On the single-leg airline revenue management problem in continuous time

DOI10.1007/S00186-014-0485-6MaRDI QIDQ2264102zbMATH OpenOpenAlexFDO

Authors A. Muzaffer Arslan, J. B. G. Frenk, Semih Onur Sezer

Publication date 20 March 2015

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-014-0485-6

zbMATH Keywords

Poisson processesstochastic optimal controlairline revenue management

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Dynamic programming (90C39) Transportation, logistics and supply chain management (90B06)

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Cites work

• scientific article; zbMATH DE number 1795857 (Why is no real title available?)
• A continuous-time seat control model for single-leg flights with no-shows and optimal overbooking upper bound
• Compound Poisson Disorder Problem
• Continuous-time airline overbooking with time-dependent fares and refunds
• Dynamic Airline Revenue Management with Multiple Semi-Markov Demand
• Finite Horizon Stochastic Knapsacks with Applications to Yield Management
• Individual versus Social Optimization in Exponential Congestion Systems
• Markov renewal decision processes with finite horizon
• Optimal control of continuous-time terminal-value birth-and-death processes and airline overbooking
• Semi-Markov information model for revenue management and dynamic pricing
• Sequential testing problems for Poisson processes.
• Solution to the continuous time dynamic yield management model
• Successive Approximations for Finite Horizon, Semi-Markov Decision Processes with Application to Asset Liquidation

Cited in

(7)

• The Role of Robust Optimization in Single-Leg Airline Revenue Management
• Compound Poisson disorder problem with uniformly distributed disorder time
• A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
• scientific article; zbMATH DE number 5196286 (Why is no real title available?)
• An LP based approximate dynamic programming model to address airline overbooking under cancellation, refund and no-show
• On the structural properties of a discrete-time single product revenue management problem
• A continuous-time seat control model for single-leg flights with no-shows and optimal overbooking upper bound

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