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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Data-Driven Production-Service Planning: Ambiguity Aversion, Service-Dependency and Cross-Product Heteroskedasticity
数据驱动 生产-服务规划 歧义厌恶 服务依赖 跨产品异端性
2023/5/8
We consider a joint production-service planning problem with demand uncertainty, where the manufacturer aims to determine the portfolio of products with the associated service levels and the capacity ...
Abstract: In this paper, we want to investigate some kind of Dynkin's game under ambiguity which is represented by Backward Stochastic Differential Equation (shortly BSDE) with standard generator func...
Optimal ambiguity functions and Weil's exponential sum bound
Optimal ambiguity functions Weil's exponential sum bound Number Theory
2011/8/31
Abstract: Complex-valued periodic sequences, u, constructed by Goran Bjorck, are analyzed with regard to the behavior of their discrete periodic narrow-band ambiguity functions A_p(u). The Bjorck sequ...
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
uncertain cash flows Model ambiguity discounting ambiguity
2010/4/27
We study the risk assessment of uncertain cash flows in terms of dynamic convex risk measures for processes as introduced in Cheridito, Delbaen, and Kupper (2006). These risk measures take into accoun...