A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions

DOI10.1007/s00186-008-0278-xzbMath1177.93099OpenAlexW1967044695MaRDI QIDQ1044214

Sumit Kunnumkal, Huseyin Topaloglu

Publication date: 11 December 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: http://eprints.exchange.isb.edu/140/1/6.pdf

zbMATH Keywords

dynamic programmingstochastic approximationrevenue managementsubgradient optimization

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Management decision making, including multiple objectives (90B50) Stochastic models in economics (91B70) Optimal stochastic control (93E20)

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