Technical note: <scp>Finite‐time</scp> regret analysis of <scp>Kiefer‐Wolfowitz</scp> stochastic approximation algorithm and nonparametric <scp>multi‐product</scp> dynamic pricing with unknown demand

DOI10.1002/nav.21902zbMath1529.91046OpenAlexW3017448023MaRDI QIDQ6072149

Unnamed Author, L. Jeff Hong, Unnamed Author

Publication date: 12 October 2023

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.21902

zbMATH Keywords

stochastic approximationrevenue managementKiefer-Wolfowitz algorithmdynamic pricing and learningnonparametric pricing policy

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24) Stochastic approximation (62L20)

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