Bid-price controls for network revenue management: Martingale characterization of optimal bid prices

Mathematics of Operations Research

Volumn 34, Issue 4, 2009, Pages 912-936

  Akan, Mustafa ^a   Ata, Bariş ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Bid price controls; Martingales; Network revenue management

Indexed keywords

AIRLINE NETWORKS; CAMBRIDGE; CONTINUOUS TIME; LIMIT PROCESS; MARTINGALE CHARACTERIZATION; OPTIMAL CONTROLS; OPTIMALITY; PRICE CONTROL; PRICE PROCESS; RATE BASED MODEL; REVENUE MANAGEMENT; SUFFICIENT CONDITIONS;

MANAGEMENT; OPTIMIZATION;

COSTS;

EID: 73249151930     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1090.0411     Document Type: Article

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