Time-consistent, risk-averse dynamic pricing
Year of publication: |
2019
|
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Authors: | Schur, Rouven ; Gönsch, Jochen ; Hassler, Michael |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 277.2019, 2 (1.9.), p. 587-603
|
Subject: | Revenue management | Dynamic pricing | Risk aversion | Conditional value-at-risk | Risikoaversion | Revenue-Management | Risikomaß | Risk measure | Preismanagement | Pricing strategy | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
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