Optimizing conditional value-at-risk in dynamic pricing (Q1621836): Difference between revisions

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+Coherent risk measures in inventory problems
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+Coherent Measures of Risk
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+Risk-averse capacity control in revenue management
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+Risk-sensitive capacity control in revenue management
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+Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
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+A risk-averse newsvendor with law invariant coherent measures of risk
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+A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
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+Maximizing Revenues of Perishable Assets with a Risk Factor
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+Technical Note—A Risk-Sensitive Model for Managing Perishable Products
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+Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
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+Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market
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+A survey on risk-averse and robust revenue management
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+Newsvendor solutions via conditional value-at-risk minimization
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+List pricing versus dynamic pricing: impact on the revenue risk
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+Risk management policies for dynamic capacity control
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+Risk in Revenue Management and Dynamic Pricing
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+Risk-sensitive dynamic pricing for a single perishable product
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+Relative Entropy, Exponential Utility, and Robust Dynamic Pricing
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+Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences
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+Intertemporal Price Discrimination
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+The theory and practice of revenue management
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+A minmax regret price control model for managing perishable products with uncertain parameters
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+Relationships Among Three Assumptions in Revenue Management
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