A Nonparametric Approach to Multiproduct Pricing.
Paat RusmevichientongBenjamin Van RoyPeter W. GlynnPublished in: Oper. Res. (2006)
Keyphrases
- data driven
- profit maximization
- nonparametric regression
- bayesian modeling
- bayesian approaches
- optimal capacity
- demand function
- hierarchical bayesian
- expected profit
- dynamic pricing
- financial markets
- revenue management
- option pricing
- decision making
- pricing model
- kernel density estimation
- production planning
- distributional assumptions
- single period
- change point detection
- parametric models
- density estimation
- hidden markov models