Competitive strategy for on-line leasing of depreciable equipment

Mathematical and Computer Modelling - Tập 54 - Trang 466-476 - 2011
Yong Zhang1, Weiguo Zhang1, Weijun Xu1, Hongyi Li2
1School of Business Administration, South China University of Technology, Guangzhou, Guangdong 510640, PR China
2Business Administration Faculty, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong

Tài liệu tham khảo

Borodin, 1998 Fiat, 1998 El-Yaniv, 1998, Competitive solutions for online financial problems, ACM Comput. Surv., 30, 28, 10.1145/274440.274442 Sleator, 1985, Amortized efficiency of list update and paging rules, Communications of the ACM, 28, 202, 10.1145/2786.2793 El-Yaniv, 1999, Competitive optimal on-line leasing, Algorithmica, 25, 116, 10.1007/PL00009279 Karlin, 1988, Competitive snoopy caching, Algorithmica, 3, 79, 10.1007/BF01762111 Manaees, 1990, Competiitive algorithms for on-line problems, J. Algorithms, 11, 208, 10.1016/0196-6774(90)90003-W Fiat, 1991, Competitive paging algorithms, J. Algorithms, 12, 685, 10.1016/0196-6774(91)90041-V Ben-David, 1994, On the power of randomization in on-line algorithms, Algorithmica, 11, 2, 10.1007/BF01294260 R. Karp, Online algorithms versus offline algorithms: how much is it worth to know the future, in: Proc. IFIP 12th World Computer Congress, 1992, pp. 416–429. Z. Lotker, B. Patt-Shamir, D. Rawitz, Rent, lease or buy: randomized algorithms for multislope ski rental, in: The 25th Internat. Symp. on the Theoretical Aspects of Computer Science, 2008, pp. 503–514. Xu, 2007, On the on-line rent-or-buy problem in probabilistic environments, J. Global Optim., 38, 1, 10.1007/s10898-006-9079-z Dong, 2011, The on-line rental problem under risk-reward model with probabilistic forecast, Information-an International Interdisciplinary Journal, 14, 89 Blum, 1999, Universal portfolios with and without transaction costs, Machine Learning, 35, 193, 10.1023/A:1007530728748 Cover, 1991, Universal portfolios, Math. Finance, 1, 1, 10.1111/j.1467-9965.1991.tb00002.x Cover, 1996, Universal portfolios with side information, IEEE Trans. Inform. Theory, 42, 348, 10.1109/18.485708 Helmbold, 1998, On-line portfolio selecting using multiplicative updates, Math. Finance, 8, 325, 10.1111/1467-9965.00058 E. Ordentlich, T.M. Cover, On-line portfolio selection, in: Proceedings of the Ninth Annual Conference on Computational Learning Theory, 1996, pp. 310–313. El-Yaniv, 2001, Optimal search and one-way trading online algorithms, Algorithmica, 30, 101, 10.1007/s00453-001-0003-0 Fujiwara, 2011, Average-case competitive analyses for one-way trading, J. Comb. Optim., 21, 83, 10.1007/s10878-009-9239-4 Azar, 1999, On capital investment, Algorithmica, 25, 22, 10.1007/PL00009281 El-Yaniv, 1997, Nearly optimal competitive online replacement policies, Math. Oper. Res., 22, 814, 10.1287/moor.22.4.814 P. Auer, N. Cesa-Bianchi, Y. Freund, R.E. Schapire, Gambling in a rigged casino: the adversarial multi-armed bandit problem, in: Proceedings of the 36th Annual Symposium on Foundations of Computer Science, 1995, pp. 322–331. B. Awerbuch, Y. Azar, A. Fiat, T. Leighton, Making commitments in the face of uncertainty: how to pick a winner almost every time, in: Proceedings of the 28th Annual ACM Symposium on the Theory of Computing, 1996, pp. 519–530. Karlin, 1994, Competiitive randomized algorithms for non-uniform problems, Algorithmica, 11, 542, 10.1007/BF01189993 al-Binali, 1999, A risk-reward framework for the competitive analysis of financial games, Algorithmica, 25, 99, 10.1007/PL00009285 Fujiwara, 2005, Average-case competitive analyses for ski-rental problems, Algorithmica, 42, 95, 10.1007/s00453-004-1142-x Wei, 1999, Bayeseian procedure in time sequential sample plan of geometric distribution, Acta Math. Appl. Sin., 22, 54 Wei, 2003, A class of bayesian stopping and decision rule of geometric distribution, Math. Appl. Sin., 26, 181