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...

Volledige beschrijving

Bibliografische gegevens
Hoofdauteurs: Lebedev, D, Margellos, K, Goulart, P
Formaat: Journal article
Taal:English
Gepubliceerd in: IEEE 2021