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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sg-ntu-dr.10356-206842024-01-12T10:24:38Z Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management Zhuang, Weifen Li Zhi-Feng, Michael Nanyang Business School DRNTU::Business::Operations 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 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. DOCTOR OF PHILOSOPHY (NBS) 2009-12-23T08:20:21Z 2009-12-23T08:20:21Z 2010 2010 Thesis Zhuang, W. F. (2010). Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management. Doctoral thesis, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/20684 10.32657/10356/20684 en 179 p. application/pdf |
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DRNTU::Business::Operations management Zhuang, Weifen Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management |
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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. |
author2 |
Li Zhi-Feng, Michael |
author_facet |
Li Zhi-Feng, Michael Zhuang, Weifen |
format |
Theses and Dissertations |
author |
Zhuang, Weifen |
author_sort |
Zhuang, Weifen |
title |
Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management |
title_short |
Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management |
title_full |
Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management |
title_fullStr |
Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management |
title_full_unstemmed |
Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management |
title_sort |
monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management |
publishDate |
2009 |
url |
https://hdl.handle.net/10356/20684 |
_version_ |
1789483113415442432 |