Continuous-time Revenue Management in Carparks - Part Two: Refining the PDE.

Andreas Papayiannis Paul V. Johnson Dmitry Yumashev Peter W. Duck

Published in: ICORES (2013)

Keyphrases

revenue management
partial differential equations
markov chain
level set
anisotropic diffusion
dynamic pricing
optimal control
single product
image denoising
dynamical systems
state space
denoising