Dynamic pricing in retail with diffusion process demand

DOI10.1093/IMAMAN/DPZ003OpenAlexW3098188231MaRDI QIDQ5234140

Asbjørn Nilsen Riseth

Publication date: 25 September 2019

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.09852

zbMATH Keywords

stochastic optimal controldiffusion processesdynamic pricingHamilton-Jacobi-Bellman

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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