On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning.

Omar Besbes Assaf J. Zeevi

Published in: Manag. Sci. (2015)

Keyphrases

linear models
dynamic pricing
learning curve
learning algorithm
state space
optimal pricing
supervised learning
learning tasks
prior knowledge
dynamic programming
model selection
cross validation
linear regression
variable selection
inventory control
revenue management