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This paper studies a periodic-review pricing and inventory control problem for a retailer, which faces stochastic price-sensitive demand, under quite general modeling assumptions. Any unsatisfied demand is lost, and any leftover inventory at the end of the finite selling horizon has a salvage...
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are in the order of T^{2/3}(logT)^{1/2} and T^{1/2}logT in the cases of nonparametric and parametric noise distributions …
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