An Approximate Dynamic Programming Approach to Network Revenue Management with Customer Choice

References

• Adelman D. Dynamic bid-prices in revenue management. Oper. Res. (2007) 55(4):647–661Link, Google Scholar
• Belobaba P. P., Weatherford L. R. Comparing decision rules that incorporate customer diversion in perishable asset revenue management situations. Decision Sci. (1996) 27(2):343–363Crossref, Google Scholar
• Bertsekas D. P., Tsitsiklis J. N.Neuro-Dynamic Programming (1996) (Athena Scientific, Belmont, MA) Google Scholar
• Boyd S., Vandenberghe L.Convex Programming (2004) (Cambridge University Press, Cambridge, UK) Google Scholar
• Bront J. M., Mendez-Diaz I., Vulcano G. A column generation algorithm for choice-based network revenue management. Oper. Res. (2007) . ForthcomingGoogle Scholar
• Brumelle S. L., McGill J. I., Oum T. H., Sawaki K., Tretheway M. W. Allocation of airline seats between stochastically dependent demands. Transportation Sci. (1990) 24(3):183–192Link, Google Scholar
• de Farias D., Van Roy B. The linear programming approach to approximate dynamic programming. Oper. Res. (2003) 51(6):850–865Link, Google Scholar
• Gallego G., Iyengar G., Phillips R., Dubey A. Managing flexible products on a network. (2004) . CORC Technical Report Tr-2004-01, IEOR Department, Columbia University, New YorkGoogle Scholar
• Jiang H., Miglionico G. Airline network revenue management with buy-up. (2006) . Working Papers 11/2006, Judge Business School, University of Cambridge, Cambridge, UKGoogle Scholar
• Kunnumkal S., Topaloglu H. A refined deterministic linear program for the network revenue management problem with customer choice behavior. Naval Res. Logist. (2008) 55(6):563–580Crossref, Google Scholar
• Liu Q., van Ryzin G. On the choice-based linear programming model for network revenue management. Manufacturing Service Oper. Management (2008) 10(2):288–310Link, Google Scholar
• Powell W.Approximate Dynamic Programming: Solving the Curses of Dimensionality (2007) (Wiley-Interscience, New York) Crossref, Google Scholar
• Puterman M. L.Markov Decision Processes: Discrete Stochastic Dynamic Programming (1994) (John Wiley & Sons, New York) Crossref, Google Scholar
• Schaible S., Shi J. Fractional programming: The sum-of-ratios case. Optim. Methods Software (2003) 18(2):219–229Crossref, Google Scholar
• Schweitzer P., Seidmann A. Generalized polynomial approximations in Markovian decision processes. J. Math. Anal. Appl. (1985) 110(2):568–582Crossref, Google Scholar
• Talluri K., van Ryzin G. Revenue management under a general discrete choice model of consumer behavior. Management Sci. (2004a) 50(1):15–33Link, Google Scholar
• Talluri K., van Ryzin G.The Theory and Practice of Revenue Management (2004b) (Kluwer Academic Publishers, Boston) Crossref, Google Scholar
• Van Ryzin G., Vulcano G. Simulation-based optimization of virtual nesting controls under consumer choice behavior. (2004) . Working paper, Columbia Graduate School of Business, New YorkGoogle Scholar
• Zhang D., Cooper W. L. Revenue management for parallel flights with customer-choice behavior. Oper. Res. (2005) 53(3):415–431Link, Google Scholar
• Zhang D., Cooper W. L. Pricing substitutable flights in airline revenue management. Eur. J. Oper. Res. (2009) 197:848–861Crossref, Google Scholar
• Zhao W., Zheng Y.-S. A dynamic model for airline seat allocation with passenger diversion and no-shows. Transportation Sci. (2001) 35(1):80–98Link, Google Scholar