A stochastic newsvendor game with dynamic retail prices

DOI10.3934/jimo.2017072zbMath1412.91003OpenAlexW2760500614MaRDI QIDQ1716984

Nicolas Privault, Ido Polak

Publication date: 5 February 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2017072

zbMATH Keywords

optimal controldelaystochastic gamesuncertain demandnewsvendor games

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Related Items (3)

Optimization model and solution method for dynamically correlated two-product newsvendor problems based on copula ⋮ Nonlinear optimization to management problems of end-of-life vehicles with environmental protection awareness and damaged/aging degrees ⋮ Cournot games with limited demand: from multiple equilibria to stochastic equilibrium

Cites Work

• The newsvendor problem: review and directions for future research
• Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
• Forward-backward stochastic differential games and stochastic control under model uncertainty
• Cournot games with limited demand: from multiple equilibria to stochastic equilibrium
• A Maximum Principle for Stochastic Control with Partial Information
• Pricing and the Newsvendor Problem: A Review with Extensions

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