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A simulation‐based algorithm for optimal pricing policy under demand uncertainty - MaRDI portal

A simulation‐based algorithm for optimal pricing policy under demand uncertainty (Q5175839)

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scientific article; zbMATH DE number 6408199
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A simulation‐based algorithm for optimal pricing policy under demand uncertainty
scientific article; zbMATH DE number 6408199

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    A simulation‐based algorithm for optimal pricing policy under demand uncertainty (English)
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    25 February 2015
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    optimal pricing policy
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    Bass model
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    parameterized stochastic differential equation (SDE)
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    stochastic approximation algorithm
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    smoothed functional gradient estimates
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