A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
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Publication:1044214
DOI10.1007/s00186-008-0278-xzbMath1177.93099OpenAlexW1967044695MaRDI QIDQ1044214
Sumit Kunnumkal, Huseyin Topaloglu
Publication date: 11 December 2009
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://eprints.exchange.isb.edu/140/1/6.pdf
Dynamic programming in optimal control and differential games (49L20) Management decision making, including multiple objectives (90B50) Stochastic models in economics (91B70) Optimal stochastic control (93E20)
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