基于需求的实时网络定价策略

价格作为一种网络拥塞控制管理与资源分配的机制不断地表现出较高的效率。基于对网络使用实际流量的信息，本提出了一种实时的网络定价策略——基于需求的实时网络定价策略。该定价策略由三部分构成：固定连接费、资源使用费及网络拥塞费。与传统的定价策略相比，基于需求的实时网络定价策略更能反映实际的需求情况，在网络拥塞控制管理与网络资源分配等方面有更高的效率。     

不完全信息条件下中介组织信息服务的定价模型

目前，中介组织关于信息服务产品的定价，在国内尚缺乏科学的价格厘定方法。针对这一问题，本运用信息经济学与交易成本理论，构建了消费一中介定价(CIP)模型，该模型给出了中介组织关于信息服务收取佣金的科学计算方法。章得出结论认为：“信息服务”的价格厘定主要受价格差别与需求规律的左右。     

基于数据和整体的航空网络静态定价模型

建立了一个静态定价与座位分配联合模型.利用模型的性质,将问题简化为一个可分的凹规划模型.特别地,在一个三航段网络上,从模型的网络流形式推出最优目标函数具有良好的性质,并对模型的最优价格决策进行了灵敏度分析.最后给出了一个双枢纽网络上对细分产品定价的算例.     

带有网络外部性的动态寡头垄断定价

给出了带有网络外部性的两阶段寡头垄断定价模型,并用博弈论方法求解.通过与带有网络外部性的完全垄断定价模型的比较,得出重要结论:在网络外部性足够大的情况下,①寡头竞争情况下与完全垄断下情况一样,“科斯假设”将得到克服,均衡定价将呈现先低后高的情况.②对于完全垄断厂商来说,网络外部性k的增加能够增加其利润,但对于寡头竞争的企业来说,正好相反,k的增加将导致其利润的下降.     

非线性定价的贝叶斯均衡策略研究

本文利用贝叶斯均衡策略研究非线性定价问题,将消费需求类型推广到三种,设计一个非线性价格机制博弈,推导出该博弈的贝叶斯均衡,得出结论:当消费者类型满足不同假设条件时,得到贝叶斯均衡策略也不同.文中还将贝叶斯均衡与纳什均衡进行比较,并从博弈角度为一类企业(如电信公司等)的定价提供理论依据.     

电信运营商双寡头定价机制设计

电信市场存在运营商之间的竞争关系,运营商针对异质性消费者的定价机制设计更是直接影响其利润的实现,本文利用机制设计方法,分析了电信运营商的双寡头垄断定价策略,研究发现:(1)运营商的核心利润来源于低类型消费者的总剩余。低类型消费者的消费扭曲来源于运营商提供给高类型消费者过高的信息成本。要想改善低类型消费者的不满和消费扭曲,需要降低对高类型消费者的优惠幅度。(2)电信运营商的最优定价随竞争对手的价格同向变动。(3)电信运营商最优定价与消费者对该运营商的服务体验成正比,与消费者对竞争对手运营商的服务体验成反比。所以,运营商应当不断优化自己网络的服务质量,提高消费者的服务体验,进而才能有涨价的空间。     

随机需求下竞争零售商的定价策略研究

本文研究了随机需求下两竞争零售商的定价策略选择(响应性定价或清仓定价)、产品订货量及响应性价格的联合决策问题。通过将问题转化为一个三阶段的博弈模型,基于Kuhn-Tucker条件求解了两零售商不同定价策略子博弈下的均衡产品订货量及响应性定价决策,分析了不同定价策略子博弈下产品订货量及价格决策的差别以及潜在市场需求不确定(期望和方差变动)对订货量和定价策略的影响。数值分析结果表明,当潜在市场需求服从均匀分布时,响应性定价子博弈是帕累托最优策略,清仓定价子博弈是零售商的均衡策略,混合定价子博弈下两零售商的收益差距较大。     

