We study the problem of jointly optimizing the price and order quantity for a perishable product, also known as the pricing-newsvendor problem. We consider the case with demand ambiguity where the demand is a function of the price and an uncertain factor, of which only the support information is...

We consider an infinite-horizon multi-product dynamic pricing problem with reference effects in a monopolistic setting, where the reference price is an exponentially weighted average of historical prices. In each period, the demand follows the multinomial logit (MNL) model, where the utility...

This paper investigates the operations of a novel service mode, mobile charging, whereby a for-profit platform operator arranges vehicles equipped with charging piles to deliver charging to customers' electric vehicles in low-battery levels. We model the platform-customer interaction with a...

We study the data-integrated price-setting newsvendor problem in which the price-demand relationship is described by some parametric model with unknown parameters. We formulate the operational data analytics (ODA) framework that features a data-integration model and a validation model. The...

We consider the problem of online pricing with offline data, where the decision maker has in hand pre-existed offline data and then takes online sequential actions to maximize expected cumulative revenue as well as learning the optimal pricing. We focus on a simple and specific problem setting...