjetil K. Haugen

Publication date: 11 October 2006

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-006-6164-0

zbMATH Keywords

marketsgame theorystochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic games, stochastic differential games (91A15) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items

Learning market prices in real-time supply chain management, Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming

Uses Software

• CORO

Cites Work

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