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1.
首先介绍了收益管理提出的背景思想,在对航班收益管理基本概念作简要阐述的情况下,给出了期望边际座位收入理论.提出了在北京到上海的单航程航段下,航空公司会提供出发时间不同但航程相同的连续两个航班.旅客在没能购买到期望的航班舱位时,会以一定的概率选择购买下一航班的机票或者取消订票,改乘其他交通运输工具.旅客对于某一航班的座位需求主要由固有需求和上一航班需求的转移两部分构成.基于这样的角度建立了两航班机票预售模型,不考虑动态订座,no-show和超售等情况,并利用算法对模型进行了求解和分析.最后得出结论当航班票价等级数量较少时,为高票价等级安排较多数量座位可提高航班收入.而当航班票价等级数量比较多时,为低票价等级多安排一些座位可为航班提高收入.  相似文献   

2.
基于遗传算法的座位优化控制模型   总被引:3,自引:0,他引:3  
座位优化控制是航空运输界增加利润的有效方法 .基于旅客的需求预测 ,可以利用数学规划模型为不同的航段和票价组合计算座位销售上限或者销售竞价 ,从而达到单个航班收入最大化的目的 .常用的方法可分为确定模型和概率模型 ,但对多航段多舱位的优化问题 ,由于出现了复杂的组合和约束 ,这些模型必须简化 .提出了基于遗传算法的座位优化控制模型 ,并和常用的优化方法进行了仿真对比 .研究结果表明 ,遗传算法应用于座位优化 ,可得到满意的解 ,同时 ,遗传算法简化了复杂的约束关系 ,易于实现 ,具有明显的优势 .  相似文献   

3.
以一个损失厌恶销售商与一个损失中性供应商组成的两级供应链为背景,利用期望损失厌恶理论对销售商在期权契约下的最优采购策略进行了研究,并证明了期望损失厌恶理论能有效克服传统基于前景理论的研究中因参考点外生且固定假设带来的弊端。在此基础上,进一步给出了供销双方在期权契约下实现协调共赢的条件,分析了销售商损失厌恶程度,期权契约价格等参数对供应链协调共赢机制的影响。结果显示:销售商的损失厌恶偏好并不会改变权利金分配整体供应链利润的作用,但会增强销售商分享收益的能力,改变供销双方利润或效用水平对权利金,产品销售价格和生产成本的敏感程度,且较高的损失厌恶偏好还会阻碍供销双方协调共赢目标的达成。  相似文献   

4.
基于前景理论和三参照点理论,建立了单心理账户和三心理账户下的线性损失厌恶行为投资组合模型,并利用中证基金指数数据构建了不同市场状态下的行为投资组合,实证研究不同损失厌恶系数、不同参照点、不同心理账户资金配置条件下模型的最优资产配置策略和投资组合绩效,研究发现线性损失厌恶模型更关注下侧损失,损失厌恶系数影响资产配置,注重安全性的投资者偏好低风险资产,而寻求实现抱负水平的投资者更偏好高收益资产。  相似文献   

5.
从行为金融学的角度考虑投资者损失厌恶的心理特征,构建了基于线性损失厌恶和非线性损失厌恶行为投资组合模型。利用中国市场数据模拟一种静态情景和四种动态情景,实证研究不同损失厌恶投资组合模型在不同情景下不同损失厌恶程度的最优资产配置策略和投资绩效表现,并将结果与均值方差模型等传统的投资组合模型进行比较。研究发现损失厌恶投资组合模型优于传统投资组合模型,不同情景下不同程度损失厌恶投资者具有不同的资产配置策略,其投资绩效表现也不尽相同。  相似文献   

6.
张力  蓝伯雄 《运筹与管理》2012,21(2):116-125
本文旨在探讨收益管理在高速铁路客运中的应用,给出了存在多级票价时,考虑旅客选择行为的铁路客运收益管理模型,优化结果能够同时给出发车指令和座位出售限制.利用模拟数据对模型进行了数值试验,表明在不同路段长度下,考虑旅客选择行为的总收益较需求独立模型均有所提高,且随着票价等级增多而增长.  相似文献   

