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» Algorithms for Multi-product Pricing
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CORR
2011
Springer
209views Education» more  CORR 2011»
12 years 11 months ago
Close the Gaps: A Learning-while-Doing Algorithm for a Class of Single-Product Revenue Management Problems
In this work, we consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process,...
Zizhuo Wang, Shiming Deng, Yinyu Ye
WINE
2007
Springer
126views Economy» more  WINE 2007»
14 years 1 months ago
A Theory of Loss-Leaders: Making Money by Pricing Below Cost
We consider the problem of assigning prices to goods of fixed marginal cost in order to maximize revenue in the presence of single-minded customers. We focus in particular on the...
Maria-Florina Balcan, Avrim Blum, T.-H. Hubert Cha...
CISS
2008
IEEE
14 years 2 months ago
Progress on pricing with peering
—This paper examines a simple model of how a provider ISP charges customer ISPs by assuming the provider ISP wants to maximize its revenue when customer ISPs have the possibility...
Eui-woong Lee, David Buchfuhrer, Lachlan L. H. And...
SAGT
2010
Springer
223views Game Theory» more  SAGT 2010»
13 years 6 months ago
Improved Lower Bounds on the Price of Stability of Undirected Network Design Games
Abstract. Bounding the price of stability of undirected network design games with fair cost allocation is a challenging open problem in the Algorithmic Game Theory research agenda....
Vittorio Bilò, Ioannis Caragiannis, Angelo ...
FS
2010
95views more  FS 2010»
13 years 6 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier