A simulation-based algorithm for optimal pricing policy under demand uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Chakravarty, Saswata ; Padakandla, Sindhu ; Bhatnagar, Shalabh |
Published in: |
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS). - Oxford : Wiley, ISSN 0969-6016, ZDB-ID 1213721-2. - Vol. 21.2014, 5, p. 737-760
|
Subject: | optimal pricing policy | Bass model | parameterized stochastic differential equation (SDE) | stochastic approximation algorithm | smoothed functional gradient estimates | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Simulation | Preismanagement | Pricing strategy |
-
Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Wang, Mengdi, (2014)
-
Online allocation and pricing : constant regret via Bellman inequalities
Vera, Alberto, (2021)
-
Gholami, Reza Azad, (2021)
- More ...
-
Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise
Yaji, Vinayaka G., (2020)
-
Dukkipati, Ambedkar, (2007)
-
Adaptive Smoothed Functional Algorithms for Optimal Staffing Levels in Service Systems
Prasad, H. L., (2013)
- More ...