Non-linear pricing by convex duality
نویسندگان
چکیده
منابع مشابه
Non-linear pricing by convex duality
We consider the pricing problem of a risk-neutral monopolist who produces (at a cost) and offers an infinitely divisible good to a single potential buyer that can be of a finite number of (single dimensional) types. The buyer has a non-linear utility function that is differentiable, strictly concave and strictly increasing. Using a simple reformulation and shortest path problem duality as in Vo...
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ژورنال
عنوان ژورنال: Automatica
سال: 2015
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2015.01.027