Demand learning and dynamic pricing under competition in a state-space framework

IEEE Transactions on Engineering Management

Volumn 59, Issue 2, 2012, Pages 240-249

  Chung, Byung Do ^a   Li, Jiahan ^a   Yao, Tao ^a   Kwon, Changhyun ^b   Friesz, Terry L ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b UNIVERSITY AT BUFFALO   (United States)

Author keywords

Competition; demand learning; differential variational inequality; dynamic pricing; Markov chain Monte Carlo; nonlinear time series

Indexed keywords

DEMAND LEARNING; DIFFERENTIAL VARIATIONAL INEQUALITY; DYNAMIC PRICING; MARKOV CHAIN MONTE CARLO; NONLINEAR TIME SERIES;

COMPETITION; ECONOMICS; GAME THEORY; INDUSTRY; LEARNING ALGORITHMS; MONTE CARLO METHODS; VARIATIONAL TECHNIQUES;

ESTIMATION;

EID: 84860150192     PISSN: 00189391     EISSN: None     Source Type: Journal    
DOI: 10.1109/TEM.2011.2140323     Document Type: Article

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