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The Greatest of a Finite Set of Random Variables

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  1. Owen Q. Wu & Derek D. Wang & Zhenwei Qin, 2012. "Seasonal Energy Storage Operations with Limited Flexibility: The Price-Adjusted Rolling Intrinsic Policy," Manufacturing & Service Operations Management, INFORMS, vol. 14(3), pages 455-471, July.
  2. Andrew M. Ross, 2010. "Computing Bounds on the Expected Maximum of Correlated Normal Variables," Methodology and Computing in Applied Probability, Springer, vol. 12(1), pages 111-138, March.
  3. Qian, Hang, 2012. "Essays on statistical inference with imperfectly observed data," ISU General Staff Papers 201201010800003618, Iowa State University, Department of Economics.
  4. M S Daskin & A Haghani, 1984. "Multiple Vehicle Routing and Dispatching to an Emergency Scene," Environment and Planning A, , vol. 16(10), pages 1349-1359, October.
  5. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441, Elsevier.
  6. Trietsch, Dan & Mazmanyan, Lilit & Gevorgyan, Lilit & Baker, Kenneth R., 2012. "Modeling activity times by the Parkinson distribution with a lognormal core: Theory and validation," European Journal of Operational Research, Elsevier, vol. 216(2), pages 386-396.
  7. Juan Raposo & Fabrice Riva & Francisco Sogorb & Jos van Bommel, 2011. "Estimating the Proportion of Informed Trade in Call Auctions," Working Papers halshs-00696342, HAL.
  8. Borsch-Supan, Axel & Hajivassiliou, Vassilis A., 1993. "Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models," Journal of Econometrics, Elsevier, vol. 58(3), pages 347-368, August.
  9. Kenneth Train, "undated". "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers _009, University of California at Berkeley, Econometrics Laboratory Software Archive.
  10. repec:zbw:bofrdp:2018_001 is not listed on IDEAS
  11. Yao Zhao, 2008. "Evaluation and Optimization of Installation Base-Stock Policies in Supply Chains with Compound Poisson Demand," Operations Research, INFORMS, vol. 56(2), pages 437-452, April.
  12. Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1/2018, Bank of Finland.
  13. Deng, Wen & Lei, Hao & Zhou, Xuesong, 2013. "Traffic state estimation and uncertainty quantification based on heterogeneous data sources: A three detector approach," Transportation Research Part B: Methodological, Elsevier, vol. 57(C), pages 132-157.
  14. Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996. "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 85-134.
  15. D'Amato, Rebecca M. (Rebecca Marie) & D'Aquila, Richard T. & Wein, Lawrence M., 1998. "Management of antiretroviral therapy for HIV infection : analyzing when to change therapy," Working papers WP 4043-98., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  16. Ehmke, Jan Fabian & Campbell, Ann Melissa & Urban, Timothy L., 2015. "Ensuring service levels in routing problems with time windows and stochastic travel times," European Journal of Operational Research, Elsevier, vol. 240(2), pages 539-550.
  17. Bolduc, Denis & Kaci, Mustapha, 1993. "Estimation des modèles probit polytomiques : un survol des techniques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(3), pages 161-191, septembre.
  18. Samir Ghazouani & Mohamed Goaïed, 1993. "Analyse micro-économétrique de la demande de transport urbain pour la ville de Tunis," Économie et Prévision, Programme National Persée, vol. 108(2), pages 47-62.
  19. Zhichao Zheng & Karthik Natarajan & Chung-Piaw Teo, 2016. "Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty," Operations Research, INFORMS, vol. 64(6), pages 1406-1421, December.
  20. Sanjay Mansabdar & Hussain C Yaganti, 2020. "Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation based approach," Papers 2006.11222, arXiv.org.
  21. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.
  22. Lierop, W.F.J. van & Nijkamp, P., 1981. "Disaggregate models of choice in a spatial context : paper presented at the IIASA-seminar on 'Urban Systems Modelling', Moscow, October 1980," Serie Research Memoranda 0014, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  23. Tasos Nikoleris & Mark Hansen, 2016. "Effect of Trajectory Prediction and Stochastic Runway Occupancy Times on Aircraft Delays," Transportation Science, INFORMS, vol. 50(1), pages 110-119, February.
  24. Hanemann, W. Michael & Kanninen, Barbara, 1996. "The Statistical Analysis Of Discrete-Response Cv Data," CUDARE Working Papers 25022, University of California, Berkeley, Department of Agricultural and Resource Economics.
  25. Rebecca M. D'Amato & Richard T. D'Aquila & Lawrence M. Wein, 2000. "Management of Antiretroviral Therapy for HIV Infection: Analyzing When to Change Therapy," Management Science, INFORMS, vol. 46(9), pages 1200-1213, September.
