Schrater, P.

price regime prediction agent market markov probability decision distribution order approach tac scm future model method demand figure product supply information density number gaussian trend management market conditions process matrix condition planning system horizon n-day inventory environment pricing customer experiment result research supply chain management chain order probability price trends component planning horizon h ketter offer estimate price distributions planning horizon trading trading agent competition scarcity kl-divergence example change price distribution price np price density algorithm n-day markov matrix predictor right forecast error price prediction value simulation procurement advance sales management article quantity advance version price trend copyright collin regime rk regime probabilities