On bid-price controls for network revenue management

DOI10.1214/12-SSY081zbMath1358.90053OpenAlexW2252845602MaRDI QIDQ3466712

Barış Ata, Mustafa Akan

Publication date: 25 January 2016

Full work available at URL: https://projecteuclid.org/euclid.ssy/1450879456

zbMATH Keywords

quadratic perturbationbid-price controlnetwork revenue management problem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Convex programming (90C25) Management decision making, including multiple objectives (90B50) Stochastic network models in operations research (90B15) Martingales with continuous parameter (60G44)

Cites Work

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• An Asymptotically Optimal Policy for a Quantity-Based Network Revenue Management Problem
• Bid-Price Controls for Network Revenue Management: Martingale Characterization of Optimal Bid Prices
• Dynamic Bid Prices in Revenue Management
• Relaxations of Weakly Coupled Stochastic Dynamic Programs
• Probability with Martingales
• Analysis of Deterministic LP-Based Booking Limit and Bid Price Controls for Revenue Management

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