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...
主要な著者: | Lebedev, D, Margellos, K, Goulart, P |
---|---|
フォーマット: | Journal article |
言語: | English |
出版事項: |
IEEE
2021
|
類似資料
-
A dynamic programming framework for optimal delivery time slot pricing
著者:: Lebedev, D, 等
出版事項: (2020) -
Gradient bounded dynamic programming with submodular and concave extensible value functions
著者:: Lebedev, D, 等
出版事項: (2021) -
Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees
著者:: Lebedev, D, 等
出版事項: (2021) -
Approximate dynamic programming for revenue management in attended home delivery
著者:: Lebedev, D
出版事項: (2020) -
On the convergence of a regularized Jacobi algorithm for convex optimization
著者:: Banjac, G, 等
出版事項: (2017)