This dissertation consists of two distinct lines of research e orts. Chapter 2 proposes a general methodology to seek robust solution to multi-stage stochastic optimization problems. Chapters 3, 4 and 5 all deal with models that arise from inventory management and dynamic pricing. Chapter 2...

This paper examines the dynamic pricing decisions of a monopolist seller when customers have time-inconsistent preferences, which is modeled by quasi-hyperbolic discounting. By considering the cases where customers can be sophisticated, naive, or partially naive about their time-inconsistent...