Intertemporal Pricing Under Minimax Regret

DOI10.1287/opre.2016.1548zbMath1364.90354OpenAlexW3123214023MaRDI QIDQ5739115

René Caldentey, Ying Liu, Ilan Lobel

Publication date: 2 June 2017

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

Full work available at URL: https://doi.org/10.1287/opre.2016.1548

zbMATH Keywords

robust optimizationdemand uncertaintystrategic consumersprior-freeworst-case regret

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (9)

Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems ⋮ Pricing with Samples ⋮ Individual antecedents of real options appraisal: the role of national culture and ambiguity ⋮ Price discrimination with robust beliefs ⋮ Dynamic pricing and quick response of a retailer in the presence of strategic consumers: a distributionally robust optimization approach ⋮ Robust Dynamic Pricing with Strategic Customers ⋮ Technical Note—Dynamic Pricing with Heterogeneous Patience Levels ⋮ Intertemporal Price Discrimination with Time-Varying Valuations ⋮ Relatively robust decisions

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