Asymptotically optimal dynamic pricing for network revenue management
From MaRDI portal
Publication:5168855
DOI10.1214/12-SSY062zbMath1293.91069OpenAlexW2083031047MaRDI QIDQ5168855
Publication date: 21 July 2014
Full work available at URL: https://doi.org/10.1214/12-ssy062
Brownian bridgeasymptotic optimalitydynamic pricingrevenue managementdiffusion control problembridge policyfluid optimization problemGallego-van Ryzin model
Microeconomic theory (price theory and economic markets) (91B24) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (5)
Constant Regret Resolving Heuristics for Price-Based Revenue Management ⋮ Dynamic pricing and replenishment: Optimality, bounds, and asymptotics ⋮ Real-Time Dynamic Pricing for Revenue Management with Reusable Resources, Advance Reservation, and Deterministic Service Time Requirements ⋮ Workload-Dependent Dynamic Priority for the Multiclass Queue with Reneging ⋮ Nonparametric Self-Adjusting Control for Joint Learning and Optimization of Multiproduct Pricing with Finite Resource Capacity
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Re-Solving Heuristic with Bounded Revenue Loss for Network Revenue Management with Customer Choice
- Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms
- Optimal Dynamic Pricing for Perishable Assets with Nonhomogeneous Demand
- An Asymptotically Optimal Policy for a Quantity-Based Network Revenue Management Problem
- Revenue Management Under a General Discrete Choice Model of Consumer Behavior
- Asymptotic Behavior of an Allocation Policy for Revenue Management
- Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
- A Multiproduct Dynamic Pricing Problem and Its Applications to Network Yield Management
- Existence of Markov Controls and Characterization of Optimal Markov Controls
- Blind Network Revenue Management
This page was built for publication: Asymptotically optimal dynamic pricing for network revenue management
