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收益管理中单产品动态定价的稳健模型研究
引用本文:冉伦,李金林,徐丽萍.收益管理中单产品动态定价的稳健模型研究[J].数理统计与管理,2009,28(5).
作者姓名:冉伦  李金林  徐丽萍
作者单位:北京理工大学管理与经济学院,北京,100081
基金项目:国家自然科学基金,教师资助计划
摘    要:在收益管理的动态定价模型的研究中,由传统的确定性模型和随机模型所得到的定价策略常常受限制于需求估计的准确性,当对需求的估计出现偏差时定价策略可能达不到最大化收益的目的,因此定价策略即最优解的稳健性越来越受到研究者的重视。针对需求函数系数的不确定性,在未知需求分布的条件下,应用稳健最优化思想,提出了一种稳健的动态定价模型,并对模型的最优解和最大收益进行了数值模拟分析。

关 键 词:稳健模型  动态定价  收益管理

Study on the Robust Model in Single-unit Product Dynamic Pricing in Revenue Management
RAN Lun,LI Jin-lin,XU Li-ping.Study on the Robust Model in Single-unit Product Dynamic Pricing in Revenue Management[J].Application of Statistics and Management,2009,28(5).
Authors:RAN Lun  LI Jin-lin  XU Li-ping
Abstract:In studies on the dynamic pricing model of revenue management,the pricing strategies received by the traditional deterministic model and the stochastic model are often restricted to the accuracy of the demand estimation,when the deviations of estimated demand turn up,the pricing strategy may not reach the purpose of revenue maximization,so researchers are paying more and more attention to the pricing strategy,that is the stability of the optimal solution.In response to the uncertainty of demand function,this paper raises a dynamic pricing model via robust optimization under the conditions of the unknown demand distribution,and then gives a numerical simulation analysis of the optimal solution of the model and the max revenue.
Keywords:revenue management  robust optimization  dynamic pricing
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