The Chinese University of Hong Kong, Shenzhen
in Total Papers Citations
Ornstein-Uhlenbeck process; spatial delay; stochastic control; risk-seeking; risk- averse; L’Hospital-type rules for monotonicity; goodwill model; customer lifetime value.
matching markets, search frictions, information deadlock, message passing algorithm, phase transition
dual sourcing, random supply mechanisms, external volatilities, internal volatilities
combined pricing and inventory control, general supply functions, multiple suppliers, individual threshold policies, monotone prices
Newsvendor, two-stage procurements, demand updates
Cap and Trade, initial permit allocation, grandfathering, lump-sum allocation, output-based allocation, component-wise concave allocation mechanisms
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