  26. C F Daganzo & Y Sheffi, 1982. "Multinomial Probit with Time-Series Data: Unifying State Dependence and Serial Correlation Models," Environment and Planning A, , vol. 14(10), pages 1377-1388, October.
  27. Qingyun Tian & Yun Hui Lin & David Z. W. Wang, 2021. "Autonomous and conventional bus fleet optimization for fixed-route operations considering demand uncertainty," Transportation, Springer, vol. 48(5), pages 2735-2763, October.
  28. Sajid, Mohammad & Raza, Zahid, 2017. "Energy-aware stochastic scheduler for batch of precedence-constrained jobs on heterogeneous computing system," Energy, Elsevier, vol. 125(C), pages 258-274.
  29. Wada, Kentaro & Usui, Kento & Takigawa, Tsubasa & Kuwahara, Masao, 2018. "An optimization modeling of coordinated traffic signal control based on the variational theory and its stochastic extension," Transportation Research Part B: Methodological, Elsevier, vol. 117(PB), pages 907-925.
  30. David Bergman & Carlos Cardonha & Jason Imbrogno & Leonardo Lozano, 2023. "Optimizing the Expected Maximum of Two Linear Functions Defined on a Multivariate Gaussian Distribution," INFORMS Journal on Computing, INFORMS, vol. 35(2), pages 304-317, March.
  31. F. L. Wolf & L. A. Grzelak & G. Deelstra, 2022. "Cheapest-to-deliver collateral: a common factor approach," Quantitative Finance, Taylor & Francis Journals, vol. 22(4), pages 707-723, April.
  32. Toktay, Latife Beril, 1970- & Wein, Lawrence M., 1999. "Analysis of a forecasting-production-inventory system with stationary demand," Working papers WP 4070-99., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  33. Liu, Yu-Hsin & Mahmassani, Hani S., 2000. "Global maximum likelihood estimation procedure for multinomial probit (MNP) model parameters," Transportation Research Part B: Methodological, Elsevier, vol. 34(5), pages 419-449, June.
  34. Kingsley E. Haynes & Stewart Fotheringham, 1990. "The Impact of Space on the Application Of Discrete Choice Models," The Review of Regional Studies, Southern Regional Science Association, vol. 20(2), pages 39-49, Spring.
  35. Vijverberg, Wim P. M., 1997. "Monte Carlo evaluation of multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 281-307.
  36. Yao Zhao & David Simchi-Levi, 2006. "Performance Analysis and Evaluation of Assemble-to-Order Systems with Stochastic Sequential Lead Times," Operations Research, INFORMS, vol. 54(4), pages 706-724, August.
  37. Jain, Shashi & Oosterlee, Cornelis W., 2015. "The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 412-431.
  38. Lei Liu & Marcello Urgo, 2024. "Robust scheduling in a two-machine re-entrant flow shop to minimise the value-at-risk of the makespan: branch-and-bound and heuristic algorithms based on Markovian activity networks and phase-type dis," Annals of Operations Research, Springer, vol. 338(1), pages 741-764, July.
  39. Hanemann, W. Michael, 1981. "Applied Welfare Analysis with Quantal Choice Models," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7fm8k59w, Department of Agricultural & Resource Economics, UC Berkeley.
  40. Lof, Matthijs & van Bommel, Jos, 2023. "Asymmetric information and the distribution of trading volume," Journal of Corporate Finance, Elsevier, vol. 82(C).
  41. Vassilis Argyrou Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Working Papers _025, Yale University.
  42. L. Beril Toktay & Lawrence M. Wein, 2001. "Analysis of a Forecasting-Production-Inventory System with Stationary Demand," Management Science, INFORMS, vol. 47(9), pages 1268-1281, September.
  43. Martinetti, Davide & Geniaux, Ghislain, 2017. "Approximate likelihood estimation of spatial probit models," Regional Science and Urban Economics, Elsevier, vol. 64(C), pages 30-45.
  44. Hajdu M. & Isaac S., 2016. "Sixty years of project planning: history and future," Organization, Technology and Management in Construction, Sciendo, vol. 8(1), pages 1499-1510, December.
  45. Vardar-Acar, Ceren & Bulut, Hatice, 2015. "Bounds on the expected value of maximum loss of fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 117-122.
  46. Osman, Hany & Demirli, Kudret, 2012. "Integrated safety stock optimization for multiple sourced stockpoints facing variable demand and lead time," International Journal of Production Economics, Elsevier, vol. 135(1), pages 299-307.
  47. Federica Bomboi & Christoph Buchheim & Jonas Pruente, 2022. "On the stochastic vehicle routing problem with time windows, correlated travel times, and time dependency," 4OR, Springer, vol. 20(2), pages 217-239, June.
