Competitive difference analysis of the one-way trading problem with limited information
From MaRDI portal
Publication:322991
DOI10.1016/j.ejor.2016.01.031zbMath1346.91149OpenAlexW2295036207MaRDI QIDQ322991
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.01.031
Related Items (4)
An online trading problem with an increasing number of available products ⋮ An online algorithm for the inventory retrieval problem with an uncertain selling duration, uncertain prices, and price-dependent demands ⋮ Optimal replenishment under price uncertainty ⋮ Competitive difference analysis of the cash management problem with uncertain demands
Cites Work
- Unnamed Item
- A note: An improved upper bound for the online inventory problem with bounded storage and order costs
- Optimal algorithms for online time series search and one-way trading with interrelated prices
- Optimal algorithms for the online time series search problem
- Average-case competitive analyses for one-way trading
- Optimal algorithms for \(k\)-search with application in option pricing
- Competitive analysis of the online inventory problem
- Online search with time-varying price bounds
- Online algorithms for the multiple time series search problem
- Online algorithms for the general \(k\)-search problem
- A comparison of performance measures via online search
- How much is it worth to know the future in online conversion problems?
- Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
- The Theory of Statistical Decision
- Optimal search and one-way trading online algorithms
This page was built for publication: Competitive difference analysis of the one-way trading problem with limited information