Computing approximate Nash equilibria in general network revenue management games
Computing approximate Nash equilibria in general network revenue management games
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DOI：
10.1016/j.ejor.2014.02.045
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发表时间：
2014-09
期刊：
影响因子：
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通讯作者：
W. Grauberger;A. Kimms
中科院分区：
文献类型：
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作者：
W. Grauberger;A. Kimms
网络收益管理中最优容量分配的计算难度较大。在非零和博弈中计算精确纳什均衡的问题在计算上也很困难。我们提出了一个快速的启发式算法，在它不能收敛到一个精确的纳什均衡的情况下，计算一个近似它在一般的网络收益管理问题下的竞争。我们还研究了在做出（网络）容量分配决策时是否值得考虑竞争的问题。计算结果表明，近似均衡下的收益与精确均衡下的收益非常接近。不管竞争对手做什么，考虑竞争永远不会比忽视竞争带来更低的收益。由于采用线性连续模型，计算时间非常短。
Computing optimal capacity allocations in network revenue management is computationally hard. The problem of computing exact Nash equilibria in non-zero-sum games is computationally hard, too. We present a fast heuristic that, in case it cannot converge to an exact Nash equilibrium, computes an approximation to it in general network revenue management problems under competition. We also investigate the question whether it is worth taking competition into account when making (network) capacity allocation decisions. Computational results show that the payoffs in the approximate equilibria are very close to those in exact ones. Taking competition into account never leads to a lower revenue than ignoring competition, no matter what the competitor does. Since we apply linear continuous models, computation time is very short.