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).