SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model
DOI10.1007/S10107-017-1119-6zbMATH Open1375.90233OpenAlexW2577753392MaRDI QIDQ1680972FDOQ1680972
Authors: Hailin Sun, Che-Lin Su, Xiaojun Chen 
Publication date: 17 November 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1119-6
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sample average approximationepi-convergencestochastic linear complementarity problemlower/upper semicontinuousmultiproduct pricingregularized monotone linear complementarity problem
Management decision making, including multiple objectives (90B50) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Production theory, theory of the firm (91B38) Consumer behavior, demand theory (91B42) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
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- Improving the numerical performance of static and dynamic aggregate discrete choice random coefficients demand estimation
- Multiproduct price optimization and competition under the nested logit model with product-differentiated price sensitivities
- The \(d\)-level nested logit model: assortment and price optimization problems
- Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models
- A constructive approach to estimating pure characteristics demand models with pricing
Cited In (7)
- Preface
- Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
- Regularized sample average approximation approach for two-stage stochastic variational inequalities
- Regularized methods for a two-stage robust production planning problem and its sample average approximation
- Optimal product line design with reference price effects
- A constructive approach to estimating pure characteristics demand models with pricing
- Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
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