A robust optimization approach to dynamic pricing and inventory control with no backorders
From MaRDI portal
Publication:2492685
DOI10.1007/s10107-005-0681-5zbMath1134.90002MaRDI 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
93B35: Sensitivity (robustness)
49N90: Applications of optimal control and differential games
90B05: Inventory, storage, reservoirs
Related Items
A nonlinear continuous time optimal control model of dynamic pricing and inventory control with no backorders, Generalized Nash equilibrium problems, Generalized Nash equilibrium problems, Robust timing of markdowns, SDP reformulation for robust optimization problems based on nonconvex QP duality, A review of multi-product pricing models, A robust optimization approach to closed-loop supply chain network design under uncertainty, Robust possibilistic programming for socially responsible supply chain network design: a new approach, Network capacity management under competition, Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions, Average flow constraints and stabilizability in uncertain production-distribution systems, Selected topics in robust convex optimization, Production planning in furniture settings via robust optimization, Robust ranking and portfolio optimization, Large-scale joint price-inventory decision problems, under resource limitation and a discrete price set, Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study, Step decision rules for multistage stochastic programming: a heuristic approach, Dynamic pricing for perishable products with hybrid uncertainty in demand, Dynamic pricing model and algorithm for perishable products with fuzzy demand, Robust control of uncertain multi-inventory systems via linear matrix inequality, Dynamic optimisation of price, warranty length and production rate, A robust optimization model for dynamic market with uncertain production cost, ROBUST DYNAMIC PRICING OVER INFINITE HORIZON IN THE PRESENCE OF MODEL UNCERTAINTY, Attainability in Repeated Games with Vector Payoffs
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
