A continuous-time dynamic pricing model knowing the competitor's pricing strategy

DOI10.1016/j.ejor.2013.02.022zbMath1317.91037OpenAlexW1998182068MaRDI QIDQ2355835

Kimitoshi Sato, Katsushige Sawaki

Publication date: 28 July 2015

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2013.02.022

zbMATH Keywords

dynamic pricingrevenue managementtransport competition

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20) Consumer behavior, demand theory (91B42) Special types of economic markets (including Cournot, Bertrand) (91B54)

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