Advisor: Guillermo Gallego
Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy
in the Graduate School of Arts and Sciences
COLUMBIA UNIVERSITY 2009
UMI Number: 3373758
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©2009 Ming Hu
Dynamic Oligopoly Models in Revenue Management and Supply Chain Management Ming Hu
This thesis is focused on various dynamic oligopoly pricing games in revenue management and supply chain management. The oligopoly theory has been well-developed in the literature of economics. Nevertheless, the oligopolistic models I study in this thesis bear the unique flavor of operations management - concerning the operational-level detailed decision making and strategic interaction with random effects. In a comparison fashion, I discuss below problems and concepts that have been explored, and tools and methodologies that have been applied.
• Stochastic game and differential game. We aim to solve for Markov perfect equilibria to stochastic games of oligopoly pricing competition in...