Gromicho, J.A.S.

model problem algorithm function class 0.0000 programming point demand revenue value solution result location jt +1 vector 0.0 ellipsoid ellipsoid algorithm optimization objective simulation fare classes information probability facility management distribution number fare class i version parameter 1 t t section order proof difference airline approach lemma table arrival customer decision allocation 1 i m yield research realization non-robust deviation operations research april period 1.5 2.1 location problems operation nonrobust uniform samples period t optimization problem single-leg j e j experiment simulation experiments figure objective function notice lipschitz 1.1 theorem frenk airline revenue management simulation results 3.0 information model inequality uniform subsection