7.
传统理论认为个体是风险厌恶的,展望理论提出个体是损失厌恶的,对于损失的感受程度比赢得要强烈得多。本文通过实验表明,大部分个体对于股票投资是风险追求,而不是风险厌恶的,而且在两个参考点之外的区间个体更偏好风险,而在两个参考点之内的区间对风险的偏好程度相对要小。  相似文献   

8.
研究了DC型养老金经理在损失厌恶和有限期望损失约束下的最优投资组合问题.利用凹化方法得到了基于有限期望损失约束下的DC型养老金的最优财富过程的解析表达式,并进一步比较了在前景理论框架下有限期望损失约束和VaR约束对最优投资行为的影响.虽然在凹效用最大化问题中,当经济非常萧条时,有限期望损失约束下所发生的损失要低于VaR约束下所发生的损失,从而使得有限期望损失约束被认为是一个比VaR约束更有效的风险管理方法,但是在本文所考虑的非凹效用最大化问题中,理论与数值结果表明,当保护水平不是太高时,DC型养老金的最优财富在有限期望损失约束下具有与VaR约束下相同形式的表达公式,也就是说,有限期望损失约束与VaR约束存在着等价关系.因此,在非凹效用框架下,基于有限期望损失约束的风险管理并不比基于VaR约束的风险管理更具有优势,对于损失厌恶型的投资者,需要设计其它有效的风险管理方法来更好地改进对DC型养老金计划的风险管理.  相似文献   

9.
在不确定性条件下,期望的不可计算性、行动结果比较的局限性以及投资个体选择的非理性使理性假定的选择理论脱离现实,因此重新探讨决策选择准则是必要的.以行为金融理论中不确定性状态下的有限理性与满意准则为依据,引入与满意准则一致且体现损失厌恶偏好的VaR作为风险指标,构建行为资产组合模型,在一种简单新颖的M-V模型的矩阵解法基础上,探寻了正态与部分非正态性假设下VaR-BPT模型的显性最优解或有效前沿,解决了现实中最优投资组合选择的可操作性难题,并在中国股票市场验证了正态性转换方法是处理非正态分布下资产组合选择问题的一种优秀方法.  相似文献   

10.
结合条件风险值(conditional value-at-risk,CVaR)准则对机会损失最小化报童模型中零售商的订购决策进行研究.研究结果表明:当订购过量损失大于订购不足损失时,零售商基于CVaR机会损失最小化的订购量小于期望机会损失最小化的订购量,且随着零售商对风险厌恶程度的增加而减少;反之,当订购过量损失小于订购不足损失时,零售商基于CVaR机会损失最小化的订购量大于期望机会损失最小化的订购量,且随着零售商对风险厌恶程度的增加而增加;随着零售商对风险规避程度的增加,零售商基于CVaR机会损失最小化的订购量所对应的期望利润和期望机会损失分别减少和增加,即低风险意味着低收益,高收益伴随着高风险.  相似文献   

11.
局部凸可分离空间中的Drop定理   总被引:1,自引:0,他引:1  
贺飞  刘德  罗成 《数学学报》2006,49(6):1239-124
本文给出两个局部凸可分离空间中的Drop定理,其中一个严格强于丘京辉建立的结果,也严格强于郑喜印建立的结果(限制到局部凸可分离空间),另一个则使丘京辉提出的“局部凸空间中的弱序列紧凸子集具有弱Drop性质”这一定理的证明变得较为简单了.  相似文献   

