Optimizing conditional value-at-risk in dynamic pricing
Year of publication: |
July 2018
|
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Authors: | Gönsch, Jochen ; Hassler, Michael ; Schur, Rouven |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 40.2018, 3, p. 711-750
|
Subject: | Revenue management | Dynamic pricing | Dynamic programming | Risk management | Service operations | Revenue-Management | Dynamische Optimierung | Preismanagement | Pricing strategy | Risikomaß | Risk measure | Risikomanagement |
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