A Bayesian learning model for estimating unknown demand parameter in revenue management
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Cites work
- A Bayesian analysis of some nonparametric problems
- A continuous-time yield management model with multiple prices and reversible price changes
- A minmax regret price control model for managing perishable products with uncertain parameters
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- Chasing demand: learning and earning in a changing environment
- Dynamic Pricing and Learning with Finite Inventories
- Dynamic pricing for nonperishable products with demand learning
- Dynamic pricing under a general parametric choice model
- Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies
- Dynamic pricing with real-time demand learning
- Dynamic pricing without knowing the demand function: risk bounds and near-optimal algorithms
- Dynamic selling mechanisms for product differentiation and learning
- scientific article; zbMATH DE number 4170917 (Why is no real title available?)
- Iterated least squares in multiperiod control
- Learning about variable demand in the long run
- Learning and pricing models for repeated generalized second-price auction in search advertising
- On incomplete learning and certainty-equivalence control
- Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
- Optimal Experimentation in a Changing Environment
- Reinforcement learning with limited reinforcement: using Bayes risk for active learning in POMDPs
- State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms
- Technical Note—A Risk-Sensitive Model for Managing Perishable Products
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
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Cited in
(6)- Data-driven revenue management strategy based on local-slope update
- Technical note -- Joint learning and optimization of multi-product pricing with finite resource capacity and unknown demand parameters
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- Bayesian learning in performance. Is there any?
- Bayesian learning in fish wars: dynamic estimation of unknown states and private information
- A Bayesian learning and pricing model with multiple unknown demand parameters
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