Dynamic Pricing example

odow / DynamicProgramming.jl

A Julia package for Stochastic Dynamic Programming

https://odow.github.io/DynamicProgramming.jl/

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Dynamic Pricing example #16

Closed conema closed 2 years ago

conema commented 2 years ago

Hi, I added a very classic dynamic pricing problem with a user choice model. The only thing a bit different from the other examples is the calculation of the opportunity cost, which uses past state values.