This chapter is a survey of a few years of work and discussions among our colleagues in IBM Research. Many of the sections are based on material that has been published in the academic literature. Section 10.2 is adapted from the IBM Research report by Yuan-Chi Chang, Xin Guo, Tracy Kimbrel, and Alan King (IBM Thomas J. Watson Research Center) that was never published (Chang et al., 2001); the authors acknowledge Dr. Shabbir Ahmed (Georgia Institute of Technology) and Dr. David Gamarnik (IBM Thomas J. Watson Research Center) for valuable comments and thank Menghui Cao (Columbia University) and Daniela de Farias (Stanford University) for their help in building the simulator and analyzing its runs during their summer internship at IBM. Section 10.3 is adapted from a paper by Zhen Liu, Mark Squillante, and Joel Wolf (IBM Thomas J. Watson Research Center) that appeared in the proceedings of the IEEE Conference on Decision and Control (Liu et al., 2002). Section 10.4 is adapted from a paper by Daniela de Farias (IBM Almaden Research Center), Alan King, Mark Squillante (IBM Thomas J. Watson Research Center), and Benjamin van Roy (Stanford University) that appeared in the proceedings of the INFORMS Revenue Management Conference (de Farias et al., 2002).