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math.OC2025
Robust Competitive Ratio for Deterministic Monopoly Pricing
Tim S. G. van Eck, Pieter Kleer, Johan S. H. van Leeuwaarden
We study deterministic monopoly pricing under partial knowledge of the market, where the seller has access only to summary statistics of the valuation distribution, such as the mea…
math.OC2024
Distribution-free expectation operators for robust pricing and stocking with heavy-tailed demand
Pieter Kleer, Johan S. H. van Leeuwaarden, Bas Verseveldt
We obtain distribution-free bounds for various fundamental quantities used in probability theory by solving optimization problems that search for extreme distributions among all di…
math.OC2024
Distributionally robust monopoly pricing: Switching from low to high prices in volatile markets
Tim S. G. van Eck, Pieter Kleer, Johan S. H. van Leeuwaarden
Problem definition: Traditional monopoly pricing assumes sellers have full information about consumer valuations. We consider monopoly pricing under limited information, where a se…