RISK REWARD ANALYSIS OF ONLINE SIMPLIFIED BAHNCARD PROBLEM WITH INTEREST RATE

摘要：

The Bahncard problem can be viewed as a generalization of the Ski-Rental problem.The simplified Bahncard problem is the special case that the Bahncard never expires.When considering alternative financial transaction one must consider their net present value.Thus, accounting for the interest rate is an essential feature of any reasonable financial model.In this paper, both the interest rate factor and risk management are introduced to this special case, the introduction of these parameters considerably improve the performance measure of competitive analysis.

关键词： Simplified Bahncard problem Interest rate Risk management Competitive analysis Competitive ratio

作者: CHUN-LIN XIN WEI-MIN MA LEI YANG

作者单位: School of Economics and Management, Tsinghua University, Beijing, 100084, China School of Economics and Management, Beijing University of Aeronautics and Astronautics, Beijing 1000

会议类型: 国际会议

会议名称: 2007 International Conference on Machine Learning and Cybernetics(IEEE第六届机器学习与控制论国际会议)

会议地点: 香港

会议语种:英文

页码: 207-212

在线出版日期: 2007-08-19（万方平台首次上网日期，不代表论文的发表时间）