面向乘客策略行为的航空公司舱位控制与动态定价模型

将动态控制舱位开放作为策略,研究乘客具有策略行为时航空公司舱位控制与动态定价问题.通过建立以舱位开放和价格变化为决策变量的多周期动态规划模型,讨论开放舱位和最优定价应满足的条件,并通过比较得出:实行动态舱位控制策略可缓解乘客策略行为对航空公司期望收益的影响.最后应用算例分析乘客策略程度对航空公司价格和期望收益的影响,同时发现:舱位控制不能完全消除乘客策略行为对期望收益的影响,但供应水平越高或乘客策略程度越大,其缓解策略行为的效果越明显.     

Optimal dynamic pricing for deteriorating items with reference-price effects

In this paper, a dynamic pricing problem for deteriorating items with the consumers’ reference-price effect is studied. An optimal control model is established to maximise the total profit, where the demand not only depends on the current price, but also is sensitive to the historical price. The continuous-time dynamic optimal pricing strategy with reference-price effect is obtained through solving the optimal control model on the basis of Pontryagin's maximum principle. In addition, numerical simulations and sensitivity analysis are carried out. Finally, some managerial suggestions that firm may adopt to formulate its pricing policy are proposed.     

服务差异化背景下基于行为的定价策略

在竞争企业具有服务差异化的背景下,研究一种定价歧视策略—–基于行为的定价(behavior-based pricing,BBP).采用博弈论方法构建两周期动态定价模型,通过价格和利润的对比分析进一步探讨服务水平差异化企业最优定价策略,最后分析BBP与服务差异化的交互作用.主要研究结论如下:1)服务差异化程度和相对服务成...     

基于深度强化学习的生鲜产品联合库存控制与动态定价研究

针对生鲜产品的易逝性特征以及复杂多变的现实环境导致生鲜产品的最优订货和定价策略难以获得的问题,提出了基于深度强化学习方法的生鲜产品联合库存控制与动态定价方法,结合生鲜产品特性对问题进行建模并定义为马尔可夫决策过程,然后基于深度强化学习设计了生鲜品联合库存控制和动态定价算法。实验结果表明,基于深度强化学习的联合库存控制和动态定价策略收益表现最佳,因此,基于深度强化学习的联合库存控制和动态定价研究能够提高企业收益,有效促进强化学习在收益管理领域的落地,具有实际应用价值。     

考虑参照价格效应和消费者行为的预售及退货策略

生产商通过预售可以提前获取市场需求信息,但由于消费者产品估值的不确定性,生产商可能面临现货期大量退货的风险,制定合理的预售与退货策略成为生产商必须解决的核心问题.鉴于此,运用报童模型和消费者期望效用理论,考虑参照价格效应对消费者购买行为以及生产商预售期定价策略的影响,构建单一预售、预售退货不再出售、预售退货再出售3种策...     

供应链牛鞭效应的随机控制

牛鞭效应是一个衡量供应链管理运作是否良好的重要指标参数．本文采用随机控制理论方法,针对在文[1]基础上建立的具有多分销中心的供应链动态库存模型,以供应链系统中的订货作为控制变量抑制牛鞭效应．同时以一个石油分销系统为对象进行了供应链牛鞭效应的随机控制仿真实验,实验表明牛鞭效应受到了抑制．     

享有批量折扣的库存系统的动态仿真模型

基于离散事件系统仿真原理,建立了享有批量价格折扣的随机性库存系统动态仿真模型,从而可用计算机仿真技术来选定最佳存贮策略。     

Economics of Dynamic Pricing in a Reputation Brokered Agent Mediated Marketplace

We present a framework to study the microeconomic effects in a reputation brokered Agent mediated Knowledge Marketplace, when we introduce dynamic pricing algorithms. We study the market with computer simulations of multiagent interactions. In this marketplace, the seller reputations are updated in a collaborative fashion based on the performance of the user in the delegated tasks. To the best of our knowledge this is the first agent mediated marketplace where the agents use dynamic pricing based on dynamically updated reputations. The framework can be used to investigate the different equilibria reached, based on the level of intelligence of the selling agents, the level of price-importance elasticity of the buying agents, and the level of unemployment in the marketplace. Preliminary experiments addressing these issues are presented.     

