Airline network revenue management by multistage stochastic programming

DOI10.1007/S10287-007-0058-8zbMath1178.90259OpenAlexW2014528122MaRDI QIDQ1031952

Andris Möller, Klaus Weber, Werner Römisch

Publication date: 23 October 2009

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/9022

zbMATH Keywords

multistage stochastic programmingscenario tree generationairline revenue managementseat inventory control

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Deterministic network models in operations research (90B10)

Related Items (8)

Two-stage stochastic hierarchical multiple risk problems: Models and algorithms ⋮ A non-parametric approach to demand forecasting in revenue management ⋮ Stochastic dual dynamic integer programming ⋮ A two-stage bid-price control for make-to-order revenue management ⋮ Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach ⋮ A decision rule to minimize daily capital charges in forecasting value-at-risk ⋮ Preservation of Structural Properties in Optimization with Decisions Truncated by Random Variables and Its Applications ⋮ Scenario tree modeling for multistage stochastic programs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generating Scenario Trees for Multistage Decision Problems
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures
• Inference of statistical bounds for multistage stochastic programming problems
• Generalized bounds for convex multistage stochastic programs.
• The theory and practice of revenue management
• Airline Yield Management with Overbooking, Cancellations, and No-Shows
• A Randomized Linear Programming Method for Computing Network Bid Prices
• Revenue Management: Research Overview and Prospects
• An Analysis of Bid-Price Controls for Network Revenue Management
• Models of the Spiral-Down Effect in Revenue Management
• Stability of Multistage Stochastic Programs
• Solving stochastic programs with simple recourse
• Simulation-Based Booking Limits for Airline Revenue Management
• Scenarios for multistage stochastic programs
• Scenario tree generation for multiperiod financial optimization of optimal discretization
• Mathematical programming for network revenue management revisited

This page was built for publication: Airline network revenue management by multistage stochastic programming