Time-consistent, risk-averse dynamic pricing
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Publication:1737496
DOI10.1016/j.ejor.2019.02.038zbMath1431.91445OpenAlexW2915625357MaRDI QIDQ1737496
Michael Hassler, Rouven Schur, Jochen Gönsch
Publication date: 23 April 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.02.038
Related Items (5)
Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions ⋮ Risk-averse dynamic pricing using mean-semivariance optimization ⋮ Markov decision processes with recursive risk measures ⋮ Dynamic and targeted bundle pricing of two independently valued products ⋮ Peril, prudence and planning as risk, avoidance and worry
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