共查询到20条相似文献,搜索用时 109 毫秒
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近年来租赁行业竞争日益激烈,租赁企业为了吸引客户有时会开展一些优惠活动。针对这一现状,本文讨论了存在优惠合同时承租方的在线租赁决策问题,其中假设该优惠合同 给予承租方一次以比较优惠的价格连续租赁设备多期的机会。首先,分析了存在优惠合同时的最优离线策略。其次,利用在线算法和竞争比理论分别设计了承租方放弃优惠合同和签订优惠 合同两种情形下的最优在线策略及最优竞争比。最后,通过汽车租赁优惠的数值算例说明选择签订优惠合同是更好的策略,进一步给出了签订优惠合同和购买设备的最佳时间。 相似文献
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秘书问题研究综述:何时停止搜索信息? 总被引:3,自引:0,他引:3
秘书问题是一类序贯观察与选择问题,描述了一种动态的信息搜索与决策过程,其问题实质是决定何时停止观察选项、而不是哪一个选项被选择.已有研究成果从解决该问题的策略方法角度,可以分为最优解策略与启发式策略,二者的差异主要体现在理论依据与研究方法上.最优解策略基于决策者完全理性假设,运用数学模型论证了解决该问题的最优决策行为。但许多实证研究发现,人们往往并没有遵循最优决策行为。相比较最优解策略而言,人们通常停止搜索信息太早或者说搜索量太少。这种基于决策者有限理性假设的描述性研究,在解释人们最优选择行为偏离的基础上,提出了解决秘书问题的一些启发式策略.最后,本文通过对已有研究成果的梳理与分析,提出了进一步研究的问题与方向。 相似文献
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加拿大旅行者问题是指旅行者针对行走过程中遭遇的突发性道路堵塞,如何设计一个有效路径选择策略,使得旅行者从出发地抵达目的地行走时间尽可能少的问题.从在线问题与竞争策略的角度,考虑每个堵塞恢复时间未知且相互独立的情形,给出了每个堵塞恢复时间为三角模糊数下的等待策略和贪婪策略及竞争比,并对策略执行效果进行了分析与比较. 相似文献
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针对工件动态到达的在线调度模型提出了一种基于实例转换的竞争分析方法,该方法从问题的一个任意实例出发,逐步沿着性能比增加的方向修改工件的各种参数而得到结构更加简单特殊的实例,最后所导出的简单实例的性能比可以直接计算,且是算法竞争比的一个上界.该方法为在线调度算法的竞争比分析提供了一种新颖的、规律性的思路,以最小化总加权完工时间的单机在线调度问题为例,使用提出的分析方法为该问题一个已有的竞争分析结论提供了更加简洁明了的替代性证明. 相似文献
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价格数量折扣可以提高订购量,是库存决策中的一个重要因素.特别地,当订购量达到一定水平时,价格折扣才会发生.应用理论计算机科学兴起的弱集成算法,研究具有这种价格数量折扣的多阶段报童问题的在线策略.弱集成算法是一种在线序列决策算法,其主要特点是不对未来输入做任何统计假设,克服了报童问题研究中需要对需求做概率假设的困难.主要将弱集成算法应用到固定订购量的专家策略,给出了价格数量折扣下多阶段报童问题的具体在线策略;得到了该在线策略相对于最优专家策略的理论保证.进一步将回收价值和缺货损失费引入,给出了推广的在线策略及其理论结果.最后应用数值算例说明了给出的在线策略具有较好的竞争性能. 相似文献
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A Stochastic Programming Model for Currency Option Hedging 总被引:1,自引:0,他引:1
In this paper we use a stochastic programming approach to develop currency option hedging models which can address problems with multiple random factors in an imperfect market. The portfolios considered in our model are rebalanced at the end of each time period, and reinvestments are allowed during the hedging process. These sequential decisions (reinvestments) are based on the evolution of random parameters such as exchange rates, interest rates, etc. We also allow the inclusion of a variety of instruments in the hedging portfolio, including short term derivative securities, short term options, and futures. These instruments help generate strategies that provide good liquidity and low trade intensity. One of the important features of the model is that it incorporates constraints on sensitivity measures such as Delta and Gamma. By ensuring that these hedge parameters track a desired trajectory (e.g., the parameters of a target option), the new model provides investment strategies that are robust with respect to the perturbations measured by Delta and Gamma. In order to manage the explosion of scenarios due to multiple random factors, we incorporate sampling within a scenario aggregation algorithm. We illustrate that when compared with other myopic hedging methods in imperfect markets, the new stochastic programming model can provide better performance. Our examples also illustrate stochastic programming as a practical computational tool for realistic hedging problems. 相似文献
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Consider a retailer that rents products to customers for a pre-specified rental duration. By considering the dynamics of uncertain rental demand and return processes, we first present a base model that is intended to analyze the impact of rental duration on the stocking level, the rental price, and the retailer’s profit. Due to the complexity of the base model, we develop an approximation scheme to obtain tractable results. Also, we apply the base model to analyze a situation in which a retailer enters a revenue sharing agreement with a distributor. Moreover, we expand our base model to address the issue of competition in rental duration and rental price. The analysis of our competitive model in a duopolistic environment suggests that the market equilibrium depends on the market potential and the rental duration sensitivity. Furthermore, we establish conditions under which one firm will charge a lower rental price while the other firm will offer a longer rental duration in equilibrium. 相似文献
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Jakub Stoklosa David I. Warton 《Journal of computational and graphical statistics》2018,27(1):245-253
