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Pricing price information in E-commerce [Extended Abstract]
(Affiliation: Computer and Information Sci. Dept., University of Pennsylvania, Pittsburgh, PA, United StatesCorrespondence Address: Markopoulos, P.M.Computer and Information Sci. Dept., University of Pennsylvania, Pittsburgh, PA, United Statesemail: email@example.com, 2001)
Shopbots and Internet sites that help users locate the best price for a product are changing the way people shop by providing valuable information on goods and services. This paper presents a first attempt to measure the ...
Stochastic linear programs with restricted recourse
Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In two-stage problems ...
A dynamic stochastic programming model for international portfolio management
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms of scenario trees that reflect the empirical ...
Computational assessment of distributed decomposition methods for stochastic linear programs
Incorporating uncertainty in optimization models gives rise to large, structured mathematical programs. Decomposition procedures are well-suited for parallelization, thus providing a promising venue for solving large ...
A model for estimating pollution emissions for individual economic activities
To be effective, environmental policies must be informed by reliable assessments of the impact of economic activities. In turn, such impact assessments require comprehensive information on the pollution profiles of particular ...