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Publications
·
David B. Brown and James E. Smith. 2012.
"Optimal
Sequential Exploration: Bandits, Clairvoyants, and Wildcats."
·
James E. Smith and Canan Ulu. 2011. "Technology
Adoption with Uncertain Future Costs and Quality." Forthcoming in Operations
Research. (Electronic
Companion.)
·
David B. Brown and James E. Smith. 2011.
"Dynamic
Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds."
Management
Science 57 (10), 1752-1770. (Electronic
Companion containing proofs and detailed assumptions and results.)
·
David B. Brown, James E. Smith, and Peng Sun.
2010. "Information
Relaxations and Duality in Stochastic Dynamic Programs." Operations
Research 58 (4), 785-801. (Electronic
Companion containing proofs and additional numerical results.)
·
Robert T. Clemen and James E. Smith. 2009.
"On
the Choice of Baselines in Multiattribute Portfolio
Analysis: A Cautionary Note." Decision Analysis 6 (4), 256-262.
·
Canan Ulu and James E. Smith. 2009. "Uncertainty,
Information Acquisition, and Technology Adoption," Operations
Research 57 (3), 740-752. (Electronic
Companion)
·
J. Eric Bickel, James E. Smith, and Jennifer
L. Meyer. 2008. "Modeling
Dependence among Geologic Risks in Sequential Exploration Decisions," SPE Reservoir
Evaluation and Engineering, 3(4) 233-251. (A zipped version of the spreadsheet
associated with this paper may be downloaded here;
note this spreadsheet contains macros. An earlier version of
this paper was presented at the 2006 SPE Annual Technical Conference and
Exhibition, San Antonio, Texas, September, 2006 (paper SPE 102369) and
published as a part of the proceedings.)
·
Maxine Savitz et. al. 2007. Prospective
Evaluation of Applied Energy Research and Development at DOE (Phase Two),
National Research Council, National Academies Press, Washington DC.
·
J. Eric Bickel and James E. Smith. 2006.
"Optimal
Sequential Exploration: A Binary Learning Model," Decision
Analysis 3 (1), 16-32. (The spreadsheet associated with
this paper may be downloaded here;
note this spreadsheet contains macros.)
·
James E. Smith and Robert L. Winkler. 2006.
"The
Optimizer's Curse: Skepticism and Postdecision
Surprise in Decision Analysis," Management Science 52 (3), 311-322. (A
correction to Figure 3 in the paper is described here.)
·
James E. Smith. 2005. "Alternative
Approaches for Solving Real-Options Problems (Comment on Brandão
et al. 2005)," Decision Analysis 2 (2), 89-102. (Brandão et. al.'s paper may be found here and
their reply to my comment here. )
·
James E. Smith and Ralph L. Keeney. 2005.
"Your
Money or Your Life: A Prescriptive Model for Health, Safety and
Consumption Decisions," Management Science 51 (9),
1309–1325.
·
Robert W. Fri et. al.
2005. Prospective Evaluation of Applied
Energy Research and Applied Research and Development at DOE (Phase One): A
First Look Forward, National Research Council, National
Academies Press, Washington DC.
·
Robert L. Winkler and James E. Smith. 2004.
"On
Uncertainty in Medical Testing," Medical Decision Making 24
(6), 654-658.
·
James E. Smith. 2004. "Risk
Sharing, Fiduciary Duty, and Corporate Risk Attitudes," Decision
Analysis 1 (2), 114-27.
·
James E. Smith. 2004. "Comments
on Howard's Precise Decision Language," Decision Analysis 1 (2),
79-81.
·
James E. Smith and Detlof
von Winterfeldt. 2004. "Decision
Analysis in Management Science," Management Science 50 (5), 561-574.
·
Robert L. Winkler, James E. Smith, and Dennis
G. Fryback. 2002. "The
Role of Informative Priors in Zero-Numerator Problems: Being Conservative
Versus Being Candid," The
American
Statistician 56 (1), 1-4. Comments
and Replies.
·
James E. Smith and Kevin F. McCardle. 2002. "Structural
Properties of Stochastic Dynamic Programs," Operations
Research 50 (5), 796-809.
·
Eduardo Schwartz and James E. Smith. 2000.
"Short-term
Variations and Long-term Dynamics in Commodity Prices," Management
Science 46 (7), 893-911. (This paper mentions a stochastic
growth rate extension of the model that is available here: Stochastic
Growth Rate Extension.)
·
James E. Smith, Robert L. Winkler, and Dennis
G. Fryback. 2000. "The
First Positive: Positive Predictive Values in the Extreme," Annals of
Internal Medicine 132 (10), 804-809.
·
James E. Smith. 1999. "Much
Ado About Options?,"
Decision
Analysis Newsletter 18 (2): 4-8.
·
James E. Smith and Robert L. Winkler. 1999.
"Casey's
Problem: Interpreting and Evaluating a New Test," Interfaces
29
(3), 63-76.
·
James E. Smith and Kevin F. McCardle. 1999. "Options
in the Real World: Some Lessons Learned in Evaluating Oil and Gas
Investments," Operations Research 47 (1),
1-15.
·
James E. Smith. 1998. "Evaluating
Income Streams: A Decision Analysis Approach," Management
Science 44 (12), 1690-1708.
·
James E. Smith and Kevin F. McCardle. 1998. "Valuing
Oil Properties: Integrating Option Pricing and Decision Analysis Approaches,"
Operations
Research 46 (2), 198-217.
·
Patrick L. Brockett, Samuel H. Cox, and James
E. Smith. 1998. "Bounds on the Price of Catastrophe Insurance Options on
Futures Contracts," in Securitization of Insurance Risks, Society of
Actuaries Monograph Series, Schaumburg, Illinois.
·
James E. Smith. 1996. "Fisher
Separation and Project Valuation in Partially Complete Markets,"
Working paper, most recent version, August 1996.
·
James E. Smith. 1995. "Generalized
Chebychev Inequalities: Theory and Applications
in Decision Analysis," Operations Research 43 (5),
807-825.
·
James E. Smith and Robert F. Nau. 1995. "Valuing
Risky Projects: Option Pricing Theory and Decision Analysis," Management
Science 41 (5), 795-816.
·
James E. Smith. 1993. "Moment Methods
for Decision Analysis," Management Science 39 (3),
340-358.
·
James E. Smith, Samuel Holtzman
and James E. Matheson. 1993. "Structuring
Conditional Relationships in Influence Diagrams," Operations
Research 41 (2), 280-297.
·
James E. Smith, "Discussion of 'Towards
Efficient Probabilistic Diagnosis in Multiply Connected Belief Networks,' by
Max Henrion," in R. M. Oliver and J. Q. Smith,
editors, Influence
Diagrams, Belief Nets and Decision Analysis (Wiley, 1990), 403-406.