基于在线捆绑的服务产品动态定价模型求解算法分析

通过三个数量产品的捆绑选择,证明了紧急补货模型(ER)和失销模型(LS)的动态捆绑问题的复杂性,提出启发性算法求解动态定价和捆绑的决策问题.通过算例比较了短视启发式算法、静态确定性近似算法、两阶段启发式算法和损耗率启发式算法分别在ER和LS模型中捆绑和定价决策的有效性和稳健性,结果表明在产品数量不多时两阶段算法是最佳选择,在产品数量较多或者顾客对产品捆绑价格敏感性较低时损耗率算法中的DRO算法更有效.分析有助于选择合适的算法对捆绑包结构和捆绑包价格进行计算.     

收入管理的MMV动态拍卖机制研究

随着互联网上交易的增多,多单位同质产品销售的拍卖机制成为了一个新的研究方向.针对易逝性服务产品的收入管理问题,提出将产品销售分为多个拍卖期的MMV(Multi-period and Multi-unit Vickrey(Auction with Reserve Pricing)动态拍卖机制,给出每期最优拍卖单位数和保留价格的确定方法,证明了最优拍卖单位数分别关于剩余存量和销售时间单增的性质,以及保留价格关于剩余存量的单降性.最后证明MMV机制的每期实际成交价格将高于Vulcano(2002)提出的MSP(Modified Second-Price)机制,根据易逝性服务产品的需求特点得到MMV机制优于MSP机制的结论.     

快速补货模式下的动态定价与库存联合策略

在供应有限的情况下,研究常规补货和快速补货下商品动态定价问题.首先,建立了动态规划模型,理论证明了最优库存策略是基于(s,S)策略下改进的基本库存策略.其次,提出了一种启发式策略求复杂系统的最优策略,启发式算法能够求出最优价格和最优库存水平.最后,数值算例研究表明,库存管理中采用快速补货提高了零售商的利润;初始库存水平越高零售商的利润越高.     

可变价格替代易逝品供应链回购契约协调研究

主要考虑制造商同时提供两种可变价格替代易逝品的销售,基于对供应链采取分散和集中决策的两种方法,探讨采用回购合同契约模型来约束制造商和经销商的关系,实现供应链最优,使得整条供应链更加协调、稳固.     

单周期替代性产品价格与存量的联合决策

研究了需求为加性且随机项服从正态分布的单周期替代性产品价格和存量的联合决策问题,证明了最优解的存在性和唯一性,给出了最优解在给定价格区间上的一维搜索算法;以高科技产品更新期新老产品价格与存量的联合决策为例,通过数值实验说明了该优化模型能够显著提高企业利润水平,同时对市场需求波动大小、产量和价格的既定值等参数进行了灵敏度分析.     

一类产品分批销售数量的优化策略

在价格和需求不确定的情况下,本文研究对一类固定容量的非易逝品进行分批销售的数量优化问题.假定各阶段的需求为价格敏感的且相互独立,在最大化期望折扣总收益的目标下,我们为该问题分别建立了有限阶段和无限阶段模型,并讨论了模型的最优解的存在性及有关解的结构性质;然后,通过数值分析进一步验证了理论分析的结果,同时还讨论了几个系统参数对最优策略及最优收益值的影响;最后结合理论和数值分析的结果,我们发现:产品分批销售时的最优预售数量随当前价格和剩余产品的数量非降,而随剩余的销售时间非增.     

产出不确定下易逝品限量预售鲁棒策略分析

限量预售是融合供需对接而成的复合型销售模式,正受到企业上市易逝品的青睐.在产出不确定环境下,基于易逝品随机产出因子部分信息,构建生产商在正常销售前引入限量预售的两阶段鲁棒报童模型,在鲁棒决策下探讨了预售策略.研究表明:限量预售既能纾解产出不确定风险导致的供需矛盾,又能减小该风险对期望利润带来的冲击;限量预售模式选择的阈值条件由易逝品随机产出因子变异系数,两阶段销售价格及需求影响因子共同权衡确定.同时,发现鲁棒最优预售量及其影响因素并提供了策略建议.     

服务员多重休假的易逝品排队库存系统的稳态分析

考虑(s,S)库存策略的易逝品M/M/1排队库存系统,其中库存为空时服务员多重休假,休假时间服从指数分布.顾客的到达过程服从泊松过程,服务员的服务时间,易逝品的寿命和补货时间均服从指数分布.首先,利用拟生灭过程给出系统的稳态条件.其次,研究忽略服务时间的M/M/1休假库存系统模型,并求出了系统的稳态分布.在此基础上,进一步研究具有正服务时间的M/M/1休假排队库存系统模型,并得到了系统队长,库存水平和服务员状态的乘积形式的稳态联合分布.此外,还计算了系统的性能指标,并给出了系统单位时间的平均费用函数.最后,利用数值算例分析系统参数对一些主要性能指标的影响,并利用遗传算法计算系统最优库存策略和最优平均费用.     

