EM_internal {RM2}R Documentation

Unconstrain the demand using the Expectation-Maximization algorithm

Description

EM_internal is the internal function called by EM .

Usage

EM_internal(demand = demand, eps = 0.005)

Arguments

demand

demand vector with constrained and unconstrained entries. A 0 in the name of an entry means that the corresponding demand is unconstrained. Conversely, a 1 in the name of an entry suggests that the corresponding demand is constrained.

eps

small number used as the stopping criterion. The default value is 0.005.

Details

EM_internal unconstrains demand data in quantity-based revenue management.

Value

param

parameters of demand distribution

niter

number of iterations

demand

unconstrained demand

history

convergence history

Author(s)

Tudor Bodea tudor.bodea@ihg.com
Dev Koushik dev.koushik@ihg.com
Mark Ferguson mark.ferguson@mgt.gatech.edu

References

Talluri, K. T. and Van Ryzin, G. (2004) The Theory and Practice of Revenue Management. New York, NY: Springer Science + Business Media, Inc. (Pages 474-477).


[Package RM2 version 0.0 Index]