On a Piecewise-Linear Approximation for Network Revenue Management

DOI10.1287/MOOR.2015.0716zbMath1337.49047OpenAlexW1888323485MaRDI QIDQ2800364

Sumit Kunnumkal, Kalyan T. Talluri

Publication date: 15 April 2016

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10044/1/47890

zbMATH Keywords

linear programmingapproximate dynamic programmingnetwork revenue managementstochastic dynamic programLagrangian relaxation methods

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear programming (90C05) Stochastic programming (90C15) Stochastic network models in operations research (90B15) Dynamic programming (90C39)

Related Items (13)

Technical Note—Product-Based Approximate Linear Programs for Network Revenue Management ⋮ Data-driven mixed-integer linear programming-based optimisation for efficient failure detection in large-scale distributed systems ⋮ Opaque selling of multiple substitutable products with finite inventories ⋮ A strong Lagrangian relaxation for general discrete-choice network revenue management ⋮ Dynamic Relaxations for Online Bipartite Matching ⋮ Reductions of non-separable approximate linear programs for network revenue management ⋮ Efficient compact linear programs for network revenue management ⋮ An Approximation Algorithm for Network Revenue Management Under Nonstationary Arrivals ⋮ An Approximation Algorithm for Capacity Allocation Over a Single Flight Leg with Fare-Locking ⋮ A review of choice-based revenue management: theory and methods ⋮ Reductions of Approximate Linear Programs for Network Revenue Management ⋮ Technical Note—A Note on Relaxations of the Choice Network Revenue Management Dynamic Program ⋮ A combined average-case and worst-case analysis for an integrated hub location and revenue management problem

Cites Work

• Network revenue management with inventory-sensitive bid prices and customer choice
• A branch-and-cut algorithm for the latent-class logit assortment problem
• A Dynamic Programming Decomposition Method for Making Overbooking Decisions Over an Airline Network
• On the Approximate Linear Programming Approach for Network Revenue Management Problems
• Using Lagrangian Relaxation to Compute Capacity-Dependent Bid Prices in Network Revenue Management
• A Column Generation Algorithm for Choice-Based Network Revenue Management
• Dynamic Bid Prices in Revenue Management
• Relaxations of Weakly Coupled Stochastic Dynamic Programs
• Revenue Management Under a General Discrete Choice Model of Consumer Behavior

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