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Dynamic Allocation And Pricing
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Book Synopsis Dynamic Allocation and Pricing by : Alex Gershkov
Download or read book Dynamic Allocation and Pricing written by Alex Gershkov and published by MIT Press. This book was released on 2024-06-11 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new approach to dynamic allocation and pricing that blends dynamic paradigms from the operations research and management science literature with classical mechanism design methods. Dynamic allocation and pricing problems occur in numerous frameworks, including the pricing of seasonal goods in retail, the allocation of a fixed inventory in a given period of time, and the assignment of personnel to incoming tasks. Although most of these problems deal with issues treated in the mechanism design literature, the modern revenue management (RM) literature focuses instead on analyzing properties of restricted classes of allocation and pricing schemes. In this book, Alex Gershkov and Benny Moldovanu propose an approach to optimal allocations and prices based on the theory of mechanism design, adapted to dynamic settings. Drawing on their own recent work on the topic, the authors describe a modern theory of RM that blends the elegant dynamic models from the operations research (OR), management science, and computer science literatures with techniques from the classical mechanism design literature. Illustrating this blending of approaches, they start with well-known complete information, nonstrategic dynamic models that yield elegant explicit solutions. They then add strategic agents that are privately informed and then examine the consequences of these changes on the optimization problem of the designer. Their sequential modeling of both nonstrategic and strategic logic allows a clear picture of the delicate interplay between dynamic trade-offs and strategic incentives. Topics include the sequential assignment of heterogeneous objects, dynamic revenue optimization with heterogeneous objects, revenue maximization in the stochastic and dynamic knapsack model, the interaction between learning about demand and dynamic efficiency, and dynamic models with long-lived, strategic agents.
Book Synopsis Dynamic Allocation and Pricing in Incomplete Markets by : Makoto Saito
Download or read book Dynamic Allocation and Pricing in Incomplete Markets written by Makoto Saito and published by . This book was released on 1998 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Dynamic Allocation and Pricing by : Pamela Hsuan-Lo Chang
Download or read book Essays on Dynamic Allocation and Pricing written by Pamela Hsuan-Lo Chang and published by . This book was released on 1991 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis "Dynamic Allocation Without Money" by : Yingni Guo
Download or read book "Dynamic Allocation Without Money" written by Yingni Guo and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Dynamic Pricing and Resource Allocation by : Cavdaroglu Nur
Download or read book Three Essays on Dynamic Pricing and Resource Allocation written by Cavdaroglu Nur and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We review the dynamic programming formulation of the negotiation problem, and propose a simple and tractable deterministic "fluid" analogue for this problem. The main emphasis of the chapter is in expanding the formulation to the dynamic setting where both the buyer and seller have limited prior information on their counterparty valuation and their negotiation skill. In Chapter 4, we consider the revenue maximization problem of a seller who operates in a market where there are two types of customers; namely the "investors" and "regular-buyers". In a two-period setting, we model and solve the pricing game between the seller and the investors in the latter period, and based on the solution of this game, we analyze the revenue maximization problem of the seller in the former period. Moreover, we study the effects on the total system profits when the seller and the investors cooperate through a contracting mechanism rather than competing with each other; and explore the contracting opportunities that lead to higher profits for both agents.
Book Synopsis Dynamic Pricing and Automated Resource Allocation for Complex Information Services by : Michael Schwind
Download or read book Dynamic Pricing and Automated Resource Allocation for Complex Information Services written by Michael Schwind and published by Springer Science & Business Media. This book was released on 2007-04-24 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops allocation mechanisms that aim to ensure an efficient resource allocation in modern IT-services. Recent methods of artificial intelligence, such as neural networks and reinforcement learning, and nature-oriented optimization methods, such as genetic algorithms and simulated annealing, are advanced and applied to allocation processes in distributed IT-infrastructures, or grid systems.
Book Synopsis Efficient Dynamic Allocation with Strategic Arrivals by : Alex Gershkov
Download or read book Efficient Dynamic Allocation with Strategic Arrivals written by Alex Gershkov and published by . This book was released on 2015 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: We analyze dynamic allocations in a model with uncertain demand and with unobservable arrivals. The planner learns along the way about future demand, but strategic agents, who anticipate this behavior, strategically choose the timing of their arrivals. We examine the conditions under which the complete information, dynamically efficient allocation is implementable, and characterize the necessary payments that control the ensuing allocative and informational externalities.
Book Synopsis Dynamic Asset Allocation with Forwards and Futures by : Abraham Lioui
Download or read book Dynamic Asset Allocation with Forwards and Futures written by Abraham Lioui and published by Springer. This book was released on 2010-10-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve in time, what optimal strategies one can expect the participants to follow, whether they pertain to arbitrage, speculation or hedging, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (MBAs majoring in finance with quantitative skills and PhDs in finance and financial economics), academics (both theoreticians and empiricists), practitioners, and regulators. Standard textbooks dealing with forward and futures markets generally focus on the description of the contracts, institutional details, and the effective (as opposed to theoretically optimal) use of these instruments by practitioners. The theoretical analysis is often reduced to the (undoubtedly important) cash-and-carry relationship and the computation of the simple, static, minimum variance hedge ratio. This book proposes an alternative approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework that is in line with what has been done many years ago for options markets.
Book Synopsis Decentralized Dynamic Allocation Scheme for Large Congested Networks by : Kai-Ching Chu
Download or read book Decentralized Dynamic Allocation Scheme for Large Congested Networks written by Kai-Ching Chu and published by . This book was released on 1977 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dynamic Asset Allocation With Options by : Joseph Clark
Download or read book Dynamic Asset Allocation With Options written by Joseph Clark and published by . This book was released on 2020 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt: We derive replicating portfolios for some commonly used dynamic trading rules. In particular, we show that two commonly used dynamic rules can be replicated with static option portfolios. These replicating portfolios are more precise than the corresponding dynamic rules in the sense that the exposure is always correct at each price. For a rule that changes notional exposure linearly with price the error is linear in variance.
