收益管理被廣泛應(yīng)用在現(xiàn)實生活中,從最開始的航空領(lǐng)域到不同行業(yè)下的商業(yè)應(yīng)用,比如酒店管理、流行商品零售。比起收益管理,網(wǎng)絡(luò)收益管理更加復(fù)雜,不同產(chǎn)品會用到同一種資源,企業(yè)會在有限周期下銷售產(chǎn)品。定價問題和容量控制問題是收益管理中兩類重要的問題。在本文中,我們將研究網(wǎng)絡(luò)收益管理中的動態(tài)定價問題。在該問題中,企業(yè)在有限庫存容量約束和有限銷售周期中決定產(chǎn)品的價格來最大化收益,而顧客需求的發(fā)生是一個隨機過程,發(fā)生強度是產(chǎn)品價格的函數(shù)。一種處理動態(tài)定價問題的有效方法是使用需求均值近似顧客隨機需求,然后建立以收益最大化為目標(biāo),以資源數(shù)量為約束的確定性模型。然而,動態(tài)規(guī)劃通過追蹤資源水平隨時間的變化而在構(gòu)建模型上具備獨特的優(yōu)勢。在本文中,我們針對動態(tài)定價問題建立了動態(tài)規(guī)劃模型并且使用近似動態(tài)規(guī)劃方法來求解該問題。近似動態(tài)規(guī)劃方法首先把動態(tài)規(guī)劃模型轉(zhuǎn)化為線性規(guī)劃模型,線性規(guī)劃模型中的決策變量為動態(tài)規(guī)劃中的價值函數(shù),然后使用近似函數(shù)近似決策變量,得到近似線性規(guī)劃。與容量控制問題不同,因為動態(tài)定價問題中的決策空間是連續(xù)的,該問題下的近似線性規(guī)劃是半無限線性規(guī)劃。基于該規(guī)劃我們提出了列生成算法。因為規(guī)劃中數(shù)量... 

【文章來源】：上海交通大學(xué)上海市 211工程院校 985工程院校 教育部直屬院校

【文章頁數(shù)】：136 頁

【學(xué)位級別】：博士

【文章目錄】：
摘要
ABSTRACT
Chapter 1 Introduction
    1.1 General Framework for Dynamic Pricing Problems
    1.2 Dyanmic Pricing Problems under Independent Demand
    1.3 Dynamic Pricing Problems under Dependent Demand
Chapter 2 Literature Review
    2.1 Static Problems in Revenue Management
        2.1.1 Static Problems without Resource Constraints
        2.1.2 Deterministic Problems and Resolving
    2.2 Dynamic Problems in Revenue Management
        2.2.1 Capacity Control Problems
        2.2.2 Dynamic Pricing Problems
    2.3 Approximate Linear Programming Approach
        2.3.1 Approximate Linear Programs
        2.3.2 Approaches of solving ALPs
Chapter 3 General Framework for Dynamic Pricing
    3.1 Problem Formulation
    3.2 General Framework
        3.2.1 Strong Duality
        3.2.2 A Column Generation Algorithm for (P)?-(D)?
    3.3 Unified Formulation
        3.3.1 The Linear Programming Based Approximate Dynamic Programming
    3.4 A General Scheme to Establish Compact Reformulations
        3.4.1 Constraint Reformulation
        3.4.2 Illustrative Example:Affine Approximation under Independent Demand
    3.5 Applications of the General Scheme in Capacity Control Problems
        3.5.1 An Omnibus Linear Relaxation of ?t(x,u,V)
        3.5.2 The Separable Piecewise Linear Approximation under Independent Demand
        3.5.3 The Affine Approximation under Discrete Choice Model of Demand
        3.5.4 The Separable Piecewise Linear Approximation under the Discrete Choice Model of Demand
Chapter 4 Dynamic Pricing Problems under Independent Demand in Network Revenue Management
    4.1 Affine Approximation with Linear Independent Demand
        4.1.1 Column Generation Subproblem
    4.2 A Compact Nonlinear Programming Formulation
        4.2.1 Reformulation and Strong Duality
        4.2.2 An Alternative Proof for SOCP Duality
        4.2.3 Aggregation and Equivalence
        4.2.4 Deterministic Nonlinear Programming Formulation and Its Con-nection to (D2)~(A,R)
    4.3 Affine Approximation with Log-Linear Independent Demand
    4.4 Discretization as an Alternative Solution Strategy
        4.4.1 The Formulation with a Discrete Price Set
        4.4.2 A Compact Formulation
    4.5 Pricing Policies
        4.5.1 The Policy DBD
        4.5.2 The Policy SBD
    4.6 Numerical Study
        4.6.1 Computational Setup
        4.6.2 Computational Results for the Continuous Formulation
        4.6.3 Computational Comparison between Continuous and Discrete Formulations
        4.6.4 Comparison of Pricing Policies
Chapter 5 Dynamic Pricing Problems under Dependent Demand in Network Revenue Management
    5.1 Problem Formulation
        5.1.1 Approximate Dynamic Programming Approach
        5.1.2 Constraint Generation Algorithm
    5.2 A New Approach
        5.2.1 An Improved Constraint Generation Algorithm
        5.2.2 A Reduced ALP
        5.2.3 Extension to Separable Piecewise Linear Approximation
    5.3 Numerical Study
Chapter 6 Conclusion
Bibliography
Acknowledgements
Publications
Resume



本文編號：3394108