Pricing problems with a continuum of customers as stochastic Stackelberg games

DOI10.1007/BF00939048zbMath0622.90012OpenAlexW1968664267MaRDI QIDQ1091241

T. Ning, Tsu-Shuan Chang, Peter B. Luh

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939048

zbMATH Keywords

constrained optimal controlstochastic Stackelberg gameinducible region conceptnonnested information structurepricing problem

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Stochastic games, stochastic differential games (91A15)

Related Items (4)

On a stochastic bilevel programming problem ⋮ Modeling uncertain passenger arrivals in the elevator dispatching problem with destination control ⋮ On the existence of solutions to stochastic mathematical programs with equilibrium constraints ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Cites Work

• Solutions and properties of multi-stage Stackelberg games
• A control-theoretic view on incentives
• Three-level Stackelberg decision problems
• Derivation of necessary and sufficient conditions for single-stage Stackelberg games via the inducible region concept
• Load adaptive pricing: An emerging tool for electric utilities
• Team decision theory and information structures in optimal control problems--Part I

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