Discrete choice models based on random walks

DOI10.1016/j.orl.2016.01.009zbMath1408.91058OpenAlexW3121556861MaRDI QIDQ1785753

Gerardo Berbeglia

Publication date: 1 October 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2016.01.009

zbMATH Keywords

Markov chainrandom walkrevenue managementdiscrete choice modelsrandom utilitystochastic preferences

Mathematics Subject Classification ID

Decision theory (91B06) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Social choice (91B14)

Related Items (3)

Robust assortment optimization under sequential product unavailability ⋮ A review of choice-based revenue management: theory and methods ⋮ Assortment optimisation under a general discrete choice model: a tight analysis of revenue-ordered assortments

Cites Work

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• Testing the Accuracy, Usefulness, and Significance of Probabilistic Choice Models: An Information-Theoretic Approach
• Discrete choice and stochastic utility maximization
• Revenue Management Under the Markov Chain Choice Model
• On the Global Convergence of Stochastic Fictitious Play

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