Risk-averse capacity control in revenue management
著者
書誌事項
Risk-averse capacity control in revenue management
（Lecture notes in economics and mathematical systems, 597）
Springer, c2007
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注記
Thesis (Ph.D.) -- Universität Fridericiana zu Karlsruhe, 2006
Bibliography: p. [151]-163
内容説明・目次
内容説明
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.
目次
Basic Principles.- Markov Decision Processes and the Total Reward Criterion.- Expected Utility Theory for Sequential Decision Making.- Expected Revenue Maximizing Capacity Control.- Capacity Control in a Random Environment.- Basic Single Resource Capacity Control Models in Revenue Management.- Expected Utility Maximizing Capacity Control.- Capacity Control Maximizing Additive Time-Separable Utility.- Capacity Control Maximizing Atemporal Utility.- An Extension: Capacity Control Under a General Discrete Choice Model of Consumer Behavior.- Conclusion.
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