An adjustment scheme for nonlinear pricing problem with two buyers

DOI10.1016/j.ejor.2009.01.037zbMath1177.91072OpenAlexW2013297537MaRDI QIDQ1044164

Mitri Kitti, Harri Ehtamo, Kimmo Berg

Publication date: 10 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.01.037

zbMATH Keywords

pricingonline computationlimited informationadjustmentbuyer-seller game

Mathematics Subject Classification ID

Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44)

Related Items

Complexity of solution structures in nonlinear pricing, Continuous learning methods in two-buyer pricing problem, Sample average approximation for the continuous type principal-agent problem, Dual bounds of a service level assignment problem with applications to efficient pricing, Interpretation of Lagrange multipliers in nonlinear pricing problem, Optimization and analysis of the profitability of tariff structures with two-part tariffs, Learning in nonlinear pricing with unknown utility functions, Adjustment of an affine contract with a fixed-point iteration

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