We consider an infinite-horizon multi-product dynamic pricing problem with reference effects in a monopolistic setting, where the reference price is an exponentially weighted average of historical prices. In each period, the demand follows the multinomial logit (MNL) model, where the utility...

We study the data-integrated price-setting newsvendor problem in which the price-demand relationship is described by some parametric model with unknown parameters. We formulate the operational data analytics (ODA) framework that features a data-integration model and a validation model. The...