An integrated airline scheduling, fleeting and pricing model for a monopolized market
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In airline scheduling problems, integrated decision methodologies have aroused intense interest in the last decade. These integrated approaches allow for more efficient solutions due to the simultaneous decision making process. The studied integrated model ...
This thesis investigates methodologies for improving the demand responsiveness of transportation systems through flexibility. The methodologies propose advances both in demand and supply models having a focus on supply-demand interactions. The demand side ...
We study the pricing and hedging of contingent claims that are subject to Event Risk which we define as rare and unpredictable events whose occurrence may be correlated to, but cannot be hedged perfectly with standard marketed instruments. The super-replic ...
In this paper, we analyze the emerging retail practice of carrying a combined product assortment consisting of both regular "standard" products and more fashionable and short-lived "special" products. The purpose of this practice is to increase store traff ...
A new approach for the estimation of bid-rent functions for residential location choice is proposed. The method is based on the bid-auction approach and considers that the expected maximum bid of the auction is a latent variable that can be related to obse ...
The contribution of this paper is twofold. First, it presents the results of a "history-friendly" simulation model of evolution of the pharmaceutical industry. Second, it aims at contributing to a more general methodological discussion about agent-based mo ...
The sharing of durable goods in a dynamic ownership economy is attractive, since it has the potential to realize gains from trade via short-term transfers of usage rights. We develop a model in which a set of agents, who are heterogeneous in their likely n ...
Periods of peak consumer demand in today’s electricity sector are expensive to satisfy and can be the source of power failures. One possible solution is the use of demand-side management (DSM) applying dynamic pricing mechanisms. However, instead of reduci ...
One fundamental issue with existing reputation systems, particularly those implemented in open and decentralized environments, is whitewashing attacks by opportunistic participants. If identities are cheap, it is beneficial for a rational provider to simpl ...
We introduce in this thesis the idea of a variable lookback model, i.e., a model whose predictions are based on a variable portion of the information set. We verify the intuition of this model in the context of experimental finance. We also propose a novel ...