A simulation-based algorithm for optimal pricing policy under demand uncertainty

International Transactions in Operational Research

Volumn 21, Issue 5, 2014, Pages 737-760

  Chakravarty, Saswata ^a   Padakandla, Sindhu ^a   Bhatnagar, Shalabh ^a  

^a INDIAN INSTITUTE OF SCIENCE   (India)

Author keywords

Bass model; Optimal pricing policy; Parameterized stochastic differential equation (SDE); Smoothed functional gradient estimates; Stochastic approximation algorithm

Indexed keywords

APPROXIMATION ALGORITHMS; COSTS; DIFFERENTIAL EQUATIONS;

BASS MODEL; FUNCTIONAL GRADIENT; OPTIMAL PRICING; STOCHASTIC APPROXIMATION ALGORITHMS; STOCHASTIC DIFFERENTIAL EQUATIONS;

COMPUTER SIMULATION;

EID: 84905569149     PISSN: 09696016     EISSN: 14753995     Source Type: Journal    
DOI: 10.1111/itor.12064     Document Type: Article

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