A stochastic approximation method to compute bid prices in network revenue management problems
DOI10.1287/IJOC.1080.0269zbMATH Open1243.90164OpenAlexW2098976171MaRDI QIDQ2901037FDOQ2901037
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
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
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)
Cited In (13)
- On bid-price controls for network revenue management
- A survey on risk-averse and robust revenue management
- Simulation of stochastic demand data streams for network revenue management problems
- Bid-price controls for network revenue management: martingale characterization of optimal bid prices
- Least squares approximate policy iteration for learning bid prices in choice-based revenue management
- On the approximate linear programming approach for network revenue management problems
- Improved bid prices for choice-based network revenue management
- A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
- Dynamic control mechanisms for revenue management with flexible products
- Using Lagrangian relaxation to compute capacity-dependent bid prices in network revenue management
- A stochastic approximation algorithm to compute bid prices for joint capacity allocation and overbooking over an airline network
- An approximation algorithm for network revenue management under nonstationary arrivals
- The stochastic bid generation problem in combinatorial transportation auctions
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)
