Revenue and reputation: A stochastic control approach to profit maximization.

Avhishek Chatterjee Lei Ying Sriram Vishwanath

Published in: Allerton Conference (2012)

Keyphrases

profit maximization
stochastic control
queueing systems
control problems
optimal control
operations management
brownian motion
dynamic pricing
stochastic process
reinforcement learning
supply chain management
partial differential equations
differential equations
revenue management
expected profit
special case