Computing Time-Dependent Bid Prices in Network Revenue Management Problems
Computing Time-Dependent Bid Prices in Network Revenue Management Problems
复制标题
计算网络收入管理问题中的时间相关投标价格
DOI：
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发表时间：
2010
影响因子：
4.6
通讯作者：
Huseyin Topaloglu
中科院分区：
文献类型：
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作者：
S. Kunnumkal;Huseyin Topaloglu
提出了一种计算网络收益管理问题中投标价格的新方法。我们方法的新颖之处在于，它自然地提供动态出价，这取决于离出发还有多少时间。我们证明了我们的方法提供了一个最优总期望收益的上界，并且这个上界比众所周知的确定性线性规划方法提供的上界更严格。此外，可以使用我们的方法计算的投标价格作为动态规划分解思想的起点，按航段分解网络收益管理问题，并获得动态的和与容量相关的投标价格。我们的计算实验表明，该方法在许多标准基准测试中得到了改进。
We propose a new method to compute bid prices in network revenue management problems. The novel aspect of our method is that it naturally provides dynamic bid prices that depend on how much time is left until departure. We show that our method provides an upper bound on the optimal total expected revenue and that this upper bound is tighter than the one provided by the widely known deterministic linear programming approach. Furthermore, it is possible to use the bid prices computed by our method as a starting point in a dynamic programming decomposition-like idea to decompose the network revenue management problem by the flight legs and to obtain dynamic and capacity-dependent bid prices. Our computational experiments indicate that the proposed method improves on many standard benchmarks.