ROBUST DYNAMIC PRICING OVER INFINITE HORIZON IN THE PRESENCE OF MODEL UNCERTAINTY

DOI10.1142/S021759590900247XzbMath1180.90013MaRDI QIDQ3406727

Yu Xiong, Gendao Li, Zhong-Kai Xiong

Publication date: 19 February 2010

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

robust controldynamic pricingrevenue managementdiscounted relative entropy

Mathematics Subject Classification ID

(H^infty)-control (93B36) Microeconomic theory (price theory and economic markets) (91B24) Inventory, storage, reservoirs (90B05)

Related Items (1)

Dynamic pricing for perishable products with hybrid uncertainty in demand

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