Dynamic Pricing through Data Sampling

A constraint sampling approach for multi-stage robust optimization

(2012) Phebe Vayanos et al.   AUTOMATICA

Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case

(2012) Andrew E. B. Lim et al.   MANAGEMENT SCIENCE

A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

(2011) Dimitris Bertsimas et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Optimality of Affine Policies in Multistage Robust Optimization

(2010) Dimitris Bertsimas et al.   MATHEMATICS OF OPERATIONS RESEARCH

On the Expected Probability of Constraint Violation in Sampled Convex Programs

(2009) G. C. Calafiore   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications

(2009) B. K. Pagnoncelli et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Robust Controls for Network Revenue Management

(2009) Georgia Perakis et al.   M&SOM-Manufacturing & Service Operations Management

Toward Robust Revenue Management: Competitive Analysis of Online Booking

(2009) Michael O. Ball et al.   OPERATIONS RESEARCH

Dynamic Pricing for Nonperishable Products with Demand Learning

(2009) Victor F. Araman et al.   OPERATIONS RESEARCH

Dynamic Pricing with a Prior on Market Response

(2009) Vivek F. Farias et al.   OPERATIONS RESEARCH

The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

(2008) M. C. Campi et al.   SIAM JOURNAL ON OPTIMIZATION