Dynamic Pricing and Inventory Control: Uncertainty and Competition

References

• Adida E., Perakis G. A robust optimization approach to dynamic pricing and inventory control with no backorders. Math. Programming Special Issue on Robust Optim. (2006) 107(1–2):97–129Crossref, Google Scholar
• Arrow K. J., Debreu G. Existence of an equilibrium for a competitive economy. Econometrica (1954) 22:265–290Crossref, Google Scholar
• Başar T., Olsder G. J.Dynamic Noncooperative Game Theory (1995) 2nd ed.(Academic Press, New York) Google Scholar
• Ben-Tal A., Nemirovski A. Robust convex optimization. Math. Oper. Res. (1998) 23:769–805Link, Google Scholar
• Berridge S., Krawczyk J. B. Relaxation algorithms in finding Nash equilibria. (1997) . Economics Working Paper Archive, Computational Economics Series, Washington University, St. LouisGoogle Scholar
• Bertsimas D., Sim M. The price of robustness. Oper. Res. (2004) 52(1):35–53Link, Google Scholar
• Bertsimas D., Thiele A. A robust optimization approach to inventory theory. Oper. Res. (2006) 54(1):150–168Link, Google Scholar
• Cavazzuti E., Pappalardo M., Passacantando M. Nash equilibria, variational inequalities, and dynamical systems. J. Optim. Theory Appl. (2002) 114(3):491–506Crossref, Google Scholar
• Chan L. M. A., Shen Z. J. M., Simchi-Levi D., Swann J. L., Simchi-Levi D., Wu S. D., Shen Z. J. M. Coordination of pricing and inventory decisions: A survey and classification. Handbook of Quantitative Supply Chain Analysis: Modeling in the E-Business Era (2004) (Kluwer Academic Publishers, New York) 335–392International Series in Operations Research and Management ScienceChapter 9Crossref, Google Scholar
• Cubiotti P. Generalized quasi-variational inequalities in infinite-dimensional normed spaces. J. Optim. Theory Appl. (1997) 92(3):457–475Crossref, Google Scholar
• Daniel J. W. Stability of the solution of definite quadratic programs. Math. Programming (1973) 5:41–53Crossref, Google Scholar
• Dockner E., Jørgensen S., Van Long N., Sorger G.Differential Games in Economics and Management Science (2000) (Cambridge University Press, Cambridge, UK) Crossref, Google Scholar
• Elmaghraby W., Keskinocak P. Dynamic pricing in the presence of inventory considerations: Research overview, current practices, and future directions. Management Sci. (2003) 49(10):1287–1309Link, Google Scholar
• Haurie A. Environmental coordination in dynamic oligopolistic markets. Group Decision and Negotiation (1995) 4(1):39–57Crossref, Google Scholar
• Jørgensen S., Kort P. M., Zaccour G. Production, inventory, and pricing under cost and demand learning effects. Eur. J. Oper. Res. (1999) 117:382–395Crossref, Google Scholar
• Mosco U., Dold A., Eckmann B. Implicit variational problems and quasi-variational inequalities. Nonlinear Operators and the Calculus of Variations (1976) 543(Springer-Verlag, Brussels) 83–156Lecture Notes in MathematicsCrossref, Google Scholar
• Pang J. S., Fukushima M. Quasivariational inequalities, generalized Nash equilibria, and multi-leader-follower games. Computational Management Sci. (2005) 1:21–56Crossref, Google Scholar
• Rosen J. B. Existence and uniqueness of equilibrium points for concave n-person games. Econometrica (1965) 33(3):520–534Crossref, Google Scholar
• Talluri K., van Ryzin G.The Theory and Practice of Revenue Management (2004) (Springer, New York) Crossref, Google Scholar
• Uryas'ev S., Rubinstein R. Y. On relaxation algorithms in computation of noncooperative equilibria. IEEE Trans. Automatic Control (1994) 39(6):1263–1267Crossref, Google Scholar
• Vives X.Oligopoly Pricing. Old Ideas and New Tools (1999) (MIT Press, Cambridge, MA) Google Scholar