Dynamic pricing with surging demand

DOI10.4208/CSIAM-AM.SO-2023-0034MaRDI QIDQ6929036zbMATH OpenFDO

Authors Lijun Bo, Yi-Jie Huang

Publication date 17 September 2025

Published in CSIAM Transactions on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

HJB equationviscosity solutiondynamic pricinglinear demandsurging demand

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Game theory, economics, finance, and other social and behavioral sciences (91-XX) Dynamic programming in optimal control and differential games (49L20) Inventory, storage, reservoirs (90B05)

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