带有常数返回率的动态易逝品供应链协调模型

以动态易逝品为研究对象,探讨了由单个制造商单个零售商所组成的两层供应链生产订购协调问题.在假定零售商所售产品存在返回的前提下,分别建立了集中决策和分散决策模型,并证明了这两个模型解的存在唯一性.提出了一个两阶段的收益共享契约,该契约不仅能达到供应链协调,而且还能实现供应链两成员的"双赢".最后,通过数值实例来验证模型的结论并得出相关管理启示.     

带短期价格折扣和允许两次特殊补货的库存决策模型

针对供应商提供短期价格折扣且允许零售商两次特殊补货的库存系统,建立了以零售商库存效益最大化为目标的库存决策模型,分析了模型的性质,根据经济订单批量补货决策下补货时间点与折扣时段的关系,确定了零售商在不同补货策略下的库存效益增值函数.据此给出零售商相应的最优补货策略函数表达式,提出了该模型的一个全局优化算法,并通过数值算例验证了模型和算法的有效性与可行性.     

Bundling decisions in supply chains

Firms often sell products in bundles to extract consumer surplus. While most bundling decisions studied in the literature are geared to integrated firms, we examine a decentralized supply chain where the suppliers retain decision rights. Using a generic distribution of customers’ reservation price we establish equilibrium solutions for three different bundling scenarios in a supply chain, and generate interesting insights for distributions with specific forms. We find that (i) in supply chain bundling the retailer’s margin equals the margin of each independent supplier, and it equals the combined margin when the suppliers are in a coalition, (ii) when the suppliers form a coalition to bundle their products the bundling gain in the supply chain is higher and retail price is lower than when the retailer bundles the products, (iii) the supply chain has more to gain from bundling relative to an integrated firm, (iv) the first-best supply chain bundling remains viable over a larger set of parameter values than those in the case of the integrated firm, (v) supplier led bundling is preferable to separate sales over a wider range of parameter values than if the retailer led the bundling, and (vi) if the reservation prices are uniformly distributed bundling can be profitable when the variable costs are low and valuations of the products are not significantly different from one another. For normally distributed reservation prices, we show that the bundling set is larger and the bundling gain is higher than that for a uniform distribution.     

An application of DPCA to oil data for CBM modeling

In multivariate time series analysis, dynamic principal component analysis (DPCA) is an effective method for dimensionality reduction. DPCA is an extension of the original PCA method which can be applied to an autocorrelated dynamic process. In this paper, we apply DPCA to a set of real oil data and use the principal components as covariates in condition-based maintenance (CBM) modeling. The CBM model (Model 1) is then compared with the CBM model which uses raw oil data as the covariates (Model 2). It is shown that the average maintenance cost corresponding to the optimal policy for Model 1 is considerably lower than that for Model 2, and when the optimal policies are applied to the oil data histories, the policy for Model 1 correctly indicates almost twice as many impending system failures as the policy for Model 2.     

Bundling retail products: Models and analysis

We consider the impact of bundling products on retail merchandising. We consider two broad classes of retail products: basic and fashion. For these product classes, we develop models to calculate the optimal bundle prices, order quantities, and profits under bundling. We use this analysis to establish conditions and insights under which bundling is profitable. Our analysis confirms that bundling profitability depends on individual product demands, bundling costs, and the nature of the relationship between the demands of the products to be bundled. We also provide detailed numerical examples.     

Numerical study on bacterial flagellar bundling and tumbling in a viscous fluid using an immersed boundary method

