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Optimal dynamic pricing of inventories with stochastic demand and discounted criterion
16 references·9 citing·34 second hop
Optimal dynamic pricing of inventories with stochastic demand and discounted criterion (2011)Optimal dynamic pricing of inventories wi…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions (2003)Dynamic Pricing in the Presen…An Overview of Pricing Models for Revenue Management (2003)An Overview of Pricing Models…Numerical Methods for Stochastic Control Problems in Continuous Time (2001)Numerical Methods for Stochas…Optimal Policies of Yield Management with Multiple Predetermined Prices (2000)Optimal Policies of Yield Man…Optimal dynamic pricing of perishable products with stochastic demand and a finite set of prices (2000)Optimal dynamic pricing of pe…Optimal Dynamic Pricing for Perishable Assets with Nonhomogeneous Demand (2000)Optimal Dynamic Pricing for P…A Continuous-Time Yield Management Model with Multiple Prices and Reversible Price Changes (2000)A Continuous-Time Yield Manag…Periodic Pricing of Seasonal Products in Retailing (1997)Periodic Pricing of Seasonal …Managing Hotel Reservations with Uncertain Arrivals (1996)Managing Hotel Reservations w…Optimal Starting Times for End-of-Season Sales and Optimal Stopping Times for Promotional Fares (1995)Optimal Starting Times for En…Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Optimal Dynamic Pricing of In…A Model for Dynamic Airline Seat Inventory Control with Multiple Seat Bookings (1993)A Model for Dynamic Airline S…Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Numerical Methods for Stochas…The Basics of Yield Management (1989)The Basics of Yield ManagementControlled Stochastic Processes (1979)Controlled Stochastic Process…Joint dynamic pricing and marketing‐mix strategies for revenue management applications with stochastic demand (2023)Joint dynamic pricing and mar…High-speed railway passenger flow equilibrium among trains of common lines based on travel behavior analysis under dynamic pricing (2022)High-speed railway passenger …Optimal overbooking strategies in the airlines using dynamic programming approach in continuous time (2019)Optimal overbooking strategie…Dynamic pricing for inventories with reference price effects (2018)Dynamic pricing for inventori…An overview of revenue management and dynamic pricing models in hotel business (2018)An overview of revenue manage…Impact analysis of HSR fare discount strategy on HSR share in Beijing–Shanghai transportation corridor (2016)Impact analysis of HSR fare d…Merchant selection and pricing strategy for a platform firm in the online group buying market (2015)Merchant selection and pricin…Dynamic Pricing Strategies in the Presence of Demand Shifts (2014)Dynamic Pricing Strategies in…Dynamic pricing for non-instantaneous deteriorating items (2013)Dynamic pricing for non-insta…The Pricing of Options and Corporate Liabilities (1973)Stochastic Differential Equations and Diffusion Processes (1983)Backward Stochastic Differential Equations in Finance (1997)Martingale Methods in Financial Modelling (1997)Brownian Motion and Stochastic Calculus (2007)Mean field games (2007)Multiple channel queues in heavy traffic. I (1970)Open Queueing Networks in Heavy Traffic (1984)An introduction to stochastic partial differential equations (2006)A Dynamic Model of Optimal Capital Structure (2007)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Point Processes and Queues (1981)Pricing and the Newsvendor Problem: A Review with Extensions (1999)OR Practice—Application of a Probabilistic Decision Model to Airline Seat Inventory Control (1989)Airline Yield Management with Overbooking, Cancellations, and No-Shows (1999)Dynamic Pricing Strategies for Multiproduct Revenue Management Problems (2006)Revenue Management: Research Overview and Prospects (1999)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)Foundations of Inventory Management (2000)Perspectives in supply chain risk management (2006)Reconstructing the Giant: On the Importance of Rigour in Documenting the Literature Search Process (2009)A Multiproduct Dynamic Pricing Problem and Its Applications to Network Yield Management (1997)A dynamic product quality evaluation based pricing model for perishable food supply chains (2012)Dynamic pricing and learning: Historical origins, current research, and new directions (2015)MANAGING PRODUCT VARIETY: AN INTEGRATIVE REVIEW AND RESEARCH DIRECTIONS (2003)Coordination of Pricing and Inventory Decisions: A Survey and Classification (2004)Demand Functions in Decision Modeling: A Comprehensive Survey and Research Directions (2013)Instantaneous Control of Brownian Motion (1983)Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data (1988)A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (2005)Information Quality and Long‐Run Risk: Asset Pricing Implications (2010)Investment Shocks and Asset Prices (2011)
this work references cited by second hop

References

  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1994Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons1,560 cited
  • 1990Numerical Methods for Stochastic Control Problems in Continuous Time1,400 cited
  • 2003Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions1,293 cited
  • 2003An Overview of Pricing Models for Revenue Management798 cited
  • 2001Numerical Methods for Stochastic Control Problems in Continuous Time654 cited
  • 2000Optimal Dynamic Pricing for Perishable Assets with Nonhomogeneous Demand430 cited
  • 1997Periodic Pricing of Seasonal Products in Retailing416 cited
  • 1979Controlled Stochastic Processes351 cited
  • 1993A Model for Dynamic Airline Seat Inventory Control with Multiple Seat Bookings344 cited
  • 1995Optimal Starting Times for End-of-Season Sales and Optimal Stopping Times for Promotional Fares314 cited
  • 1989The Basics of Yield Management309 cited
  • 2000A Continuous-Time Yield Management Model with Multiple Prices and Reversible Price Changes182 cited
  • 2000Optimal Policies of Yield Management with Multiple Predetermined Prices172 cited
  • 1996

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Managing Hotel Reservations with Uncertain Arrivals
143 cited
  • 2000Optimal dynamic pricing of perishable products with stochastic demand and a finite set of prices136 cited
  • Cited by

    • 2014Dynamic Pricing Strategies in the Presence of Demand Shifts34 cited
    • 2013Dynamic pricing for non-instantaneous deteriorating items29 cited
    • 2018An overview of revenue management and dynamic pricing models in hotel business24 cited
    • 2015Merchant selection and pricing strategy for a platform firm in the online group buying market21 cited
    • 2018Dynamic pricing for inventories with reference price effects19 cited
    • 2019Optimal overbooking strategies in the airlines using dynamic programming approach in continuous time17 cited
    • 2023Joint dynamic pricing and marketing‐mix strategies for revenue management applications with stochastic demand15 cited
    • 2022High-speed railway passenger flow equilibrium among trains of common lines based on travel behavior analysis under dynamic pricing9 cited
    • 2016Impact analysis of HSR fare discount strategy on HSR share in Beijing–Shanghai transportation corridor7 cited