Similar Search Results

Dynamic revenue maximization with heterogeneous objects: a mechanism design approach

Gershkov, Alex; Moldovanu, Benny - In: American economic journal : a journal of the American … 1 (2009) 2, pp. 168-198

Persistent link: https://www.econbiz.de/10003892848

Portfolio optimization with insider's initial information and counterparty risk

Hillairet, Caroline; Jiao, Ying - In: Finance and stochastics 19 (2015) 1, pp. 109-134

Persistent link: https://www.econbiz.de/10011417122

Dynamic pricing with uncertain capacities

García, Daniel; Janssen, Maarten C. W.; Shopova, Radostina - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5275-5297

Persistent link: https://www.econbiz.de/10014392910

Learning manipulation through information dissemination

Keppo, Jussi; Kim, Michael Jong; Zhang, Xinyuan - In: Operations research 70 (2022) 6, pp. 3490-3510

Persistent link: https://www.econbiz.de/10014307893

Dynamic pricing with uncertain capacities

Janssen, Maarten C. W.; García, Daniel; Shopova, Radostina - 2021

Persistent link: https://www.econbiz.de/10012433619

A maximum principle for control problems with monotonicity constraints

Hellwig, Martin (contributor) - 2008

The paper develops a version of Pontryagin's maximum principle for optimal control problems with monotonicity constraints on control variables. Whereas the literature handles such constraints by imposing an assumption of piecewise smoothness on the control variable and treating the slope of this...