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Technical Note—Price Trends in a Dynamic Pricing Model with Heterogeneous Customers: A Martingale Perspective
14 references·6 citing·37 second hop
Technical Note—Price Trends in a Dynamic Pricing Model with Heterogeneous Customers: A Martingale Perspective (2009)Technical Note—Price Trends in a Dynamic …A Note on Probability Distributions with Increasing Generalized Failure Rates (2006)A Note on Probability Distrib…Relationships Among Three Assumptions in Revenue Management (2004)Relationships Among Three Ass…Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Numerical Methods for Stochastic Control Problems in Continuous Time (2001)Numerical Methods for Stochas…Perishable Asset Revenue Management with Markovian Time Dependent Demand Intensities (2000)Perishable Asset Revenue Mana…Perishable Asset Revenue Management with Markovian Time Dependent Demand Intensities (2000)Perishable Asset Revenue Mana…Optimal Policies of Yield Management with Multiple Predetermined Prices (2000)Optimal Policies of Yield Man…Optimal Dynamic Pricing for Perishable Assets with Nonhomogeneous Demand (2000)Optimal Dynamic Pricing for P…Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insu…A Characterization of Retailer Response to Manufacturer Trade Deals (1999)A Characterization of Retaile…Periodic Pricing of Seasonal Products in Retailing (1997)Periodic Pricing of Seasonal …Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Optimal Dynamic Pricing of In…Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Numerical Methods for Stochas…Optimal policy computing for blockchain based smart contracts via federated learning (2022)Optimal policy computing for …Price Trends and Dynamic Pricing in Perishable Product Market Consisting of Superior and Inferior Firms (2018)Price Trends and Dynamic Pric…Dynamic pricing with time-dependent elasticities (2015)Dynamic pricing with time-dep…A stochastic dynamic pricing and advertising model under risk aversion (2015)A stochastic dynamic pricing …Up Then Down: Bid‐Price Trends in Revenue Management (2014)Up Then Down: Bid‐Price Trend…Quantity Premiums and Discounts in Dynamic Pricing (2014)Quantity Premiums and Discoun…Multiple channel queues in heavy traffic. I (1970)Open Queueing Networks in Heavy Traffic (1984)Martingale Methods in Financial Modelling (1997)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)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)Introduction to the Theory of Queues. (1963)An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)On minimizing the ruin probability by investment and reinsurance (2002)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)Point Processes and Queues (1981)Pricing and the Newsvendor Problem: A Review with Extensions (1999)Revenue Management: Research Overview and Prospects (1999)Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions (2003)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)Brownian Motion and Stochastic Calculus (1988)Chapter 11 Dynamic Pricing in the Airline Industry (2006)Brownian Motion and Stochastic Calculus (2007)Dynamic pricing in the airline industry (2007)Joint inventory allocation and pricing decisions for perishable products (2008)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)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Quantifying Distributional Model Risk via Optimal Transport (2019)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)
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References

  • 1994Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons1,560 cited
  • 1990Numerical Methods for Stochastic Control Problems in Continuous Time1,400 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 2001Numerical Methods for Stochastic Control Problems in Continuous Time654 cited
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  • 2000Optimal Dynamic Pricing for Perishable Assets with Nonhomogeneous Demand430 cited
  • 1997Periodic Pricing of Seasonal Products in Retailing416 cited
  • 2006A Note on Probability Distributions with Increasing Generalized Failure Rates350 cited
  • 2000Optimal Policies of Yield Management with Multiple Predetermined Prices172 cited
  • 2000Perishable Asset Revenue Management with Markovian Time Dependent Demand Intensities134 cited
  • 2004Relationships Among Three Assumptions in Revenue Management130 cited
  • 1999A Characterization of Retailer Response to Manufacturer Trade Deals113 cited
  • 2000Perishable Asset Revenue Management with Markovian Time Dependent Demand Intensities100 cited

Cited by

  • 2014

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Quantity Premiums and Discounts in Dynamic Pricing
22 cited
  • 2018Price Trends and Dynamic Pricing in Perishable Product Market Consisting of Superior and Inferior Firms20 cited
  • 2014Up Then Down: Bid‐Price Trends in Revenue Management20 cited
  • 2015Dynamic pricing with time-dependent elasticities18 cited
  • 2015A stochastic dynamic pricing and advertising model under risk aversion18 cited
  • 2022Optimal policy computing for blockchain based smart contracts via federated learning17 cited