Simultaneously learning and optimizing using controlled variance pricing

Management Science

Volumn 60, Issue 3, 2014, Pages 770-783

  Den Boer, Arnoud V ^a,b   Zwart, Bert ^c,d  

^a EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

^c CWI   (Netherlands)

^d VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Dynamic pricing; Sequential decision problems; Statistical learning

Indexed keywords

ECONOMICS; INDUSTRY; OPTIMIZATION;

CERTAINTY EQUIVALENT; DYNAMIC PRICING; NUMERICAL TESTS; OPTIMAL SELLING PRICE; PRICE DISPERSION; SELLING PRICES; SEQUENTIAL DECISIONS; STATISTICAL LEARNING;

COSTS;

EID: 84897030013     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.2013.1788     Document Type: Article

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