Data-Driven Distributionally Robust Multiproduct Pricing Problems under Pure Characteristics Demand Models-Reference-Cited by-同舟云学术

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Data-Driven Distributionally Robust Multiproduct Pricing Problems under Pure Characteristics Demand Models

Published:2024-09-03 Issue:3 Volume:34 Page:2917-2942
ISSN:1052-6234
Container-title:SIAM Journal on Optimization
language:en
Short-container-title:SIAM J. Optim.

Author:

Jiang Jie¹^ORCID,Sun Hailin²^ORCID,Chen Xiaojun³

Affiliation:

1. College of Mathematics and Statistics, Chongqing University, Chongqing, 400044, China.

2. Corresponding author. Key Laboratory of NSLSCS, Ministry of Education, Jiangsu International Joint Laboratory of BDMCA, School of Mathematical Sciences, Nanjing Normal University, Nanjing, 210023, China.

3. Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China.

Funder

National Natural Science Foundation of China

Hong Kong Polytechnic University

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference35 articles.

1. Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints

2. Robust Optimization

3. THE PURE CHARACTERISTICS DEMAND MODEL*

4. Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models

5. Robustness and sensitivity analysis of risk measurement procedures

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