Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management
This dissertation studies monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management. It first provides a unified treatment for a class of discrete-event stochastic systems with applications in many different fields. Then it explores applicat...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2009
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| Online Access: | https://hdl.handle.net/10356/20684 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | This dissertation studies monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management. It first provides a unified treatment for a class of discrete-event stochastic systems with applications in many different fields. Then it explores applications in three important revenue management problems: capacity control for multiple medical diagnostic facilities, dynamic pricing with two revenue streams, and risk-sensitive dynamic pricing. |
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