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)

Full work available at URL https://doi.org/10.4208/CSIAM-AM.SO-2023-0034

zbMATH Keywords

dynamic pricingHJB equationlinear demandsurging demandviscosity solution

Mathematics Subject Classification ID

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

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