most citedDynamic Programming for Optimal Delivery Time Slot Pricing

5 citations · 10 across the 5 of their papers we have counts for

collaborators

5 papers

math.OC20205 cited

Approximate Dynamic Programming for Delivery Time Slot Pricing: a Sensitivity Analysis

Denis Lebedev, Kostas Margellos, Paul Goulart

We consider the revenue management problem of finding profit-maximising prices for delivery time slots in the context of attended home delivery. This multi-stage optimal control pr…

math.OC2020

Gradient-Bounded Dynamic Programming for Submodular and Concave Extensible Value Functions with Probabilistic Performance Guarantees

Denis Lebedev, Paul Goulart, Kostas Margellos

We consider stochastic dynamic programming problems with high-dimensional, discrete state-spaces and finite, discrete-time horizons that prohibit direct computation of the value fu…

math.OC2020

Gradient-Bounded Dynamic Programming with Submodular and Concave Extensible Value Functions

Denis Lebedev, Paul Goulart, Kostas Margellos

We consider dynamic programming problems with finite, discrete-time horizons and prohibitively high-dimensional, discrete state-spaces for direct computation of the value function…

math.OC20195 cited

Dynamic Programming for Optimal Delivery Time Slot Pricing

Denis Lebedev, Paul Goulart, Kostas Margellos

We study the dynamic programming approach to revenue management in the context of attended home delivery. We draw on results from dynamic programming theory for Markov decision pro…

math.OC2019

A Concave Value Function Extension for the Dynamic Programming Approach to Revenue Management in Attended Home Delivery

Denis Lebedev, Paul Goulart, Kostas Margellos

We study the approximate dynamic programming approach to revenue management in the context of attended home delivery. We draw on results from dynamic programming theory for Markov…