Stochastic programming: potential hazards when random variables reflect market interaction

DOI10.1007/S10479-006-6164-0MaRDI QIDQ2507409zbMATH OpenOpenAlexFDO

Authors Kjetil K. Haugen, Stein W. Wallace

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

game theorymarketsstochastic programming

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(5)

• Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming
• Learning market prices in real-time supply chain management
• Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
• scientific article; zbMATH DE number 903058 (Why is no real title available?)
• Dynamic oligopolistic games under uncertainty: A stochastic programming approach

Describes a project that uses

Uses Software

• CORO

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