A Stochastic Approximation Method to Compute Bid Prices in Network Revenue Management Problems
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Publication:2901037
DOI10.1287/ijoc.1080.0269zbMath1243.90164MaRDI QIDQ2901037
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
90C15: Stochastic programming
90B15: Stochastic network models in operations research
91B24: Microeconomic theory (price theory and economic markets)
90B05: Inventory, storage, reservoirs
93E20: Optimal stochastic control
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