Risk-averse dynamic pricing using mean-semivariance optimization

DOI10.1016/j.ejor.2023.04.002OpenAlexW4362717232MaRDI QIDQ6113462

Rainer Schlosser, Jochen Gönsch

Publication date: 11 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2023.04.002

zbMATH Keywords

Markov decision processdynamic pricingrisk managementrevenue managementmean-semivariance optimization

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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