Optimal dynamic pricing and replenishment policy for perishable items with inventory-level-dependent demand

An inventory system for perishable items with limited replenishment capacity is introduced in this paper. The demand rate depends on the stock quantity displayed in the store as well as the sales price. With the goal to realise profit maximisation, an optimisation problem is addressed to seek for the optimal joint dynamic pricing and replenishment policy which is obtained by solving the optimisation problem with Pontryagin’s maximum principle. A joint mixed policy, in which the sales price is a static decision variable and the replenishment rate remains to be a dynamic decision variable, is presented to compare with the joint dynamic policy. Numerical results demonstrate the advantages of the joint dynamic one, and further show the effects of different system parameters on the optimal joint dynamic policy and the maximal total profit.     

考虑参照价格效应的易逝品定价与订购策略

在考虑消费者参照价格效应的基础上,构建一个易逝品的定价与订购联合决策模型,其中产品的需求不仅依赖于销售价格还与该产品在消费者心目中的参照价格相关,变质率为常数,系统不允许缺货.分别讨论了对称参照价格效应和非对称参照价格效应两种情况下零售商的最优定价与订购决策问题,证明并得到关于模型结构的一些性质,进而设计了问题的求解算法.通过数值方法分析了参照价格效应参数和变质率对系统最优解的影响,以及两种情况下最优解之间的关系.结果显示:当面对具有参照价格依赖的消费者时,采用适当的营销策略来提高消费者的参照价格对零售商总是有利的;对高变质率产品而言,零售商可保持一个较稳定的订购策略,更多地关注产品的定价策略;面对损失厌恶型消费者,随着消费者参照价格的逐渐提高,零售商的定价与订购策略均应缓慢地改变,而不宜急剧变化.     

A supplier selection and order allocation problem with stochastic demands

We consider a system comprising a retailer and a set of candidate suppliers that operates within a finite planning horizon of multiple periods. The retailer replenishes its inventory from the suppliers and satisfies stochastic customer demands. At the beginning of each period, the retailer makes decisions on the replenishment quantity, supplier selection and order allocation among the selected suppliers. An optimisation problem is formulated to minimise the total expected system cost, which includes an outer level stochastic dynamic program for the optimal replenishment quantity and an inner level integer program for supplier selection and order allocation with a given replenishment quantity. For the inner level subproblem, we develop a polynomial algorithm to obtain optimal decisions. For the outer level subproblem, we propose an efficient heuristic for the system with integer-valued inventory, based on the structural properties of the system with real-valued inventory. We investigate the efficiency of the proposed solution approach, as well as the impact of parameters on the optimal replenishment decision with numerical experiments.     

电力系统机组组合问题的动态双种群粒子群算法

针对标准粒子群优化算法易陷入局部最优点的缺点,提出了动态双种群粒子群优化算法（DDPSO）。该算法中两个子种群规模随进化过程不断变化,进化中分别采用不同的学习策略且相互交换信息。将该算法应用于机组组合问题中,采用实数矩阵编码方法对发电计划进行编码,将两层优化问题转化为单层优化问题,直接运用DDPSO算法求解。仿真结果表明,用该方法解决机组组合问题具有良好的精度和鲁棒性。     

Asynchronous Stochastic Approximation and Q-Learning

We provide some general results on the convergence of a class of stochastic approximation algorithms and their parallel and asynchronous variants. We then use these results to study the Q-learning algorithm, a reinforcement learning method for solving Markov decision problems, and establish its convergence under conditions more general than previously available.     

随机需求下的供应链库存控制策略研究

考虑了由多个供应商、一个配送中心组成的二级供应链系统在市场需求为随机情况下的多品种库存问题。通过确定各变量之间的关系,以配送中心损失期望值最小为目标函数,建立了一个混合整数非线性规划模型;利用求解多元函数条件极值的办法来求解该问题模型;最后给出了一个算例进一步诠释了该解法,从而丰富了在面对市场为随即需求下的多品种库存控制策略的研究工作。     

排队系统定价控制问题的研究综述

定价作为服务系统价值因素的调控机制,在拥塞控制、收益管理和服务质量控制等领域有重要的应用.服务提供商设计定价策略使得系统性能在诱导的顾客行为下达到最优.排队模型是分析服务系统性能的重要模型.本文介绍了排队系统定价控制的基本要素,包括排队模型、顾客行为、性能指标以及定价策略类型,围绕静态定价策略、动态定价策略和优先级定价策略,详细综述了排队系统定价控制的研究现状,然后简要介绍了作者针对排队网络动态定价问题的最新研究进展,最后总结了该领域的研究现状、尚未解决的问题、当前的研究热点以及未来的发展方向.