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Risk minimising strategies for revenue management problems with target values
16 references·4 citing·33 second hop
Risk minimising strategies for revenue management problems with target values (2015)Risk minimising strategies for revenue ma…Theory of games and economic behavior (2019)Theory of games and economic …On a time consistency concept in risk averse multistage stochastic programming (2009)On a time consistency concept…Relative Entropy, Exponential Utility, and Robust Dynamic Pricing (2007)Relative Entropy, Exponential…Time Consistent Dynamic Risk Measures (2006)Time Consistent Dynamic Risk …Dynamic Pricing Strategies for Multiproduct Revenue Management Problems (2006)Dynamic Pricing Strategies fo…Coherent multiperiod risk adjusted values and Bellman’s principle (2006)Coherent multiperiod risk adj…An overview of research on revenue management: current issues and future research (2006)An overview of research on re…The Theory and Practice of Revenue Management (2005)The Theory and Practice of Re…The Theory and Practice of Revenue Management (2004)The Theory and Practice of Re…An Overview of Pricing Models for Revenue Management (2003)An Overview of Pricing Models…Optimization of conditional value-at-risk (2000)Optimization of conditional v…The Underlying Markov Decision Process in the Single-Leg Airline Yield-Management Problem (1999)The Underlying Markov Decisio…Coherent Measures of Risk (1999)Coherent Measures of RiskA Model for Dynamic Airline Seat Inventory Control with Multiple Seat Bookings (1993)A Model for Dynamic Airline S…OR Practice—Application of a Probabilistic Decision Model to Airline Seat Inventory Control (1989)OR Practice—Application of a …Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Risk-sensitive control of Markov decision processes: A moment-based approach with target distributions (2020)Risk-sensitive control of Mar…Alternative risk-averse approaches for airline network revenue management (2019)Alternative risk-averse appro…Optimizing conditional value-at-risk in dynamic pricing (2018)Optimizing conditional value-…Resilient revenue management: a literature survey of recent theoretical advances (2017)Resilient revenue management:…Revenue Management: Research Overview and Prospects (1999)Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions (2003)Progress in visitor attraction research: Towards more effective management (2009)Predicting Hotel Demand Using Destination Marketing Organization’s Web Traffic Data (2013)Use of dynamic pricing strategies by Airbnb hosts (2017)Maxmin expected utility with non-unique prior (1989)Convex measures of risk and trading constraints (2002)Conditional and dynamic convex risk measures (2005)Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes (2006)Risk measures via -expectations (2006)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Intertemporal Pricing with Strategic Customer Behavior (2007)Optimal Pricing of Seasonal Products in the Presence of Forward-Looking Consumers (2008)Smart hospitality—Interconnectivity and interoperability towards an ecosystem (2017)Conditional value-at-risk for general loss distributions (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Channel coordination under fairness concerns and nonlinear demand (2010)Dynamic pricing strategies: Evidence from European hotels (2011)Strategic Supply Function Competition With Private Information (2011)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)A Taxonomy and Research Overview of Perishable-Asset Revenue Management: Yield Management, Overbooking, and Pricing (1992)A Multiproduct Dynamic Pricing Problem and Its Applications to Network Yield Management (1997)Tourism supply chain management: A new research agenda (2009)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)Perspectives in supply chain risk management (2006)Robust strategies for mitigating supply chain disruptions (2006)
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1945Theory of Games and Economic Behavior4,006 cited
  • 2004The Theory and Practice of Revenue Management2,238 cited
  • 2003An Overview of Pricing Models for Revenue Management798 cited
  • 1989OR Practice—Application of a Probabilistic Decision Model to Airline Seat Inventory Control613 cited
  • 2005The Theory and Practice of Revenue Management525 cited
  • 2006An overview of research on revenue management: current issues and future research447 cited
  • 2006Coherent multiperiod risk adjusted values and Bellman’s principle409 cited
  • 1993A Model for Dynamic Airline Seat Inventory Control with Multiple Seat Bookings344 cited
  • 2006Dynamic Pricing Strategies for Multiproduct Revenue Management Problems307 cited
  • 1999The Underlying Markov Decision Process in the Single-Leg Airline Yield-Management Problem190 cited
  • 2007Relative Entropy, Exponential Utility, and Robust Dynamic Pricing174 cited
  • 2009On a time consistency concept in risk averse multistage stochastic programming157 cited

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  • 2006Time Consistent Dynamic Risk Measures126 cited
  • Cited by

    • 2018Optimizing conditional value-at-risk in dynamic pricing14 cited
    • 2017Resilient revenue management: a literature survey of recent theoretical advances12 cited
    • 2020Risk-sensitive control of Markov decision processes: A moment-based approach with target distributions12 cited
    • 2019Alternative risk-averse approaches for airline network revenue management12 cited