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Dynamic Pricing and Learning with Finite Inventories
16 references·16 citing·37 second hopsampled
Dynamic Pricing and Learning with Finite Inventories (2015)Dynamic Pricing and Learning with Finite …Non-Stationary Stochastic Optimization (2015)Non-Stationary Stochastic Opt…Dynamic pricing and learning: Historical origins, current research, and new directions (2015)Dynamic pricing and learning:…Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies (2014)Dynamic Pricing with an Unkno…Close the Gaps: A Learning-While-Doing Algorithm for Single-Product Revenue Management Problems (2014)Close the Gaps: A Learning-Wh…Simultaneously Learning and Optimizing Using Controlled Variance Pricing (2013)Simultaneously Learning and O…Optimal Dynamic Assortment Planning with Demand Learning (2013)Optimal Dynamic Assortment Pl…Dynamic Pricing Under a General Parametric Choice Model (2012)Dynamic Pricing Under a Gener…Blind Network Revenue Management (2012)Blind Network Revenue Managem…Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution (2011)Bayesian Dynamic Pricing Poli…Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms (2009)Dynamic Pricing Without Knowi…A Note on Probability Distributions with Increasing Generalized Failure Rates (2006)A Note on Probability Distrib…The value of knowing a demand curve: bounds on regret for online posted-price auctions (2004)The value of knowing a demand…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…A comparison of forecasting methods for hotel revenue management (2003)A comparison of forecasting m…Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Optimal Dynamic Pricing of In…Dynamic pricing strategies for efficient inventory management with auto-correlative stochastic demand forecasting using exponential smoothing method (2024)Dynamic pricing strategies fo…Network revenue management with online inverse batch gradient descent method (2023)Network revenue management wi…Distributed dynamic pricing of multiple perishable products using multi-agent reinforcement learning (2023)Distributed dynamic pricing o…Constant Regret Resolving Heuristics for Price-Based Revenue Management (2022)Constant Regret Resolving Heu…A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint (2022)A Primal–Dual Learning Algori…Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand (2021)Nonparametric Learning Algori…Reinforcement learning applied to airline revenue management (2020)Reinforcement learning applie…Data-Driven Pricing for a New Product (2020)Data-Driven Pricing for a New…On Incomplete Learning and Certainty-Equivalence Control (2017)On Incomplete Learning and Ce…Learning and optimizing through dynamic pricing (2017)Learning and optimizing throu…Dynamic pricing of electronic products with consumer reviews (2017)Dynamic pricing of electronic…Discontinuous Demand Functions: Estimation and Pricing (2017)Discontinuous Demand Function…Dynamic Pricing with Demand Covariates (2016)Dynamic Pricing with Demand C…Tracking the market: Dynamic pricing and learning in a changing environment (2015)Tracking the market: Dynamic …Online pricing with bundling and coupon discounts (2015)Online pricing with bundling …Near-Optimal Bisection Search for Nonparametric Dynamic Pricing with Inventory Constraint (2014)Near-Optimal Bisection Search…Selling to the Newsvendor: An Analysis of Price-Only Contracts (2001)Dynamic Pricing for Nonperishable Products with Demand Learning (2009)Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion (2009)Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system (2011)Point Processes and Queues (1981)Pricing and the Newsvendor Problem: A Review with Extensions (1999)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Limited-dependent and qualitative variables in econometrics (1983)Combining forecasts: A review and annotated bibliography (1989)Restaurant Revenue Management at Chevys: Determining the Best Table Mix (2004)Predicting Hotel Demand Using Destination Marketing Organization’s Web Traffic Data (2013)Using machine learning and big data for efficient forecasting of hotel booking cancellations (2020)Revenue Management: Research Overview and Prospects (1999)Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions (2003)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)Optimal Auction Design (1981)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Gambling in a rigged casino: The adversarial multi-armed bandit problem (2002)Nearly Tight Bounds for the Continuum-Armed Bandit Problem (2004)Bandits with Knapsacks (2013)The sample complexity of revenue maximization (2014)Pricing and revenue optimization (2002)Pricing and Revenue Optimization (2005)Recent Developments in Dynamic Pricing Research: Multiple Products, Competition, and Limited Demand Information (2014)Online Network Revenue Management Using Thompson Sampling (2018)A Stochastic Approximation Method (1951)Robust Convex Optimization (1998)Prediction, Learning, and Games (2006)Online Optimization : Competing with Dynamic Comparators (2015)Online optimization in dynamic environments: Improved regret rates for strongly convex problems (2016)An Online Convex Optimization Approach to Proactive Network Resource Allocation (2017)Introduction to Multi-Armed Bandits (2019)Autonomous algorithmic collusion: Q‐learning under sequential pricing (2021)Perspectives in supply chain risk management (2006)Robust strategies for mitigating supply chain disruptions (2006)
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References

  • 2004The Theory and Practice of Revenue Management2,238 cited
  • 1994Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons1,560 cited
  • 2003An Overview of Pricing Models for Revenue Management798 cited
  • 2009Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms510 cited
  • 2015Dynamic pricing and learning: Historical origins, current research, and new directions434 cited
  • 2006A Note on Probability Distributions with Increasing Generalized Failure Rates350 cited
  • 2015Non-Stationary Stochastic Optimization336 cited
  • 2014Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies302 cited
  • 2004The value of knowing a demand curve: bounds on regret for online posted-price auctions296 cited
  • 2003A comparison of forecasting methods for hotel revenue management287 cited
  • 2012Dynamic Pricing Under a General Parametric Choice Model275 cited
  • 2013Simultaneously Learning and Optimizing Using Controlled Variance Pricing214 cited
  • 2011Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution204 cited
  • 2014Close the Gaps: A Learning-While-Doing Algorithm for Single-Product Revenue Management Problems183 cited

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2013
Optimal Dynamic Assortment Planning with Demand Learning
181 cited
  • 2012Blind Network Revenue Management171 cited
  • Cited by

    • 2021Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand85 cited
    • 2016Dynamic Pricing with Demand Covariates83 cited
    • 2017Dynamic pricing of electronic products with consumer reviews67 cited
    • 2020Reinforcement learning applied to airline revenue management55 cited
    • 2015Online pricing with bundling and coupon discounts50 cited
    • 2017On Incomplete Learning and Certainty-Equivalence Control46 cited
    • 2023Network revenue management with online inverse batch gradient descent method44 cited
    • 2017Discontinuous Demand Functions: Estimation and Pricing43 cited
    • 2020Data-Driven Pricing for a New Product39 cited
    • 2017Learning and optimizing through dynamic pricing38 cited
    • 2022A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint35 cited
    • 2015Tracking the market: Dynamic pricing and learning in a changing environment34 cited
    • 2014Near-Optimal Bisection Search for Nonparametric Dynamic Pricing with Inventory Constraint31 cited
    • 2023Distributed dynamic pricing of multiple perishable products using multi-agent reinforcement learning27 cited
    • 2022Constant Regret Resolving Heuristics for Price-Based Revenue Management27 cited
    • 2024Dynamic pricing strategies for efficient inventory management with auto-correlative stochastic demand forecasting using exponential smoothing method25 cited