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Risk-Averse Capacity Control in Revenue Management (Lecture Notes in Economics and Mathematical Systems) (Lecture Notes in Economics and Mathematical Systems, 597, Band 597) - Softcover

Barz, Christiane

 
9783540730132: Risk-Averse Capacity Control in Revenue Management (Lecture Notes in Economics and Mathematical Systems) (Lecture Notes in Economics and Mathematical Systems, 597, Band 597)
Softcover
ISBN 10: 3540730133 ISBN 13: 9783540730132
Verlag: Springer, 2007

Inhaltsangabe

This book revises the well-known capacity control problem in revenue management from the perspective of a risk-averse decision-maker. Modelling an expected utility maximizing decision maker, the problem is formulated as a risk-sensitive Markov decision process. Special emphasis is put on the existence of structured optimal policies. Numerical examples illustrate the results.

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Verlag
Springer
Erscheinungsdatum
2007
Sprache
Englisch
ISBN 10 
3540730133
ISBN 13 
9783540730132
Einband
Taschenbuch
Anzahl der Seiten
180
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