Multivariate adaptive regression splines (MARS) is a popular nonparametric regression tool often used for prediction and for uncovering important data patterns between the response and predictor variables. The standard MARS algorithm assumes responses are normally distributed and independent, but in this article we relax both of these assumptions by extending MARS to generalized estimating equations. We refer to this MARS-for-GEEs algorithm as “MARGE.” Our algorithm makes use of fast forward selection techniques, such that in the univariate case, MARGE has similar computation speed to a standard MARS implementation. Through simulation we show that the proposed algorithm has improved predictive performance than the original MARS algorithm when using correlated and/or nonnormal response data. MARGE is also competitive with alternatives in the literature, especially for problems with multiple interacting predictors. We apply MARGE to various ecological examples with different data types. Supplementary material for this article is available online. 相似文献
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A T Ernst M Horn P Kilby M Krishnamoorthy 《The Journal of the Operational Research Society》2010,61(7):1133-1143
The rental fleet scheduling problem (RFSP) arises in vehicle-rental operations that offer a wide variety of vehicle types to customers, and allow a rented vehicle to ‘migrate’ to a setdown depot other than the pickup depot.When there is a shortage of vehicles of a particular type at a depot, vehicles may be relocated to that depot, or vehicles of similar types may be substituted.The RFSP involves assigning vehicles to rentals so as to minimise the costs of these operations, and arises in both static and online contexts. The authors have adapted a well-known assignment algorithm for application in the online context. In addition, a network-flow algorithm with more comprehensive coverage of problem conditions is used to investigate the determination of rental pricing using revenue management principles. The paper concludes with an outline of the algorithms’ use in supporting the operations of a large recreational vehicle rental company. 相似文献
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This paper presents a successful application of operations research techniques in guiding the decision making process to achieve a superior operational efficiency in core activities. We focus on a rich vehicle routing problem faced by a Portuguese food distribution company on a daily basis. This problem can be described as a heterogeneous fleet site dependent vehicle routing problem with multiple time windows. We use the adaptative large neighbourhood search framework, which has proven to be effective to solve a variety of different vehicle routing problems. Our plans are compared against those of the company and the impact that the proposed decision support tool may have in terms of cost savings is shown. The algorithm converges quickly giving the planner considerably more time to focus on value-added tasks, rather than manually correct the routing schedule. Moreover, contrarily to the necessary adaptation time of the planner, the tool is quite flexible in following market changes, such as the introduction of new customers or new products. 相似文献
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目前我国新能源分时租赁汽车正处于发展初期,其发展过程中存在的问题接踵而至,如运营不力、安全隐患以及骗取补贴金等,对消费者和政府造成了较大的困扰。本文运用演化博弈理论构建了政府部门、企业与消费者之间的三方动态博弈模型,基于复制动态方程和雅可比矩阵对模型进行求解分析,并通过Python软件对模型结果进行数值仿真模拟。研究表明,当关键参数取值位于不同数值区间时,系统分别呈现出四种演化稳定结果。适当加大补贴额度与惩罚力度、增加消费者得到的补偿系数比例、敦促企业降低努力经营成本,有利于新能源分时租赁汽车行业的健康发展。研究结论为政府部门政策制定及决策实施提供理论依据与参考。 相似文献
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In this paper, we use the market asset disclaimer assumption and develop a binomial lattice based real options model to include cash flow interdependencies between multi-stage information technology (IT) investments. Using a simple two-stage IT investment problem with interdependent cash flows, we apply the binomial lattice based real options model to obtain combined valuation of the two-stage IT investment. In addition to investment valuation, our experience with the two-stage IT investment valuation suggests that the binomial lattice based real options model provides a powerful decision aid tool for appropriate timing, delaying and abandoning of the second-stage IT investment. 相似文献
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J. K. Sengupta 《Journal of Optimization Theory and Applications》1980,31(3):361-371
The present paper deals with a class of nonzero-sum, two-person games with finite strategies when there are constraints on the strategies selected by the players. The constraints arise due to the subjective difficulty that each player often has in assigning to the states probabilities with which he is completely satisfied, and the model specifies how much each player must perturb his initial probability estimate in order to change his maximum utility alternative from the alternative originally best under the initial estimate. It is shown that the Nash-equilibrium solution of this class of nonzero-sum games can be characterized by an equivalent nonlinear program which leads in some cases to a pair of complementary eigenvalue problems. Applications to normal or approximate solutions of linear programming problems are also indicated. 相似文献