A Kalman filter approach to analyze multivariate hedonics pricing model in dynamic supply chain markets.
Jan van DalenWolfgang KetterGianfranco LuccheseJohn CollinsPublished in: ICEC (2010)
Keyphrases
- kalman filter
- pricing model
- supply chain
- pricing mechanism
- supply chain management
- supply chain coordination
- pricing strategies
- object tracking
- dynamic pricing
- bi level
- mean shift
- real option
- lead time
- stackelberg game
- particle filter
- inventory control
- decision making
- market prices
- dynamic programming
- trading agents
- empirical analysis
- stock price
- short term
- electronic commerce