Asymptotically optimal dynamic pricing for network revenue management

Rami Atar; Martin I. Reiman

doi:10.1214/12-SSY062

Asymptotically optimal dynamic pricing for network revenue management

Rami Atar, Martin I. Reiman

Technion - Israel Institute of Technology

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	232 - 276
Journal	Stochastic Systems
Volume	2
Issue number	2
DOIs	https://doi.org/10.1214/12-SSY062
State	Published - 2012

Keywords

Brownian bridge
Revenue management
asymptotic optimality
bridge policy
diffusion control problem
dynamic pricing
fluid optimization problem
the Gallego and Van Ryzin model

Access to Document

10.1214/12-SSY062

https://doi.org/10.1214/12-SSY062

Cite this

@article{7a6caae239a34a0a851b9b946485cb54,

title = "Asymptotically optimal dynamic pricing for network revenue management",

keywords = "Brownian bridge, Revenue management, asymptotic optimality, bridge policy, diffusion control problem, dynamic pricing, fluid optimization problem, the Gallego and Van Ryzin model",

author = "Rami Atar and Reiman, {Martin I.}",

year = "2012",

doi = "10.1214/12-SSY062",

language = "الإنجليزيّة",

volume = "2",

pages = "232 -- 276",

number = "2",

}

TY - JOUR

T1 - Asymptotically optimal dynamic pricing for network revenue management

AU - Atar, Rami

AU - Reiman, Martin I.

PY - 2012

Y1 - 2012

KW - Brownian bridge

KW - Revenue management

KW - asymptotic optimality

KW - bridge policy

KW - diffusion control problem

KW - dynamic pricing

KW - fluid optimization problem

KW - the Gallego and Van Ryzin model

U2 - 10.1214/12-SSY062

DO - 10.1214/12-SSY062

M3 - مقالة

VL - 2

SP - 232

EP - 276

JO - Stochastic Systems

JF - Stochastic Systems

IS - 2

ER -