منابع مشابه
Optimal static pricing for a tree network
We study the static pricing problem for a network service provider in a loss system with a tree structure. In the network, multiple classes share a common inbound link and then have dedicated outbound links. The motivation is from a company that sells phone cards and needs to price calls to different destinations. We characterize the optimal static prices in order to maximize the steady-state r...
متن کاملOptimal static pricing for a service facility with holding costs
We study a service facility modelled as a single server queueing system with Poisson arrivals and limited or unlimited buffer size. In systems with unlimited buffer size, the service times have general distributions, whereas in finite buffered systems service times are exponentially distributed. Arriving customers enter if there is room in the facility and if they are willing to pay the posted ...
متن کاملAsymptotically Optimal Randomized Tree Embedding in Static Networks Asymptotically Optimal Randomized Tree Embedding in Static Networks
{ The problem of dynamic tree embedding in static networks is studied in this paper. We provide a uniied framework for studying the performance of randomized tree embedding algorithms which allow a newly created tree node to take a random walk of a short distance to reach a processor nearby. In particular, we propose simple randomized algorithms on several most common and important static netwo...
متن کاملNN-OPT: Neural Network for Option Pricing Using Multinomial Tree
We provide a framework for learning to price complex options by learning risk-neutral measures (Martingale measures). In a simple geometric Brownian motion model, the price volatility, fixed interest rate and a no-arbitrage condition suffice to determine a unique riskneutral measure. On the other hand, in our framework, we relax some of these assumptions to obtain a class of allowable risk-neut...
متن کاملOptimal Iterative Pricing with Positive Network Externalities
In this paper, we study optimal pricing for revenue maximization in the presence of positive network externalities. In our model, the value of a digital good for a buyer is a function of the set of buyers who have already bought the item. In this setting, a buyer’s decision to buy an item depends on the price of the item as well as the set of other buyers that own the item. The revenue maximiza...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2012
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-012-1115-4