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Dynamic Pricing for Nonperishable Products with Demand Learning
TLDR
A retailer is endowed with a finite inventory of nonperishable product. Expand
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An overview of pricing models for revenue management
TLDR
This publication contains reprint articles for which IEEE does not hold copyright. Expand
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Supply Contracts with Financial Hedging
TLDR
We study the performance of a stylized supply chain where two firms, a retailer and a producer, compete in a Stackelberg game. Expand
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Online Auction and List Price Revenue Management
We analyze a revenue management problem in which a seller facing a Poisson arrival stream of consumers operates an online multiunit auction. Consumers can get the product from an alternative listExpand
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An overview of pricing models for revenue management
In this paper, we examine the research and results of dynamic pricing policies and their relation to Revenue Management. The survey is based on a generic Revenue Management problem in which aExpand
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Optimal Control and Hedging of Operations in the Presence of Financial Markets
TLDR
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. Expand
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Coordinating Clearance Markdown Sales of Seasonal Products in Retail Chains
TLDR
We propose a methodology to set prices of perishable items in a retail chain with coordinated prices among its stores and compare it with actual practice in a real case study. Expand
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Revenue Management with Incomplete Demand Information
Consider a seller who is endowed with a fixed number of units of a product that he/she can sell to a price-sensitive and stochastically arriving stream of consumers during a finite time horizon. TheExpand
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Intertemporal Pricing Under Minimax Regret
TLDR
We consider the pricing problem faced by a monopolist who sells a product to a population of consumers over a finite time horizon. Expand
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Insider Trading With a Random Deadline
We consider a model of strategic trading with asymmetric information of an asset whose value follows a Brownian motion. An insider continuously observes a signal that tracks the evolution of theExpand
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