Risk in Revenue Management and Dynamic Pricing

DOI10.1287/opre.1070.0438zbMath1167.90341OpenAlexW2116230268MaRDI QIDQ3392174

Mikhail Nediak, Yuri Levin, Jeff McGill

Publication date: 13 August 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b501fa13273ff805746baaef258b10294e528ce9

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Inventory, storage, reservoirs (90B05)

Related Items (16)

Asset Selling Under Debt Obligations ⋮ Optimizing conditional value-at-risk in dynamic pricing ⋮ Risk management policies for dynamic capacity control ⋮ Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions ⋮ Optimizing a single-product production-inventory system under constant absolute risk aversion ⋮ Multiproduct Pricing with Discrete Price Sets ⋮ Risk-averse dynamic pricing using mean-semivariance optimization ⋮ A survey on risk-averse and robust revenue management ⋮ Time-consistent, risk-averse dynamic pricing ⋮ A minmax regret price control model for managing perishable products with uncertain parameters ⋮ List pricing versus dynamic pricing: impact on the revenue risk ⋮ Dynamic Pricing of Peak Production ⋮ Robust assortment optimization using worst-case CVaR under the multinomial logit model ⋮ Risk-sensitive dynamic pricing for a single perishable product ⋮ Style goods pricing with demand learning ⋮ Dynamic pricing and inventory control with delivery flexibility

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