A Stochastic Approximation Method to Compute Bid Prices in Network Revenue Management Problems

DOI10.1287/ijoc.1080.0269zbMath1243.90164OpenAlexW2098976171MaRDI QIDQ2901037

Huseyin Topaloglu

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1080.0269

zbMATH Keywords

networkstochastic approximationstochastic controlrevenue management

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15) Microeconomic theory (price theory and economic markets) (91B24) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)

Related Items (7)

A survey on risk-averse and robust revenue management ⋮ Improved bid prices for choice-based network revenue management ⋮ An Approximation Algorithm for Network Revenue Management Under Nonstationary Arrivals ⋮ A stochastic approximation algorithm to compute bid prices for joint capacity allocation and overbooking over an airline network ⋮ Dynamic control mechanisms for revenue management with flexible products ⋮ A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions ⋮ On bid-price controls for network revenue management

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