Online Allocation and Pricing: Constant Regret via Bellman Inequalities
DOI10.1287/opre.2020.2061zbMath1469.90085arXiv1906.06361OpenAlexW3143334439MaRDI QIDQ5003719
Siddhartha Banerjee, Alberto Vera, Itai Gurvich
Publication date: 29 July 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.06361
stochastic optimizationdynamic pricingapproximate dynamic programmingnetwork revenue managementonline packingonline resource allocation
Management decision making, including multiple objectives (90B50) Microeconomic theory (price theory and economic markets) (91B24) Dynamic programming (90C39) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)
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