A pricing problem with unknown arrival rate and price sensitivity

The Oligopolistic Pricing Problem – a Suggested Price Freeze Remedy

AN INVERSE PROBLEM WITH UNKNOWN RADIATION TERM

In this paper, we consider an inverse problem of linear heat equation with nonlinear boundary condition. We identify the temperature and the unknown radiation tern from an overspecified condition on the boundary

Emergency Service Vehicle Location Problem with Batch Arrival of Demands

In this paper an emergency service vehicle (ESV) location problem has been considered in which it is assumed that each emergency call may require more than one ESV. In ESV location problem two factors should be known; the location of stations and the number of ESVs at each station. Hence, a nonlinear mixed integer programming model is presented in order to maximize the total response rate to th...

Adaptive Arrival Price

Electronic trading of equities and other securities makes heavy use of “arrival price” algorithms, that determine optimal trade schedules by balancing the market impact cost of rapid execution against the volatility risk of slow execution. In the standard formulation, mean-variance optimal strategies are static: they do not modify the execution speed in response to price motions observed during...

Cooperative network flow problem with pricing decisions and allocation of benefits: A game theory approach

Several real problems in telecommunication, transportation, and distribution industries can be well analyzed by network flow models. In revenue management, pricing plays a primary role which increases the profit generated from a limited supply of assets. Pricing decision directly affects the amount of service or product demand. Hence, in traditional maximum flow problem, we assume that the dema...