SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model

DOI10.1007/S10107-017-1119-6MaRDI QIDQ1680972zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

sample average approximationepi-convergencestochastic linear complementarity problemlower/upper semicontinuousmultiproduct pricingregularized monotone linear complementarity problem

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 53115 (Why is no real title available?)
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• The \(d\)-level nested logit model: assortment and price optimization problems
• Variational Analysis

Cited in

(7)

• Regularized methods for a two-stage robust production planning problem and its sample average approximation
• Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
• Optimal product line design with reference price effects
• Preface
• 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
• Regularized sample average approximation approach for two-stage stochastic variational inequalities

Describes a project that uses

Uses Software

• SNOPT
• AMPL
• GradSamp

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