IEEE - Institute of Electrical and Electronics Engineers, Inc. - Distributing Complementary Resources across Multiple Periods with Stochastic Demand: Hedging via Time Frame Aggregation

2008 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology

Author(s): Shih-Fen Cheng ; J. Tajan ; Hoong Chuin Lau
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2008
Conference Location: Sydney, NSW, Australia
Conference Date: 9 December 2008
Volume: 2
Page(s): 373 - 379
ISBN (Paper): 978-0-7695-3496-1
DOI: 10.1109/WIIAT.2008.293
Regular:

In this paper, we evaluate whether the robustness of a market mechanism that allocates complementary resources could be improved through the aggregation of time periods in which resources are... View More

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