Andrew E. B. Lim, J. George Shanthikumar. Relative Entropy, Exponential Utility, and Robust Dynamic Pricing. Operations Research, 55(2):198-214, 2007. [doi]
@article{LimS07a-0,
title = {Relative Entropy, Exponential Utility, and Robust Dynamic Pricing},
author = {Andrew E. B. Lim and J. George Shanthikumar},
year = {2007},
doi = {10.1287/opre.1070.0385},
url = {http://dx.doi.org/10.1287/opre.1070.0385},
tags = {e-science},
researchr = {https://researchr.org/publication/LimS07a-0},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {55},
number = {2},
pages = {198-214},
}