Huseyin Topaloglu Cornell University School of ORIE Jake Feldman Cornell University School of ORIE...

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Huseyin Topaloglu Cornell University School of ORIE Jake Feldman Cornell University School of ORIE Revenue Management under a Markov Chain Based Choice Model

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Page 1: Huseyin Topaloglu Cornell University School of ORIE Jake Feldman Cornell University School of ORIE Revenue Management under a Markov Chain Based Choice.

Huseyin Topaloglu Cornell University

School of ORIE

Jake Feldman Cornell University

School of ORIE

Revenue Management under a Markov Chain Based Choice

Model

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Problem Description

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Markov Chain Based Choice Model

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Purchasing Dynamics

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Purchasing Dynamics

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Purchase Probabilities

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Purchase Probabilities

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Purchase Probabilities

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Motivating the MC Based Choice Model

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Static Assortment Optimization

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Static Assortment Optimization

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Static Assortment Optimization

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Static Assortment Optimization

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Static Assortment Optimization

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Novel LP Formulation

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Novel LP Formulation

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Property of Extreme Point

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Property of Extreme Points

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Property of Extreme Points

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Network Revenue Management

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Network Revenue Management

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Deterministic Linear Program

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Reduced Deterministic Linear Program

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Finding a Policy

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Recovering DLP Solution

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Recovering DLP Solution

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Recovering DLP Solution

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Recovering DLP Solution

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Recovering DLP Solution

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Recovering DLP Solution

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Recovering DLP Solution

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Computational Experiments

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Thank you


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