Reductions of Approximate Linear Programs for Network Revenue Management

摘要

1. Implementations of LP-based approach for ADP often require very high computational cost. 2. We consider equivalent reductions for both Affine and Separable Piecewise Linear approximations under choice-based and independent demand models 2.1 Intuitive Interpretations 2.2 Computational Benefits 3. Current/future work 3.1 More general functional approximations 3.2 Error bounds.