Technical Note—Optimizing Risk-Balancing Return Under Discrete Choice Models

DOI10.1287/OPRE.2023.2465MaRDI QIDQ6196759zbMATH OpenOpenAlexFDO

Authors Hong-Min Li, Scott Webster

Publication date 15 March 2024

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.2023.2465

zbMATH Keywords

discrete choice modelmultinomial logitpricingrevenue managementrisk-sensitive

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Recommendations

• Technical note -- Risk sensitivity and firm power: price competition with \(\text{mean}^2\)-variance profit objective under multinomial logit demand
• Technical note -- Optimal pricing under multiple-discrete customer choices and diminishing return of consumption
• Risk-sensitive dynamic pricing for a single perishable product
• Technical note: Pricing under the nested attraction model with a multistage choice structure
• Risk in Revenue Management and Dynamic Pricing

Cited in

(2)

• Technical note -- Risk sensitivity and firm power: price competition with \(\text{mean}^2\)-variance profit objective under multinomial logit demand
• Bayesian Nash equilibrium in price competition under multinomial logit demand

This page was built for publication: Technical Note—Optimizing Risk-Balancing Return Under Discrete Choice Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6196759)