  48. Alan L. Montgomery & Kartik Hosanagar & Ramayya Krishnan & Karen B. Clay, 2004. "Designing a Better Shopbot," Management Science, INFORMS, vol. 50(2), pages 189-206, February.
  49. Subhash C. Sarin & Balaji Nagarajan & Sanjay Jain & Lingrui Liao, 2009. "Analytic evaluation of the expectation and variance of different performance measures of a schedule on a single machine under processing time variability," Journal of Combinatorial Optimization, Springer, vol. 17(4), pages 400-416, May.
  50. Tasos Nikoleris & Mark Hansen, 2012. "Queueing Models for Trajectory-Based Aircraft Operations," Transportation Science, INFORMS, vol. 46(4), pages 501-511, November.
  51. Elmaghraby, Salah E., 2000. "On criticality and sensitivity in activity networks," European Journal of Operational Research, Elsevier, vol. 127(2), pages 220-238, December.
  52. Tristan Guillaume, 2008. "Making the best of best-of," Review of Derivatives Research, Springer, vol. 11(1), pages 1-39, March.
  53. Yousry Abdelkader, 2010. "Adjustment of the moments of the project completion times when activity times are exponentially distributed," Annals of Operations Research, Springer, vol. 181(1), pages 503-514, December.
  54. Shie Mannor & Duncan Simester & Peng Sun & John N. Tsitsiklis, 2007. "Bias and Variance Approximation in Value Function Estimates," Management Science, INFORMS, vol. 53(2), pages 308-322, February.
  55. Barış Ata & Anton Skaro & Sridhar Tayur, 2017. "OrganJet: Overcoming Geographical Disparities in Access to Deceased Donor Kidneys in the United States," Management Science, INFORMS, vol. 63(9), pages 2776-2794, September.
  56. Xun Li & Zhenyu Wu, 2006. "A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets," Annals of Finance, Springer, vol. 2(2), pages 179-205, March.
  57. David Simchi-Levi & Yao Zhao, 2005. "Safety Stock Positioning in Supply Chains with Stochastic Lead Times," Manufacturing & Service Operations Management, INFORMS, vol. 7(4), pages 295-318, December.
  58. Urban, Timothy L. & Chiang, Wen-Chyuan, 2016. "Designing energy-efficient serial production lines: The unpaced synchronous line-balancing problem," European Journal of Operational Research, Elsevier, vol. 248(3), pages 789-801.
  59. Kalir, Adar A. & Sarin, Subhash C., 2009. "A method for reducing inter-departure time variability in serial production lines," International Journal of Production Economics, Elsevier, vol. 120(2), pages 340-347, August.
  60. Elmaghraby, S. E. & Fathi, Y. & Taner, M. R., 1999. "On the sensitivity of project variability to activity mean duration," International Journal of Production Economics, Elsevier, vol. 62(3), pages 219-232, September.
  61. Qian, Hang, 2011. "Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction," MPRA Paper 32634, University Library of Munich, Germany.
  62. Portougal, Victor & Trietsch, Dan, 2006. "Johnson's problem with stochastic processing times and optimal service level," European Journal of Operational Research, Elsevier, vol. 169(3), pages 751-760, March.
  63. Selin Damla Ahipaşaoğlu & Uğur Arıkan & Karthik Natarajan, 2019. "Distributionally Robust Markovian Traffic Equilibrium," Transportation Science, INFORMS, vol. 53(6), pages 1546-1562, November.
  64. Zheng, Zuduo & Su, Dongcai, 2016. "Traffic state estimation through compressed sensing and Markov random field," Transportation Research Part B: Methodological, Elsevier, vol. 91(C), pages 525-554.
  65. Bhat, Chandra R., 2018. "New matrix-based methods for the analytic evaluation of the multivariate cumulative normal distribution function," Transportation Research Part B: Methodological, Elsevier, vol. 109(C), pages 238-256.
  66. Papatla, Purushottam, 1995. "A dynamic model of the advertising-price sensitivity relationship for heterogeneous consumers," Journal of Business Research, Elsevier, vol. 33(3), pages 261-271, July.
  67. repec:zbw:bofrdp:001 is not listed on IDEAS
  68. Vassilis A. Hajivassiliou & Daniel McFadden & Paul A. Ruud, 1994. "Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results," Cowles Foundation Discussion Papers 1021R, Cowles Foundation for Research in Economics, Yale University.
  69. Wen-Chyuan Chiang & Timothy L. Urban & Chunyong Luo, 2016. "Balancing stochastic two-sided assembly lines," International Journal of Production Research, Taylor & Francis Journals, vol. 54(20), pages 6232-6250, October.
  70. Maher, M. J. & Hughes, P. C., 1997. "A probit-based stochastic user equilibrium assignment model," Transportation Research Part B: Methodological, Elsevier, vol. 31(4), pages 341-355, August.
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