Time-consistent, risk-averse dynamic pricing
type: Item
instance of: scholarly article
title: Time-consistent, risk-averse dynamic pricing
zbMATH Open document ID: 1431.91445
author: Rouven Schur
author: Jochen Gönsch
author: Michael Hassler
published in: European Journal of Operational Research
publication date: 2019-04-23T00:00:00Z
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7046572
zbMATH Keywords: revenue management
zbMATH Keywords: dynamic pricing
zbMATH Keywords: risk aversion
zbMATH Keywords: conditional value-at-risk
MaRDI profile type: Publication
full work available at URL: j.ejor.2019.02.038
OpenAlex ID: W2915625357
cites work: Coherent risk measures in inventory problems
cites work: Coherent measures of risk
cites work: Coherent multiperiod risk adjusted values and Bellman's principle
cites work: Risk-sensitive capacity control in revenue management
cites work: Q3241581
cites work: Periodic Pricing of Seasonal Products in Retailing
cites work: Contracting to Assure Supply: How to Share Demand Forecasts in a Supply Chain
cites work: Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
cites work: Dynamic monetary risk measures for bounded discrete-time processes
cites work: Scenario decomposition of risk-averse multistage stochastic programming problems
cites work: Optimal pricing and production in an inventory model
cites work: Maximizing Revenues of Perishable Assets with a Risk Factor
cites work: Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
cites work: A survey on risk-averse and robust revenue management
cites work: Optimizing conditional value-at-risk in dynamic pricing
cites work: Newsvendor solutions via conditional value-at-risk minimization
cites work: Q5663612
cites work: Manufacturer's return policy in a two-stage supply chain with two risk-averse retailers and random demand
cites work: List pricing versus dynamic pricing: impact on the revenue risk
cites work: Risk management policies for dynamic capacity control
cites work: Q3656698
cites work: Risk in Revenue Management and Dynamic Pricing
cites work: A Stochastic Theory of the Firm
cites work: Risk-sensitive dynamic pricing for a single perishable product
cites work: Relative Entropy, Exponential Utility, and Robust Dynamic Pricing
cites work: Q5844986
cites work: Some remarks on the value-at-risk and the conditional value-at-risk
cites work: Multistage Stochastic Optimization
cites work: Time-inconsistent multistage stochastic programs: martingale bounds
cites work: Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
cites work: On Solving Multistage Stochastic Programs with Coherent Risk Measures
cites work: Dynamic coherent risk measures
cites work: Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences
cites work: Risk-averse dynamic programming for Markov decision processes
cites work: Conditional Risk Mappings
cites work: On a time consistency concept in risk averse multistage stochastic programming
cites work: Analysis of stochastic dual dynamic programming method
cites work: Lectures on Stochastic Programming
cites work: Risk neutral and risk averse stochastic dual dynamic programming method
cites work: Decomposability and time consistency of risk averse multistage programs
cites work: Intertemporal Price Discrimination
cites work: On the conditional value-at-risk probability-dependent utility function
cites work: The theory and practice of revenue management
cites work: DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
cites work: Relationships Among Three Assumptions in Revenue Management
Wikidata QID: Q128336134
DOI: 10.1016/J.EJOR.2019.02.038
description: scientific article; zbMATH DE number 7046572