12.
This article is concerned with an approach of modelling the Earth’s magnetic field as measured by satellites in terms of a special system of vector spherical harmonics and in terms of vector kernel functions, called vector scaling functions and wavelets. The main ingredient is the presentation of a system of vector spherical harmonics which separates a given spherical vector field with respect to its sources, i.e., the spherical vector field is separated into a part which is induced by sources inside the sphere, a part which is induced by sources outside the sphere and a part which is induced by sources on the sphere, which are, for example, currents crossing the sphere. Using this special system of vector spherical harmonics vector scaling functions and wavelets are constructed which keep the advantageous property of separating with respect to sources but which also allow a locally reflected modelling of the respective vector field. At the end of the article, the method is tested on real magnetic field data measured by the German geoscientific research satellite CHAMP.  相似文献   

13.
The process of semi-discretization and waveform relaxation are applied to general nonlinear parabolic functional differential equations. Two new theorems are presented, which extend and improve some of the classical results. The first of these theorems gives an upper bound for the norm of the error of finite difference semi-discretization. This upper bound is sharper than the classical error bound. The second of these theorems gives an upper bound for the norm of the error, which is caused by both semi-discretization and waveform relaxation. The focus in the paper is on estimating this error directly without using the upper bound for the error, which is caused by the process of semi-discretization and the upper bound for the error, which is caused by the waveform relaxation method. Such estimating gives sharper error bound than the bound, which is obtained by estimating both errors separately.  相似文献   

14.
We develop methods for constructing sets of points which admit Lagrange and Hermite type interpolation by spaces of bivariate splines on rectangular and triangular partitions which are uniform, in general. These sets are generated by building up a net of lines and by placing points on these lines which satisfy interlacing properties for univariate spline spaces.  相似文献   

15.
The Klein-Hilbert part relation, which was introduced by Gleason in function algebras and investigated for convex subsets of real vector spaces by Bear and Bauer in [3], [5], [2], is defined for convex modules. It turns out that all results that were proved for convex sets can also be proved for convex modules, which constitute the algebraic theory generated by convex sets and which have a close connection to physics and mathematical economics.  相似文献   

16.
We consider open symplectic manifolds which admit dilations (in the sense previously introduced by Solomon and the author). We obtain restrictions on collections of Lagrangian submanifolds which are pairwise disjoint (or pairwise disjoinable by Hamiltonian isotopies) inside such manifolds. This includes the Milnor fibres of isolated hypersurface singularities which have been stabilized (by adding quadratic terms) sufficiently often.  相似文献   

17.
In this paper we exhibit axiomatizations for the theories of existentially closed posets and existentially closed semilattices. We do this by considering an infinite axiomatization which characterizes these structures in terms of embeddings of finite substructures, an axiomatization which exists for any locally finite universal class with a finite language and with the joint embedding and amalgamation properties. We then find particular finite subsets of these axioms which suffice to axiomatize both classes. Research supported by an NSERC Postdoctoral Fellowship. Research supported by NSERC Grant No. A7256.  相似文献   

18.
《Optimization》2012,61(3):363-370
In this paper the models of production in which the qualities of goods are considered are presented. Such models are completely described by the families of matrices or by a function which has some properties which are natural from the economic point of view. The special cases of the models are the well known linear model of production and the van Neumann-Gale's model.  相似文献   

19.
In a recent paper, the authors gave two new identities for compositions, or ordered partitions, of integers. These identities were based on closely-related integer partition functions which have recently been studied. In the process, we also extensively generalized both of these identities. Since then, we asked whether one could generalize one of these results even further by considering compositions in which certain parts could come from t kinds (rather than just two kinds, which was the crux of the original result). In this paper, we provide such a generalization. A straightforward bijective proof is given and generating functions are provided for each of the types of compositions which arise. We close by briefly mentioning some arithmetic properties satisfied by the functions which count such compositions.  相似文献   

20.
宋永忠 《数学学报》1997,40(2):313-318
Marek和Szyld建立了有界线性算子非负分裂的比较定理.他们还提出了严格不等式成立的条件,但没有进行详细证明.本注记首先用几个反例说明那里的保证严格不等式成立的条件是不充分的,然后给出正确的关于严格不等式的比较定理.  相似文献   

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