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dc.contributor.authorOlstad, Asmund
dc.date.accessioned2015-01-09T09:38:01Z
dc.date.available2015-01-09T09:38:01Z
dc.date.issued2014cs
dc.identifier.citationMathematics for Applications. 2014, 3, č. 2, s. 143-166. ISSN 1805-3629.cs
dc.identifier.issn1805-3629
dc.identifier.urihttp://hdl.handle.net/11012/36717
dc.description.abstractThis paper describes a fast algorithm for solving a capacitated dynamic pricing problem where the producer has the ability to store inventory. The pricing problem described is a quadratic programming problem with a structure that can be solved e ectively by a dual algorithm. The proposed algorithm gives a solution satisfying the Karush-Kuhn-Tucker conditions. This, combined with the fact that the problem has a convex feasible region with a concave objective function which we want to maximize, implies that the proposed algorithm gives a globally optimal solution. The algorithm is illustrated by numerical examples for both the single-item and the multi-item cases.en
dc.formattextcs
dc.format.extent143-166cs
dc.format.mimetypeapplication/pdfen
dc.language.isoencs
dc.publisherVysoké učení technické v Brně, Fakulta strojního inženýrství, Ústav matematikycs
dc.relation.ispartofMathematics for Applicationsen
dc.relation.urihttp://ma.fme.vutbr.cz/archiv/3_2/ma_3_2_olstad.pdfcs
dc.rights© Vysoké učení technické v Brně, Fakulta strojního inženýrství, Ústav matematikycs
dc.titleDynamic pricing with capacity constraints and inventory replenishmenten
eprints.affiliatedInstitution.departmentÚstav matematikycs
eprints.affiliatedInstitution.facultyFakulta strojního inženýrstvícs
dc.coverage.issue2cs
dc.coverage.volume3cs
dc.identifier.doi10.13164/ma.2014.11en
dc.rights.accessopenAccessen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen


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