竞争环境下风险规避的航班动态定价

以同一航线上的多个竞争航班为研究对象,在假设各竞争航班之间具有完全信息的基础上,利用马尔可夫决策过程和博弈论,建立了竞争环境下风险规避的航班动态定价的数学模型,证明了均衡价格的存在性。在此基础上,进一步讨论了信息不完全情况下风险规避的竞争航班的动态定价问题。数值实验表明:在竞争环境下,各风险规避航班的均衡价格随自身剩余座位数量和风险规避系数的增加而下降,随其他竞争航班的剩余座位数量和风险规避系数的增加而提高。

Dynamic Pricing for Risk-averse Flights with Competition

Starting with multiple competitive flights on the same line, based on the assumption that perfect information is known for each competitive flight, this paper develops dynamic pricing models for risk-averse competitive flights by Markov decision process and game theory, and the existence of Nash equilibrium prices is proved. Furthermore, we discuss the risk-averse dynamic pricing problem for the competitive flights in the case of incomplete information. The numerical experiment shows that equilibrium price of each risk-averse competitive flight is decreasing with its own remaining seat level and risk aversion coefficient, but increasing with other competitive flights’ remaining seat levels and risk aversion coefficients.