A Primal-Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint.
Ningyuan ChenGuillermo GallegoPublished in: Math. Oper. Res. (2022)
Keyphrases
- dynamic pricing
- primal dual
- learning algorithm
- linear programming
- convex optimization
- linear program
- interior point methods
- approximation algorithms
- supply chain management
- revenue management
- inventory control
- convergence rate
- learning curve
- algorithm for linear programming
- training data
- inventory replenishment
- machine learning
- pricing strategies
- reinforcement learning
- active learning
- dynamic programming
- production capacity
- inventory level
- training samples
- optimal solution
- supply chain
- production scheduling
- np hard
- cost function