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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Main Author: Zhuang, Weifen
Other Authors: Li Zhi-Feng, Michael
Format: Theses and Dissertations
Language:English
Published: 2009
Subjects:
Online Access:https://hdl.handle.net/10356/20684
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Institution: Nanyang Technological University
Language: English
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spelling 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
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Business::Operations management
spellingShingle DRNTU::Business::Operations management
Zhuang, Weifen
Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management
description 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
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