作者：Ahn, Hyun-Soo; Ryan, Christopher Thomas; Uichanco, Joline; Zhang, Mengzhenyu
作者单位：University of Michigan System; University of Michigan; University of British Columbia; University of London; University College London
摘要：When underlying demand follows a complex stochastic process, pricing problems are difficult to solve. In such cases, certainty equivalent (CE) policies, based on the solution to the deterministic relaxation of the stochastic pricing problem, can be used as practical alternatives. CE policies have lighter computational and informational requirements compared with solving the problem to optimality. Although the effectiveness of CE pricing policies has been theoretically studied when demands are ...