The bundling and tumbling behavior of bacterial flagella in a viscous fluid has got immense significance in the field of biological fluid dynamics. In this paper we investigate the hydrodynamic interaction among two and more than two flagella in a viscous fluid based on an immersed boundary method. We model each helical flagellum by a number of triangular cross-sections with three immersed boundary (IB) points on each cross-section. Three types of elastic links are generated from each IB point to create an elastic network model of the flagellum and the first cross-section is modeled as the flagellar motor. The elastic forces are computed based on the elastic energy approach and the motor forces are obtained from the applied angular frequency of rotation of the motor. The Stokes equations governing the flow are solved on a staggered Cartesian grid system using a fractional-step based finite-volume method. It is observed that when two left-handed helical flagella rotate in the counter-clockwise direction, the resulting hydrodynamic interaction leads to bundling. When one of the flagella reverses the direction of rotation to clockwise the hydrodynamic interaction results in tumbling. During the bundling, the flagella wrap and intertwine each other, whereas during the tumbling they separate in an erratic way. There exists an exact combination of the handedness and rotational direction of the flagella to achieve the bundling. The bundling-to-tumbling behavior of the flagella is studied and it is concluded that the tumbling occurs faster than the bundling. Further, the hydrodynamic interaction among three flagella in a viscous fluid is studied for the cases of rotation in the same direction and in different directions. The bundling and tumbling behavior is well captured even for the case of multiple (more than two) flagella using the developed model.     

招标采购中的采购物品打包模型及其优化算法

招标采购是采购物品(货物或服务)的有效方式, 采购物品打包是招标采购的重要环节并对采购绩效有重要影响。采购物品打包是确定一组互斥的采购包集合, 在充分的市场竞争条件下购买全部采购物品, 且每个采购包的候选供应商应对该采购包中的所有物品进行投标。目前采购物品打包问题的研究文献较少, 本文通过定义采购包和采购打包方案等概念, 建立了采购物品打包问题的0-1整数规划模型。由于该模型具有NP-hard特征, 为此首先将其转化为旅行商问题, 并基于遗传算法设计采购物品打包问题的求解算法。实验表明:与整数规划求解软件和双聚类算法相比, 本文所提出的算法在解决采购物品打包问题时具备更好的优化性能和计算效率。     

Bundle pricing of inventories with stochastic demand

We consider a retailer selling a fixed inventory of two perishable products over a finite horizon. Assuming Poisson arrivals and a bivariate reservation price distribution, we determine the optimal product and bundle prices that maximize the expected revenue. Our results indicate that the performances of mixed bundling, pure bundling and unbundled sales strategies heavily depend on the parameters of the demand process and the initial inventory levels. Bundling appears to be most effective with negatively correlated reservation prices and high starting inventory levels. When the starting inventory levels are equal and in excess of average demand, most of the benefits of bundling can be achieved through pure bundling. However, the mixed bundling strategy dominates the other two when the starting inventory levels are not equal. We also observe that an incorrect modeling of the reservation prices may lead to significant losses. The model is extended to allow for price changes during the selling horizon. It is shown that offering price bundles mid-season may be more effective than changing individual product prices.     

上海市PM2.5浓度的分析与预测

针对上海市PM2.5的浓度进行动态分析及预测.通过使用Page检验分析了上海市PM2.5浓度近几年的变化趋势;然后建立时间序列ARIMA模型对PM2.5浓度日数据进行拟合分析与预测.在此基础上通过引入影响PM2.5浓度的其他因素建立带时间序列误差的回归模型以及引入波动率因素建立带波动率方程的模型改进原时间序列ARIMA模型;通过比较样本外预测的效果,结果表明改进后的两个模型其结果均优于已知文献中的ARIMA模型.     

供应链互补产品广告投入和捆绑销售联合决策研究

以一个制造商和一个零售商的供应链为研究对象,制造商生产两种互补产品,零售商可选择分开或捆绑两种销售策略。考虑互补品的负交叉弹性和广告外部性的特点,构建基于溢出效应的需求模型,运用博弈论的方法,求解零售商采取分开和捆绑两种销售策略时的均衡结果。通过比较不同销售策略下的均衡结果及利润关系,探讨在分散式和集中式两种情况下,零售商的最优广告投入和捆绑销售的联合决策问题。最后,通过数值算例,讨论产品互补程度和广告成本系数对决策结果的影响。研究结果表明,无论是在分散式还是集中式决策下,当产品互补程度较高或广告成本系数低时,分开销售是占优策略而广告费用较高;当产品互补程度较低且广告成本系数高时,捆绑销售是占优策略且广告费用较低。     

An integer linear programming approach for bilinear integer programming

We introduce a new Integer Linear Programming (ILP) approach for solving Integer Programming (IP) problems with bilinear objectives and linear constraints. The approach relies on a series of ILP approximations of the bilinear IP. We compare this approach with standard linearization techniques on random instances and a set of real-world product bundling problems.     

非线性非均衡蛛网模型的动态分析

描述单商品市场价格波动的蛛网模型是动态经济分析中的经典模型 ,证明了由模型 ( )所生成的价格序列在一定的条件下不会出现 3以上周期运动和混沌现象 ,并对其进行稳定性分析 ,得到模型关于均衡价格稳定的六个判别定理 .