Some Decomposition Methods for Revenue Management

References

• Bertsekas D. P.Nonlinear Programming (1999) 2nd ed.(Athena Scientific, Belmont, MA) Google Scholar
• Bertsimas D., de Boer S. Simulation-based booking limits for airline revenue management. Oper. Res. (2005) 53:90–106Link, Google Scholar
• Bertsimas D., Popescu I. Revenue management in a dynamic network environment. Transportation Sci. (2003) 37:257–277Link, Google Scholar
• Birge J. R., Louveaux F.Introduction to Stochastic Programming (1997) (Springer-Verlag, New York) Google Scholar
• Bitran G., Caldentey R. An overview of pricing models for revenue management. Manufacturing Service Oper. Management (2003) 5:202–229Link, Google Scholar
• Chen L., Homem-de-Mello T. Re-solving stochastic programming models for airline revenue management. (2006) . Working Paper 04-012, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL. www.optimization-online.orgGoogle Scholar
• Chen V. C. P., Günther D., Johnson E. L. A Markov decision problem based approach to the airline YM problem. (1998) . Working paper, School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GAGoogle Scholar
• Clarke F. H.Optimization and Nonsmooth Analysis (1983) (John Wiley & Sons, Inc., New York) Google Scholar
• Cooper W. L. Asymptotic behavior of an allocation policy for revenue management. Oper. Res. (2002) 50:720–727Link, Google Scholar
• de Boer S. V., Freling R., Piersma N. Mathematical programming for network revenue management revisited. Eur. J. Oper. Res. (2002) 137:72–92Crossref, Google Scholar
• Feng Y., Xiao B. Optimal policies of yield management with multiple predetermined prices. Oper. Res. (2000) 48:332–343Link, Google Scholar
• Galil Z., Micali S., Gabow H. An O(EV log V) algorithm for finding a maximal weighted matching in general graphs. SIAM J. Comput. (1986) 15(1):120–130Crossref, Google Scholar
• Gallego G., van Ryzin G. Optimal dynamic pricing of inventories with stochastic demand over finite horizons. Management Sci. (1994) 40:999–1020Link, Google Scholar
• Gallego G., van Ryzin G. A multiproduct dynamic pricing problem and its applications to network yield management. Oper. Res. (1997) 45:24–41Link, Google Scholar
• Günther D. Airline yield management: Optimal bid prices, Markov decision processes, and routing considerations. (1998) . Unpublished doctoral dissertation, Georgia Institute of Technology, Atlanta, GAGoogle Scholar
• Homem-de-Mello T., Shapiro A., Spearman M. L. Finding optimal material release times using simulation based optimization. Management Sci. (1999) 45:86–102Link, Google Scholar
• Karaesmen I., van Ryzin G. Overbooking with substitutable inventory classes. Oper. Res. (2004) 52:83–104Link, Google Scholar
• Kleywegt A. J., Papastavrou J. D. The dynamic and stochastic knapsack problem. Oper. Res. (1998) 46:17–35Link, Google Scholar
• Kushner H. J., Yin G. G.Stochastic Approximation Algorithms and Applications (1997) (Springer-Verlag, Berlin, Germany) Crossref, Google Scholar
• Lautenbacher C. J., Stidham S. The underlying Markov decision process in the single-leg airline yield management problem. Transportation Sci. (1999) 33:136–146Link, Google Scholar
• Law A. M., Kelton W. D.Simulation Modeling and Analysis (2000) 3rd ed.(McGraw-Hill, New York) Google Scholar
• Lee T. C., Hersh M. A model for dynamic airline seat inventory control with multiple seat bookings. Transportation Sci. (1993) 27:252–265Link, Google Scholar
• Murota K.Discrete Convex Analysis (2003) (Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA) Crossref, Google Scholar
• Prékopa A.Stochastic Programming (1995) (Kluwer Academic Publishers, Dordrecht, The Netherlands) Crossref, Google Scholar
• Puterman M. L.Markov Decision Processes: Discrete Stochastic Dynamic Programming (1994) (John Wiley & Sons, New York) Crossref, Google Scholar
• Robinson L. W. Optimal and approximate control policies for airline booking with sequential nonmonotonic fare classes. Oper. Res. (1995) 43:252–263Link, Google Scholar
• Ross S. M.Stochastic Processes (1996) (John Wiley & Sons, New York) Google Scholar
• Schrijver A.Theory of Linear and Integer Programming (1986) (Wiley, New York) Google Scholar
• Shapiro A., Ruszczynski A., Shapiro A. Monte Carlo sampling methods. Handbook of Stochastic Optimization (2003) (Elsevier Science Publishers B.V., Amsterdam, The Netherlands) Google Scholar
• Shapiro A., Homem-de-Mello T. A simulation-based approach to two-stage stochastic programming with recourse. Math. Programming (1998) 81:301–325Crossref, Google Scholar
• Smith B. C., Leimkuhler J. F., Darrow R. M. Yield management at American Airlines. Interfaces (1992) 22:8–31Link, Google Scholar
• Subramanian J., Stidham S., Lautenbacher C. J. Airline yield management with overbooking, cancellations, and no-shows. Transportation Sci. (1999) 33:147–168Link, Google Scholar
• Talluri K., van Ryzin G. An analysis of bid-price controls for network revenue management. Management Sci. (1998) 44:1577–1593Link, Google Scholar
• Talluri K., van Ryzin G. A randomized linear programming method for computing network bid prices. Transportation Sci. (1999) 33:207–216Link, Google Scholar
• Talluri K., van Ryzin G. Revenue management under a general discrete choice model of consumer behavior. Management Sci. (2004a) 50:15–33Link, Google Scholar
• Talluri K. T., van Ryzin G. J.The Theory and Practice of Revenue Management (2004b) (Kluwer Academic Publishers, Boston, MA) Crossref, Google Scholar
• van Ryzin G., McGill J. Revenue management without forecasting or optimization: An adaptive algorithm for determining airline seat protection levels. Management Sci. (2000) 46:760–775Link, Google Scholar
• van Ryzin G., Vulcano G. Simulation-based optimization of virtual nesting controls for network revenue management. Oper. Res. (2006a) . ForthcomingGoogle Scholar
• van Ryzin G., Vulcano G. Computing virtual nesting controls for network revenue management under customer choice behavior. (2006b) . Working Paper DRO-2004-09, Columbia University, Graduate School of Business, New YorkGoogle Scholar
• Williamson E. L. Airline network seat control. (1992) . Unpublished doctoral dissertation, Massachusetts Institute of Technology, Cambridge, MAGoogle Scholar
• You P.-S. Dynamic pricing in airline seat management for flights with multiple flight legs. Transportation Sci. (1999) 33:192–206Link, Google Scholar
• Zhang D., Cooper W. L. Revenue management for parallel flights with customer-choice behavior. Oper. Res. (2005) 53:415–431Link, Google Scholar