Convexity and feedback in approximate dynamic programming for delivery time slot pricing

Convexity and feedback in approximate dynamic programming for delivery time slot pricing

We consider the revenue management problem of finding profit-maximising prices for delivery time slots in the context of attended home delivery. This multi-stage optimal control problem admits a dynamic programming formulation that is intractable for realistic problem sizes due to the socalled “curs...

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Bibliografiske detaljer
Main Authors:	Lebedev, D, Margellos, K, Goulart, P
Format:	Journal article
Sprog:	English
Udgivet:	IEEE 2021

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