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Sequential Analysis
Design Methods and Applications
Volume 26, 2007 - Issue 4
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Original Articles

Dynamic Pricing with a Poisson Bandit Model

Pages 355-365 | Received 26 Aug 2005, Accepted 30 Jul 2006, Published online: 26 Oct 2007

REFERENCES

  • Berry , D. A. and Fristedt , B. ( 1985 ). Bandit Problems: Sequential Allocation of Experiments , London : Chapman and Hall .
  • Ghosh , M. , Mukhopadhyay , N. , and Sen , P. K. ( 1997 ). Sequential Estimation , New York : Wiley .
  • Gittins , J. C. ( 1989 ). Multi-Armed Bandit Allocation Indices , Chichester : Wiley .
  • Puterman , M. L. ( 2005 ). Markov Decision Processes: Discrete Stochastic Dynamic Programming , New York : Wiley .
  • Rothschild , M. ( 1974 ). A Two-Armed Bandit Theory of Market Pricing , Journal of Economic Theory 9 : 185 – 202 .
  • Recommended by Shelly Zacks

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