Dynamic pricing with finite price sets: a non-parametric approach
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Publication:2238754
DOI10.1007/S00186-021-00744-YzbMATH Open1475.91099OpenAlexW2912662288MaRDI QIDQ2238754FDOQ2238754
Authors: Athanassios N. Avramidis, Arnoud den Boer 
Publication date: 2 November 2021
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-021-00744-y
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Dynamic programming (90C39) Inventory, storage, reservoirs (90B05) Markov and semi-Markov decision processes (90C40) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
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- Dynamic pricing without knowing the demand function: risk bounds and near-optimal algorithms
- Dynamic pricing with a prior on market response
- A partially observed Markov decision process for dynamic pricing
- Dynamic pricing under a general parametric choice model
- Dynamic Pricing and Learning with Finite Inventories
- Dynamic pricing with real-time demand learning
- Close the gaps: a learning-while-doing algorithm for single-product revenue management problems
- Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning
- Blind network revenue management
- Bandits with knapsacks
- Online Network Revenue Management Using Thompson Sampling
Cited In (29)
- Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies
- A pricing problem with unknown arrival rate and price sensitivity
- A simulation-based algorithm for optimal pricing policy under demand uncertainty
- Research Note: A Dynamic Programming Approach to Customer Relationship Pricing
- Dynamic pricing with multiple products and partially specified demand distribution
- Robust Dynamic Pricing with Demand Learning in the Presence of Outlier Customers
- A Nonparametric Approach to Multiproduct Pricing
- Technical note -- Dynamic pricing and learning with discounting
- Online learning and pricing for service systems with reusable resources
- Close the gaps: a learning-while-doing algorithm for single-product revenue management problems
- Dynamic pricing and inventory management with demand learning: a Bayesian approach
- A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint
- Dynamic pricing: a learning approach
- Technical note: <scp>Finite‐time</scp> regret analysis of <scp>Kiefer‐Wolfowitz</scp> stochastic approximation algorithm and nonparametric <scp>multi‐product</scp> dynamic pricing with unknown demand
- Nonparametric pricing analytics with customer covariates
- Dynamic pricing in high-dimensions
- Optimal pricing to minimize maximum regret with limited demand information
- Dynamic Pricing Using Thompson Sampling with Fuzzy Events
- Perishability of data: dynamic pricing under varying-coefficient models
- Technical note -- Joint learning and optimization of multi-product pricing with finite resource capacity and unknown demand parameters
- Technical note -- data-based dynamic pricing and inventory control with censored demand and limited price changes
- Dynamic pricing for nonperishable products with demand learning
- Dynamic pricing without knowing the demand function: risk bounds and near-optimal algorithms
- Dynamic pricing with a prior on market response
- Dynamic pricing under a general parametric choice model
- Technical note: Dynamic pricing and demand learning with limited price experimentation
- On the power and limits of dynamic pricing in combinatorial markets
- Title not available (Why is that?)
- Dynamic pricing with Bayesian demand learning and reference price effect
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