Optimal dynamic pricing of inventories with stochastic demand and discounted criterion

DOI10.1016/j.ejor.2011.09.048zbMath1244.90014OpenAlexW2107936927MaRDI QIDQ439428

Jianbin Li, Ping Cao, Hong Yan

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.09.048

zbMATH Keywords

HJB equationrevenue managementoptimal pricingdiscounted criterion

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39)

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Cites Work

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