Book Synopsis Essays on Empirical Asset Pricing, Dynamic Asset Allocation, and Contagion Effects by : Marius Ascheberg
Download or read book Essays on Empirical Asset Pricing, Dynamic Asset Allocation, and Contagion Effects written by Marius Ascheberg and published by . This book was released on 2013 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Approximate Methods for Dynamic Portfolio Allocation Under Transaction Costs by : Nabeel Butt
Download or read book Approximate Methods for Dynamic Portfolio Allocation Under Transaction Costs written by Nabeel Butt and published by . This book was released on 2012 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: The thesis provides simple and intuitive lattice based algorithms for solving dynamic portfolio allocation problems under transaction costs. The early part of the thesis concentrates upon developing a toolbox based on discrete probability approximations. The discrete approximations are shown to provide a reasonable approximation for most popular transaction cost models in the academic literature. The tool, once forged, is implemented in the powerful Mathematica based parallel computing environment. In the second part of the thesis we provide applications of our framework to real world problems. We show re-balancing portfolios is more valuable in an investment environment where the growth and volatility of risky assets is non-constant over the time horizon. We also provide a framework for modeling random transaction costs and compute the loss of expected utility of an investor faced with random transaction costs. Approximate methods are provided to solve portfolio constraints such as portfolio insurance and draw-down. Finally, we also highlight a lattice based framework for pairs trading.
Book Synopsis Dynamic Pricing for Heterogeneous Time-Sensitive Customers by : Negin Golrezaei
Download or read book Dynamic Pricing for Heterogeneous Time-Sensitive Customers written by Negin Golrezaei and published by . This book was released on 2018 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt: A core problem in the area of revenue management is pricing goods in the presence of strategic customers. We study this problem when customers are heterogeneous with respect to their initial valuations for the item and their time sensitivities, i.e., the customers differ in both their initial valuations and the rates at which their initial valuation decreases with delay in purchase. We characterize the optimal mechanism for selling durable goods in such environments and show that delayed allocation and dynamic pricing can be effective screening tools for maximizing firm profit. We also investigate the impact of production and holding costs on the optimal mechanism.
Book Synopsis Pricing and Revenue Optimization by : Robert Lewis Phillips
Download or read book Pricing and Revenue Optimization written by Robert Lewis Phillips and published by Stanford University Press. This book was released on 2005-08-05 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written for MBA students and practitioners, this book is a comprehensive introduction to the theory and application of pricing and revenue optimization.
Book Synopsis Dynamic Memory Management for Embedded Systems by : David Atienza Alonso
Download or read book Dynamic Memory Management for Embedded Systems written by David Atienza Alonso and published by Springer. This book was released on 2016-08-23 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a systematic and unified methodology, including basic principles and reusable processes, for dynamic memory management (DMM) in embedded systems. The authors describe in detail how to design and optimize the use of dynamic memory in modern, multimedia and network applications, targeting the latest generation of portable embedded systems, such as smartphones. Coverage includes a variety of design and optimization topics in electronic design automation of DMM, from high-level software optimization to microarchitecture-level hardware support. The authors describe the design of multi-layer dynamic data structures for the final memory hierarchy layers of the target portable embedded systems and how to create a low-fragmentation, cost-efficient, dynamic memory management subsystem out of configurable components for the particular memory allocation and de-allocation patterns for each type of application. The design methodology described in this book is based on propagating constraints among design decisions from multiple abstraction levels (both hardware and software) and customizing DMM according to application-specific data access and storage behaviors.
Book Synopsis Dynamic Asset Allocation by : James Picerno
Download or read book Dynamic Asset Allocation written by James Picerno and published by Bloomberg Press. This book was released on 2010-02-17 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Today’s modern portfolio theory is not your father’s MPT. It has undergone many changes in the past fifty years. Indeed, a new understanding of MPT has emerged, one that has a significant impact on managing asset allocation—especially in today’s turbulent markets. Dynamic Asset Allocation interprets and integrates the developments in modern portfolio theory: from the efficient-market hypothesis and indexing of decades past to strategies for building winning portfolios today. The book is filled with practical, hands-on advice for investors, including guidance on approaching investment as a risk-management task.
Book Synopsis C++ Pointers and Dynamic Memory Management by : Michael C. Daconta
Download or read book C++ Pointers and Dynamic Memory Management written by Michael C. Daconta and published by Wiley. This book was released on 1995-05-29 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using techniques developed in the classroom at America Online's Programmer's University, Michael Daconta deftly pilots programmers through the intricacies of the two most difficult aspects of C++ programming: pointers and dynamic memory management. Written by a programmer for programmers, this no-nonsense, nuts-and-bolts guide shows you how to fully exploit advanced C++ programming features, such as creating class-specific allocators, understanding references versus pointers, manipulating multidimensional arrays with pointers, and how pointers and dynamic memory are the core of object-oriented constructs like inheritance, name-mangling, and virtual functions. Covers all aspects of pointers including: pointer pointers, function pointers, and even class member pointers Over 350 source code functions—code on every topic OOP constructs dissected and implemented in C Interviews with leading C++ experts Valuable money-saving coupons on developer products Free source code disk Disk includes: Reusable code libraries—over 350 source code functions you can use to protect and enhance your applications Memory debugger Read C++ Pointers and Dynamic Memory Management and learn how to combine the elegance of object-oriented programming with the power of pointers and dynamic memory!
