A robust optimization approach to dynamic pricing and inventory control with no backorders
From MaRDI portal
Publication:2492685
DOI10.1007/s10107-005-0681-5zbMath1134.90002OpenAlexW2066631061MaRDI QIDQ2492685
Publication date: 14 June 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-005-0681-5
Sensitivity (robustness) (93B35) Applications of optimal control and differential games (49N90) Inventory, storage, reservoirs (90B05)
Related Items
Robust and reliable portfolio optimization formulation of a chance constrained problem, Robust control of uncertain multi-inventory systems via linear matrix inequality, Attainability in Repeated Games with Vector Payoffs, Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions, Average flow constraints and stabilizability in uncertain production-distribution systems, Dynamic optimisation of price, warranty length and production rate, Large-scale joint price-inventory decision problems, under resource limitation and a discrete price set, SDP reformulation for robust optimization problems based on nonconvex QP duality, Robust ranking and portfolio optimization, Optimal pricing and ordering decisions for a retailer using multiple discounts, A robust optimization model for dynamic market with uncertain production cost, On dynamic pricing under model uncertainty, A robust optimization formulation for dynamic pricing of a web service with limited total shared capacity, A robust optimization approach to closed-loop supply chain network design under uncertainty, Dynamic pricing and quick response of a retailer in the presence of strategic consumers: a distributionally robust optimization approach, Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study, Step decision rules for multistage stochastic programming: a heuristic approach, A nonlinear continuous time optimal control model of dynamic pricing and inventory control with no backorders, Automated repricing and ordering strategies in competitive markets, Generalized Nash equilibrium problems, Joint dynamic pricing and lot-sizing under competition, Robust possibilistic programming for socially responsible supply chain network design: a new approach, Production planning in furniture settings via robust optimization, A review of multi-product pricing models, Generalized Nash equilibrium problems, Robust optimal dynamic production/pricing policies in a closed-loop system, Selected topics in robust convex optimization, Dynamic pricing for perishable products with hybrid uncertainty in demand, Optimal pricing, production, and inventory for deteriorating items under demand uncertainty: the finite horizon case, Network capacity management under competition, Dynamic pricing model and algorithm for perishable products with fuzzy demand, ROBUST DYNAMIC PRICING OVER INFINITE HORIZON IN THE PRESENCE OF MODEL UNCERTAINTY, Robust timing of markdowns
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust solutions of uncertain linear programs
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust Convex Optimization
- Combined Pricing and Inventory Control Under Uncertainty
- Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions
- The Price of Robustness
- A continuous-time network simplex algorithm
- A new continuous model for job-shop scheduling
- Robust Solutions to Uncertain Semidefinite Programs
- An Algorithm for a Class of Continuous Linear Programs
- Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
- Existence and duality theory for separated continuous linear programs
- Optimal Monopolist Pricing Under Demand Uncertainty in Dynamic Markets
- A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
- A nonlinear continuous time optimal control model of dynamic pricing and inventory control with no backorders
- A Duality Theorem for a Class of Continuous Linear Programming Problems
- Monopoly and Uncertainty
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Integer Programming and Combinatorial Optimization
- Bottleneck Problems and Dynamic Programming
