Stochastic approach for price optimization problems with decision-dependent uncertainty

DOI10.1016/J.EJOR.2024.12.023MaRDI QIDQ6982072zbMATH OpenFDO

Authors Yuya Hikima, Akiko Takeda

Publication date 19 May 2025

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJOR.2024.12.023

zbMATH Keywords

decision-dependent uncertaintyOR in marketingpricingstochastic programming

Mathematics Subject Classification ID

Marketing, advertising (90B60) Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24)

Cites work

• A class of smoothing functions for nonlinear and mixed complementarity problems
• A class of stochastic programs with decision dependent uncertainty
• Accelerated gradient methods for nonconvex nonlinear and stochastic programming
• An algorithm for single-item capacitated economic lot sizing with piecewise linear production costs and general holding costs
• Bilevel optimization applied to strategic pricing in competitive electricity markets
• Coordinating a supply chain with effort and price dependent stochastic demand
• Decision-dependent probabilities in stochastic programs with recourse
• Distributionally robust facility location problem under decision-dependent stochastic demand
• Distributionally robust optimization with decision dependent ambiguity sets
• Distributionally robust optimization. A review on theory and applications
• Efficient multi-start strategies for local search algorithms
• scientific article; zbMATH DE number 15143 (Why is no real title available?)
• Improved exact algorithms to economic lot-sizing with piecewise linear production costs
• Lectures on stochastic programming. Modeling and theory
• Multi-parameter mechanism design and sequential posted pricing
• Multiproduct price optimization and competition under the nested logit model with product-differentiated price sensitivities
• Non-convex optimization for machine learning
• Non-stationary stochastic optimization
• On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
• Online convex optimization in the bandit setting: gradient descent without a gradient
• Optimization with Stochastic Dominance Constraints
• Reinforcement learning. An introduction
• Simple statistical gradient-following algorithms for connectionist reinforcement learning
• Smoothing methods for nonsmooth, nonconvex minimization
• Technical note: multiproduct pricing under the generalized extreme value models with homogeneous price sensitivity parameters
• The d-level nested logit model: assortment and price optimization problems
• The price-setting newsvendor with Poisson demand
• The stochastic lot sizing problem with piecewise linear concave ordering costs

Cited in

(1)

• Stochastic gradient descent methods with step adaptation

This page was built for publication: Stochastic approach for price optimization problems with decision-dependent uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6982072)