A Primal-dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint.
Ningyuan ChenGuillermo GallegoPublished in: CoRR (2018)
Keyphrases
- dynamic pricing
- primal dual
- learning algorithm
- linear programming
- convex optimization
- linear program
- supply chain management
- interior point methods
- revenue management
- inventory control
- approximation algorithms
- convergence rate
- learning curve
- algorithm for linear programming
- machine learning
- inventory replenishment
- supply chain
- active learning
- training data
- np hard
- inventory level
- markov random field
- reinforcement learning
- pricing strategies
- decision making
- demand function