Dynamic modelling of optimal pricing and trading policies under uncertainty
The objective of this thesis is to present a set of useful tools for problems of sequential decision making under uncertainty. Specifically, we study three applications of dynamic planning: dynamic pricing of non-durable products in the context of Markov processes, dynamic pricing of high end fashio...
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University of Southampton
2015
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.675184 |