网络服务中基于流量的定价策略

本文分析了网络服务中带宽的类似公共产品使用和ISP与顾客间主从博弈，导致拥塞，接着证明基于流量的定价策略较之固定定价策略更能控制网络拥塞，随后在基于流量的定价策略下，分析了垄断的市场中社会总福利达不到最优，ISP间的竞争会增加顾客效用，最后指出社会总福利达到最优时的价格是一影子价格。     

基于网络社群学习机制的创新产品团购定价策略研究

创新产品定价是其成功上市的重要影响因素。与传统的撇脂和渗透定价策略相比，基于网络社群学习机制的团购定价策略在满足一定条件下可以同时实现产品利润与市场占有率之间的有效平衡。为了探究这些必要条件，本文研究了网络社群学习效果对消费者购买决策的影响因素，并分别构建了团购定价与撇脂定价的利润比较模型，团购定价与渗透定价的销量比较模型。通过对模型进行仿真实验发现：创新产品团购定价的最优利润和最优销量与社群规模、活跃度、认同度以及交互效率呈正相关，与社群成员异质性呈负相关；当社群规模、活跃度、认同度以及交互效率高于一定阈值，社群成员异质性低于一定阈值时，基于网络社群学习机制的创新产品团购定价策略最优利润高于撇脂定价策略，最优销量高于渗透定价策略，成为优势定价策略。     

基于两阶段动态博弈的服务外包定价分析

本文通过引入动态博弈模型,从完全竞争市场博弈定价、税收减免下博弈定价、人才补贴下博弈定价三个角度定量研究了服务外包企业的最优定价策略及其影响因素。研究表明,服务外包均衡价格受企业需求函数和竞争对手决策等因素影响,并得出了在政府行业扶持政策下的服务外包均衡价格与各参数之间的关系。依据研究结果,本文对政府给予服务外包行业的相关扶持政策提出了若干合理性建议。     

Price and QoS competition in data communication services

Pricing of data communication services has been studied, but primarily in a monopolistic setting. We study the price competition in packet-switching networks with a quality-of-service (QoS) guarantee in terms of an expected per-packet delay. We propose a general framework in which service providers offering multi-class priority-based services compete to maximize their profits, while satisfying the expected delay guarantee in each class. We first examine the price competition with fixed delay guarantees and then extend it to the situation where providers compete in quality of service as well as price. In each case, we compare the duopoly pricing scheme with the case when two service providers merge to become a monopoly provider.     

动态资产份额定价理论模型

运用倒向随机微分方程数学方法 ,建立了动态资产份额定价理论模型 .这一模型是资产份额定价法的改进 .求解模型得到动态资产份额定价理论公式 ,并得出结论 :资产份额定价公式完全可以作为特例 ,以离散时间意义和在不考虑动态投资的情况下 ,由动态资产份额定价理论公式得到 .     

Responsive pricing under supply uncertainty

Consider a retailer orders a seasonal product from a supplier and sells the product over a selling season. While the product demand is known to be a linear function of price, the supply yield is uncertain and is distributed according to a general discrete probability distribution. This paper presents a two-stage stochastic model for analyzing two pricing policies: No Responsive Pricing and Responsive Pricing. Under the No Responsive Pricing policy, the retailer would determine the order quantity and the retail price before the supply yield is realized. Under the Responsive Pricing policy, the retailer would specify the order quantity first and then decide on the retail price after observing the realized supply yield. Therefore, the Responsive Pricing policy enables the retailer to use pricing as a response mechanism for managing uncertain supply. Our analysis suggests that the retailer would always obtain a higher expected profit under the Responsive Pricing policy. In addition to examining the impact of yield distribution and system parameters on the optimal order quantities, retail prices, and profits under these two pricing policies, we analyze two issues arising from responsive pricing. The first issue deals with the case in which the retailer can place an emergency order with an alternative source after observing the realized yield, while the second issue deals with a situation in which the retailer has to allocate his order among multiple suppliers.     

