Risk-sensitive capacity control in revenue management

DOI10.1007/s00186-006-0135-8zbMath1139.91014OpenAlexW2036694592MaRDI QIDQ2460043

Christiane Barz, Karl-Heinz Waldmann

Publication date: 14 November 2007

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

Full work available at URL: https://doi.org/10.1007/s00186-006-0135-8

zbMATH Keywords

Markov decision processrevenue managementexponential utilityrisk-sensitivity

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Markov and semi-Markov decision processes (90C40)

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