A stochastic approximation method to compute bid prices in network revenue management problems

DOI10.1287/IJOC.1080.0269MaRDI QIDQ2901037zbMATHOpenAlexFDO

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

Recommendations

• A stochastic approximation algorithm to compute bid prices for joint capacity allocation and overbooking over an airline network
• Using Lagrangian relaxation to compute capacity-dependent bid prices in network revenue management
• An analysis of bid-price controls for network revenue management
• On the approximate linear programming approach for network revenue management problems
• On bid-price controls for network revenue management

Cited in

(13)

• On the approximate linear programming approach for network revenue management problems
• A survey on risk-averse and robust revenue management
• Bid-price controls for network revenue management: martingale characterization of optimal bid prices
• The stochastic bid generation problem in combinatorial transportation auctions
• Using Lagrangian relaxation to compute capacity-dependent bid prices in network revenue management
• Dynamic control mechanisms for revenue management with flexible products
• Least squares approximate policy iteration for learning bid prices in choice-based revenue management
• A stochastic approximation algorithm to compute bid prices for joint capacity allocation and overbooking over an airline network
• Improved bid prices for choice-based network revenue management
• Simulation of stochastic demand data streams for network revenue management problems
• A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
• On bid-price controls for network revenue management
• An approximation algorithm for network revenue management under nonstationary arrivals

This page was built for publication: A stochastic approximation method to compute bid prices in network revenue management problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2901037)