Re-solving stochastic programming models for airline revenue management
From MaRDI portal
Publication:1958621
DOI10.1007/s10479-009-0603-7zbMath1195.90067OpenAlexW2084517391MaRDI QIDQ1958621
Lijian Chen, Tito Homem-de-mello
Publication date: 4 October 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-009-0603-7
Related Items
Provider selection and task allocation in telecommunications with QoS degradation policy ⋮ Stochastic dual dynamic integer programming ⋮ Risk minimization, regret minimization and progressive hedging algorithms ⋮ Logarithmic Regret in the Dynamic and Stochastic Knapsack Problem with Equal Rewards ⋮ On the optimal parking lot subscription policy problem: a hybrid simulation-optimization approach ⋮ Airline network revenue management with buy-up ⋮ A two-stage bid-price control for make-to-order revenue management ⋮ A model of distributionally robust two-stage stochastic convex programming with linear recourse ⋮ Preservation of Structural Properties in Optimization with Decisions Truncated by Random Variables and Its Applications ⋮ Network capacity management under competition ⋮ Mathematical programming models for revenue management under customer choice ⋮ Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- MSLiP: A computer code for the multistage stochastic linear programming problem
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
- The theory and practice of revenue management
- Horizon and stages in applications of stochastic programming in finance
- Airline Yield Management with Overbooking, Cancellations, and No-Shows
- A Randomized Linear Programming Method for Computing Network Bid Prices
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Simulation-Based Optimization of Virtual Nesting Controls for Network Revenue Management
- Asymptotic Behavior of an Allocation Policy for Revenue Management
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- Introduction to Stochastic Programming
- Simulation-Based Booking Limits for Airline Revenue Management
- Mathematical programming for network revenue management revisited