Risk management policies for dynamic capacity control
From MaRDI portal
Publication:337544
DOI10.1016/j.cor.2014.12.004zbMath1348.90353OpenAlexW2073713749MaRDI QIDQ337544
Joern Meissner, Matthias Koenig
Publication date: 10 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/48985/1/Document.pdf
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Optimizing conditional value-at-risk in dynamic pricing ⋮ A review of revenue management: recent generalizations and advances in industry applications ⋮ A survey on risk-averse and robust revenue management ⋮ Time-consistent, risk-averse dynamic pricing ⋮ Optimal decisions in stochastic graphs with uncorrelated and correlated edge weights
Cites Work
- Coherent risk measures in inventory problems
- A two-stage bid-price control for make-to-order revenue management
- List pricing versus dynamic pricing: impact on the revenue risk
- Risk-sensitive capacity control in revenue management
- A stochastic approach to hotel revenue optimization
- Risk-averse capacity control in revenue management
- Robust Convex Optimization
- Relative Entropy, Exponential Utility, and Robust Dynamic Pricing
- Risk in Revenue Management and Dynamic Pricing
- Technical Note—A Risk-Sensitive Model for Managing Perishable Products
- Maximizing Revenues of Perishable Assets with a Risk Factor
- Robust Optimization of Large-Scale Systems
- Risk-Sensitive Markov Decision Processes
This page was built for publication: Risk management policies for dynamic capacity control
