Stochastic Dynamic Pricing Models of Monopoly Systems

Jean-Marie Proth 1 Alexandre Dolgui 2
1 INRIA Lorraine
2 G2I-ENSMSE - Centre de Génie Industriel et Informatique
Abstract : Any dynamic pricing model requires establishing how demand responds to changes in price. This paper is dedicated to mathematical models of monopoly systems. Strong assumptions are made to obtain tractable models. While such mathematical models can hardly represent real-life situations, they help understanding the relationship between price and customers’ purchasing behavior. Two mathematical models are presented: (i) A stochastic dynamic pricing model for time dated items without salvage values; (ii) A stochastic dynamic pricing model for time dated items with salvage values. We limit ourselves to time dated items with no supply option in monopolistic environments with myopic customers.
Type de document :
Communication dans un congrès
A. Dolgui. 13th IFAC Symposium on Information Control Problems in Manufacturing (INCOM09), 2009, Moscou, Russia. Elsevier Science, p. 1452-1463, 2009, 〈10.3182/20090603-3-RU-2001.00243〉
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https://hal-emse.ccsd.cnrs.fr/emse-00676040
Contributeur : Florent Breuil <>
Soumis le : vendredi 2 mars 2012 - 17:02:08
Dernière modification le : dimanche 28 janvier 2018 - 15:22:05

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Jean-Marie Proth, Alexandre Dolgui. Stochastic Dynamic Pricing Models of Monopoly Systems. A. Dolgui. 13th IFAC Symposium on Information Control Problems in Manufacturing (INCOM09), 2009, Moscou, Russia. Elsevier Science, p. 1452-1463, 2009, 〈10.3182/20090603-3-RU-2001.00243〉. 〈emse-00676040〉

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