Risk Minimizing Strategies for Revenue Management Problems with Target Values
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- Matthias Koenig & Joern Meissner, 2016. "Risk minimising strategies for revenue management problems with target values," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(3), pages 402-411, March.
References listed on IDEAS
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- Koenig, Matthias & Meissner, Joern, 2015.
"Value-at-risk optimal policies for revenue management problems,"
International Journal of Production Economics,
Elsevier, vol. 166(C), pages 11-19.
- Matthias Koenig & Joern Meissner, 2010. "Value-At-Risk Optimal Policies for Revenue Management Problems," Working Papers MRG/0018, Department of Management Science, Lancaster University, revised Dec 2014.
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Keywordscapacity control; revenue management; multi-period; risk; target level criterion;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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