Optimum Discarding in a Bufferless System

This paper considers queueing systems without buffer. The problem is finding an optimum discipline that gives the minimal number of request discards in a given interval or the minimum discard probability. In the case of a single server fed by an arbitrary request input flow, it is proved that the discipline that discards the request having the maximum residual life is optimal. This result is extended to the system with more than one server. For G/G/1/0, it is given a condition under which the discipline that discards the request in service minimizes the discard probability. Also for a G/G/1/0, we state the problem of finding optimum discipline in terms of the discrete age Markov chain. The problem of minimization of one-step discard probability is stated. It is solved for a system with C servers and general point process of new arrivals.     

Multi-server queueing system with a generalized phase-type service time distribution as a model of call center with a call-back option

A multi-server queueing system with a Markovian arrival process and finite and infinite buffers to model a call center with a call-back option is investigated. If all servers are busy during the customer arrival epoch, the customer may leave the system forever or move to the buffer (such a customer is referred to as a real customer), or, alternatively, request for call-back (such a customer is referred to as a virtual customer). During a waiting period, a real customer can be impatient and may leave the system without service or request for call-back (becomes a virtual customer). The service time of a customer and the dial time to a virtual customer for a server have a phase-type distribution. To simplify the investigation of the system we introduce the notion of a generalized phase-type service time distribution. We determine the stationary distribution of the system states and derive the Laplace–Stieltjes transforms of the sojourn and waiting time distributions for real and virtual customers. Some key performance measures are calculated and numerical results are presented.     

A server backup model with Markovian arrivals and phase type services

We consider a finite capacity queueing system with one main server who is supported by a backup server. We assume Markovian arrivals, phase type services, and a threshold-type server backup policy with two pre-determined lower and upper thresholds. A request for a backup server is made whenever the buffer size (number of customers in the queue) hits the upper threshold and the backup server is released from the system when the buffer size drops to the lower threshold or fewer at a service completion of the backup server. The request time for the backup server is assumed to be exponentially distributed. For this queuing model we perform the steady state analysis and derive a number of performance measures. We show that the busy periods of the main and backup servers, the waiting times in the queue and in the system, are of phase type. We develop a cost model to obtain the optimal threshold values and study the impact of fixed and variable costs for the backup server on the optimal server backup decisions. We show that the impact of standard deviations of the interarrival and service time distributions on the server backup decisions is quite different for small and large values of the arrival rates. In addition, the pattern of use of the backup server is very different when the arrivals are positively correlated compared to mutually independent arrivals.     

Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain

This paper studies optimal access pricing for natural monopoly networks with large sunk costs and uncertain revenues. Using techniques from the option pricing literature, we show that the optimal access price corresponds to a risk-free form of the Efficiency Component Pricing Rule (ECPR), that is, where the opportunity cost is based on the risk free rate of return. We also show that at levels of revenue above the optimal level that triggers entry, the entrant should pay a premium above risk-free ECPR that rewards the incumbent for relinquishing his rights to the risky cash flows at the higher revenue level.     

欧式向上敲出看涨认购权证的鞅方法定价

在普通的认购权证上嵌入障碍期权的特点 ,便会得到一类新型的权证敲出 (敲入 )型认购权证 ,本文以向上敲出看涨认购权证为例 ,先给出它的定义 ,根据该定义 ,以鞅定价方法推导出欧式向上敲出看涨认购权证的封闭解评价模型 ,为实践者提供理论上的参考价格 .     

基于无套利模型的人民币利率互换定价

基于两种代表性无套利模型——Black-Derman-Toy(BDT)和Hull-White模型,构建考虑单向违约风险的人民币利率互换定价模型。运用这两种定价模型对1年期3MSHIBOR-IRS进行定价,对两种定价模型的定价结果进行敏感性分析。结果表明,两种定价模型表现出定价偏离的一致性,基于BDT模型比基于Hull-White模型的定价结果与报价的差距更小。