Airline network revenue management by multistage stochastic programming
From MaRDI portal
Publication:1031952
DOI10.1007/s10287-007-0058-8zbMath1178.90259OpenAlexW2014528122MaRDI QIDQ1031952
Andris Möller, Klaus Weber, Werner Römisch
Publication date: 23 October 2009
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9022
multistage stochastic programmingscenario tree generationairline revenue managementseat inventory control
Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Deterministic network models in operations research (90B10)
Related Items
Two-stage stochastic hierarchical multiple risk problems: Models and algorithms, A non-parametric approach to demand forecasting in revenue management, Stochastic dual dynamic integer programming, A two-stage bid-price control for make-to-order revenue management, Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach, A decision rule to minimize daily capital charges in forecasting value-at-risk, Preservation of Structural Properties in Optimization with Decisions Truncated by Random Variables and Its Applications, Scenario tree modeling for multistage stochastic programs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generating Scenario Trees for Multistage Decision Problems
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures
- Inference of statistical bounds for multistage stochastic programming problems
- Generalized bounds for convex multistage stochastic programs.
- The theory and practice of revenue management
- Airline Yield Management with Overbooking, Cancellations, and No-Shows
- A Randomized Linear Programming Method for Computing Network Bid Prices
- Revenue Management: Research Overview and Prospects
- An Analysis of Bid-Price Controls for Network Revenue Management
- Models of the Spiral-Down Effect in Revenue Management
- Stability of Multistage Stochastic Programs
- Solving stochastic programs with simple recourse
- Simulation-Based Booking Limits for Airline Revenue Management
- Scenarios for multistage stochastic programs
- Scenario tree generation for multiperiod financial optimization of optimal discretization
- Mathematical programming for network revenue management revisited