Risk-sensitive dynamic pricing for a single perishable product
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Publication:1038099
DOI10.1016/j.orl.2009.05.005zbMath1180.91136OpenAlexW2058032299MaRDI QIDQ1038099
Weifen Zhuang, Michael Z. F. Li
Publication date: 17 November 2009
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2009.05.005
Related Items (7)
Optimizing conditional value-at-risk in dynamic pricing ⋮ Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions ⋮ Risk-averse dynamic pricing using mean-semivariance optimization ⋮ A survey on risk-averse and robust revenue management ⋮ Joint dynamic pricing and capacity control for hotels and rentals with advanced demand information ⋮ Time-consistent, risk-averse dynamic pricing ⋮ Optimal dynamic pricing for deteriorating items with reference-price effects
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- Technical Note—A Risk-Sensitive Model for Managing Perishable Products
- Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
- Relationships Among Three Assumptions in Revenue Management
- Risk-Sensitive Markov Decision Processes
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