Chasing Demand: Learning and Earning in a Changing Environment

DOI10.1287/moor.2016.0807zbMath1364.93886OpenAlexW3125579698MaRDI QIDQ5739141

N. Bora Keskin, Assaf J. Zeevi

Publication date: 2 June 2017

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

Full work available at URL: https://semanticscholar.org/paper/60044ff8dab6d955255427628309a5b67141b67d

zbMATH Keywords

model uncertaintychanging environmentpricingrevenue managementsequential estimationregretexploration-exploitation

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic learning and adaptive control (93E35) Sequential estimation (62L12)

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