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  • Search: subject:"Simultaneous perturbation stochastic approximation (SPSA)"
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Common Random Numbers 1 Decision analysis 1 Demand 1 Dynamic pricing with demand learning 1 Dynamic programming 1 Dynamische Optimierung 1 Finite Difference Stochastic Approximation (FDSA) 1 Learning process 1 Lernprozess 1 Nachfrage 1 Online learning 1 Preismanagement 1 Pricing strategy 1 Revenue management 1 Revenue-Management 1 Simultaneous Perturbation Stochastic Approximation (SPSA) 1 Simultaneous perturbation stochastic approximation (SPSA) 1 Theorie 1 Theory 1 discrete event dynamic systems 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
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Hu, Jian-Qiang 1 Hu, Jiaqiao 1 Kleinman, Nathan L. 1 Naiman, Daniel Q. 1 Spall, James C. 1 Yang, Xiangyu 1 Zhang, Jianghua 1
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European journal of operational research : EJOR 1 Management Science 1
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ECONIS (ZBW) 1 RePEc 1
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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
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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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