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Risk-Averse Capacity Control in Revenue Management - Lecture Notes in Economics and Mathematical Systems Christiane Barz 2007 edition
Risk-Averse Capacity Control in Revenue Management - Lecture Notes in Economics and Mathematical Systems
Christiane Barz
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.
173 pages, 32 black & white illustrations, 10 black & white tables, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 2, 2007 |
| ISBN13 | 9783540730132 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 173 |
| Dimensions | 155 × 235 × 9 mm · 385 g (Weight (estimated)) |
| Language | English |