ROBUST DYNAMIC PRICING OVER INFINITE HORIZON IN THE PRESENCE OF MODEL UNCERTAINTY

DOI10.1142/S021759590900247XzbMath1180.90013MaRDI QIDQ3406727

Yu Xiong, Gendao Li, Zhong-Kai Xiong

Publication date: 19 February 2010

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

robust control; dynamic pricing; revenue management; discounted relative entropy

Mathematics Subject Classification ID

93B36: (H^infty)-control

91B24: Microeconomic theory (price theory and economic markets)

90B05: Inventory, storage, reservoirs

Related Items

Dynamic pricing for perishable products with hybrid uncertainty in demand

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