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Nonparametric multi-product dynamic pricing with demand learning via simultaneous price perturbation
Yang, Xiangyu
;
Zhang, Jianghua
;
Hu, Jian-Qiang
;
Hu, Jiaqiao
- In:
European journal of operational research : EJOR
319
(
2024
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10015083563
Saved in:
2
Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
Kleinman, Nathan L.
;
Spall, James C.
;
Naiman, Daniel Q.
- In:
Management Science
45
(
1999
)
11
,
pp. 1570-1578
is the algorithm's iteration number.
Simultaneous
Perturbation
Stochastic
Approximation
(
SPSA
) is a newer and often much …
Persistent link: https://www.econbiz.de/10009191640
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