作者：Oh, Sechan; Ozer, Ozalp
作者单位：International Business Machines (IBM); IBM USA; University of Texas System; University of Texas Dallas
摘要：This paper investigates the role of time in forecast information sharing and decision making under uncertainty. To do so, we provide a general framework to model the evolutions of forecasts generated by multiple decision makers who forecast demand for the same product. We also model the evolutions of forecasts when decision makers have asymmetric demand information and refer to it as the Martingale Model of Asymmetric Forecast Evolutions. This model helps us study mechanism design problems in ...
