A simulation‐based algorithm for optimal pricing policy under demand uncertainty
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Publication:5175839
DOI10.1111/itor.12064zbMath1307.90123WikidataQ114981728 ScholiaQ114981728MaRDI QIDQ5175839
Sindhu Padakandla, Saswata Chakravarty, Shalabh Bhatnagar
Publication date: 25 February 2015
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/itor.12064
stochastic approximation algorithm; Bass model; optimal pricing policy; parameterized stochastic differential equation (SDE); smoothed functional gradient estimates
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