Competitive difference analysis of the one-way trading problem with limited information
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Publication:322991
DOI10.1016/J.EJOR.2016.01.031zbMATH Open1346.91149OpenAlexW2295036207MaRDI QIDQ322991FDOQ322991
Authors: Wei Wang, Liying Wang, Yingjie Lan, Jean X. Zhang 
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
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Cites Work
- The Theory of Statistical Decision
- A comparison of performance measures via online search
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- Online search with time-varying price bounds
- Online algorithms for the multiple time series search problem
- Online algorithms for the general \(k\)-search problem
- 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
- 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 search and one-way trading online algorithms
- 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
Cited In (4)
- Optimal replenishment under price uncertainty
- 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
- Competitive difference analysis of the cash management problem with uncertain demands
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