Chengyu Du, Fang He, Xi Lin
We address a dynamic pricing problem for airlines aiming to maximize expected revenue from selling cargo space on a single-leg flight. The cargo shipments' weight and volume are uncertain and their precise values remain unavailable at the booking time. We model this problem as a Markov decision process, and further derive a necessary condition for its optimal pricing strategy. To break the curse of dimensionality, we develop two categories of approximation methods and pricing strategies. One cat...
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