Finite Horizon Stochastic Knapsacks with Applications to Yield Management
From MaRDI portal
Publication:4530644
DOI10.1287/opre.48.1.155.12457zbMath1106.90372OpenAlexW2156146772MaRDI QIDQ4530644
Publication date: 4 June 2002
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.48.1.155.12457
Related Items (19)
Packing a Knapsack of Unknown Capacity ⋮ The online knapsack problem with incremental capacity ⋮ An adaptive stochastic knapsack problem ⋮ Dynamic pricing of multiple home delivery options ⋮ Lending decisions with limits on capital available: the polygamous marriage problem ⋮ An approximate dynamic programming approach to solving a dynamic, stochastic multiple knapsack problem ⋮ On a semi-dynamic pricing and seat inventory allocation problem ⋮ Semi-Markov information model for revenue management and dynamic pricing ⋮ Quantity Premiums and Discounts in Dynamic Pricing ⋮ A Stochastic Knapsack Game: Revenue Management in Competitions ⋮ Online Resource Allocation with Personalized Learning ⋮ STATIC STOCHASTIC KNAPSACK PROBLEMS ⋮ Dynamic Nonlinear Pricing of Inventories over Finite Sales Horizons ⋮ Modeling and analysis of high risk patient queues. ⋮ Heuristic policies for stochastic knapsack problem with time‐varying random demand ⋮ On the single-leg airline revenue management problem in continuous time ⋮ Order acceptance in food processing systems with random raw material requirements ⋮ Dynamic capacity allocation for group bookings in live entertainment ⋮ A continuous-time seat control model for single-leg flights with no-shows and optimal overbooking upper bound
This page was built for publication: Finite Horizon Stochastic Knapsacks with Applications to Yield Management
