Dynamic pricing in retail with diffusion process demand

DOI10.1093/IMAMAN/DPZ003MaRDI QIDQ5234140zbMATH OpenOpenAlexFDO

Authors Asbjørn Nilsen Riseth

Publication date 25 September 2019

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.09852

zbMATH Keywords

diffusion processesdynamic pricingHamilton-Jacobi-Bellmanstochastic optimal control

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cited in

(7)

• Word-of-mouth and estimating demand based on network structure and epidemic models
• Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems
• Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
• Pricing in dynamic marketing: the cases of piece-wise constant sale and retail discounts
• Integrated sales planning for in-store retail: a multi-stage stochastic optimization approach
• Metaheuristic optimization for multi item supply chains with price indices and advance payment
• The interplay between different introducers and live streaming modes with spillover effect

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