一个随机背包博弈:竞争中的收益管理
A Stochastic Knapsack Game: Revenue Management in Competitions
摘要:
研究了多个销售商竞争下的收益管理数学模型。该模型将经典的收益管理模型--随机背包问题与刻画卖方理性行为的非合作对策模型相结合。我们能够建立一个动态的递归过程,将价值函数与效用函数的游戏。动态递归的形式化允许我们建立一些基本的结构性质。
英文摘要:
We study a mathematical model for revenue management under competition with multiple sellers. The model combines the stochastic knapsack problem, a classic revenue management model, with a non coorperative game model that characterizes the sellers' rational behavior. We are able to establish a dynamic recursive procedure that incorporate the value function with the utility function of the games. The formalization of the dynamic recursion allows us to establish some fundamental structural properties.
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