Nonparametric Self-Adjusting Control for Joint Learning and Optimization of Multiproduct Pricing with Finite Resource Capacity

DOI10.1287/moor.2018.0937zbMath1442.90096OpenAlexW2942488364WikidataQ128029069 ScholiaQ128029069MaRDI QIDQ5219731

Izak Duenyas, Qi Chen, Stefanus Jasin

Publication date: 12 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://lbsresearch.london.edu/id/eprint/1083/1/Learning.pdf

zbMATH Keywords

learningspline approximationasymptotic analysisrevenue managementself-adjusting control

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Deterministic network models in operations research (90B10) Consumer behavior, demand theory (91B42)

Related Items (6)

Policy Optimization Using Semiparametric Models for Dynamic Pricing ⋮ Technical Note—Data-Based Dynamic Pricing and Inventory Control with Censored Demand and Limited Price Changes ⋮ Technical Note—Joint Learning and Optimization of Multi-Product Pricing with Finite Resource Capacity and Unknown Demand Parameters ⋮ Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand ⋮ Online Allocation and Pricing: Constant Regret via Bellman Inequalities ⋮ A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint

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