Relative Entropy, Exponential Utility, and Robust Dynamic Pricing
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Publication:3392069
DOI10.1287/opre.1070.0385zbMath1167.91347OpenAlexW2139295077MaRDI QIDQ3392069
J. George Shanthikumar, Andrew E. B. Lim
Publication date: 13 August 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/063bbac4e49154d5c4124be88c1cd4185e015692
Differential games (aspects of game theory) (91A23) Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)
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