Dynamic pricing with an unknown demand model: Asymptotically optimal semi-myopic policies

Operations Research

Volumn 62, Issue 5, 2014, Pages 1142-1167

  Keskin, N Bora ^a   Zeevi, Assaf ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

Author keywords

Exploration exploitation; Pricing; Revenue management; Sequential estimation

Indexed keywords

ECONOMICS;

ASYMPTOTIC OPTIMALITY; ASYMPTOTICALLY OPTIMAL; DEMAND MODELING; ESSENTIAL FEATURES; EXPLORATION EXPLOITATIONS; POINT OF DEPARTURES; REVENUE MANAGEMENT; SEQUENTIAL ESTIMATION;

COSTS;

EID: 84908299676     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.2014.1294     Document Type: Article

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