Rouven Schur

University of Augsburg - Department of Analytics & Optimization

Universitätsstraße 2

Augsburg, 86135

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

52

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Optimizing Conditional Value-at-Risk in Dynamic Pricing

OR Spectrum 40 (2018), pp. 711-750, doi: 10.1007/s00291-018-0513-7
Number of pages: 45 Posted: 06 Mar 2018 Last Revised: 06 Aug 2018
Jochen Gönsch, Michael Hassler and Rouven Schur
University of Duisburg-Essen - Mercator School of Management, University of Augsburg and University of Augsburg - Department of Analytics & Optimization
Downloads 27 (611,104)

Abstract:

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Revenue Management, Dynamic Pricing, Dynamic Programming, Risk Management, Service Operations

2.

Time-Consistent, Risk-Averse Dynamic Pricing

European Journal of Operational Research, 277 (2019), pp. 587-603. doi:10.1016/j.ejor.2019.02.0
Number of pages: 45 Posted: 11 Mar 2019 Last Revised: 12 Jul 2019
Rouven Schur, Jochen Gönsch and Michael Hassler
University of Augsburg - Department of Analytics & Optimization, University of Duisburg-Essen - Mercator School of Management and University of Augsburg
Downloads 25 (624,312)
Citation 1

Abstract:

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Revenue Management, Dynamic Pricing, Risk Aversion, Conditional Value-at-Risk