Collaborative Research: Performance Guarantees for Approximate Dynamic Programming Approaches to Pricing and Capacity Management
协作研究:定价和容量管理的近似动态规划方法的性能保证
基本信息
- 批准号:1825406
- 负责人:
- 金额:$ 35.6万
- 依托单位:
- 依托单位国家:美国
- 项目类别:Standard Grant
- 财政年份:2018
- 资助国家:美国
- 起止时间:2018-09-01 至 2023-08-31
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
This project will benefit the U.S. economy and public quality of life by developing new solution methods for problems that involve dynamically managing the prices and limited resources to serve uncertain customer demands. Such pricing and capacity management problems occur in many settings, including selling processing capacity in cloud computing, pricing itineraries in airlines and hotels, and matching drivers with passengers in on-demand transportation. In these problems, finding the optimal course of action at any point in time requires keeping track of a large amount of information, including remaining processing times on thousands of servers, capacities left on hundreds of flights, and locations of thousands of drivers, along with forecasts of future needs. Existing solution methods often ignore the uncertainty in demand or the detailed customer arrival process. The fundamental research of this project will provide new knowledge and techniques for solving these challenging problems. The techniques will apply to a wide range of applications, will scale to large-scale problems brought by the information age, and will help make decisions at a rapid rate. This project will also broaden the participation of underrepresented groups and positively impact engineering education through the development of online certificate programs, shared data-sets, and industry collaborations. Dynamic programming is a general framework that can address dynamic decision-making problems under uncertainty, but dynamic programming formulations often end up with high-dimensional state variables, which make them difficult to solve. This research will develop approximate dynamic programming methods for a variety of pricing and capacity management problems that frequently occur in practice, including (a) pricing problems with reusable products, applicable to cloud computing systems where processing capacity is reusable, (b) pricing problems over a network of resources, applicable to airlines and hotels where there is an underlying network of resources and the sale of a product consumes a combination of resources, and (c) product pairing problems for upselling, applicable to online retail where additional product recommendations are made during checkout. The approximate dynamic programming methods will have performance guarantees. Some of these performance guarantees, especially those for pricing over a network of resources, will be the first of its kind. The methods will be flexible for a wide range of applications and will be scalable to industrial problem instances.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.
该项目将通过开发新的解决方法来解决涉及动态管理价格和有限资源以满足不确定客户需求的问题,从而使美国经济和公众生活质量受益。这种定价和容量管理问题在许多情况下都会出现,包括在云计算中出售处理能力,在航空公司和酒店中定价行程,以及在按需运输中将司机与乘客匹配。在这些问题中,在任何时间点找到最佳行动方案都需要跟踪大量信息,包括数千台服务器的剩余处理时间、数百个航班的剩余容量以及数千名驾驶员的位置,沿着对未来需求的预测。现有的解决方法往往忽略了需求的不确定性或客户到达的详细过程。该项目的基础研究将为解决这些具有挑战性的问题提供新的知识和技术。这些技术将适用于广泛的应用,将扩展到信息时代带来的大规模问题,并将有助于快速决策。该项目还将扩大代表性不足的群体的参与,并通过开发在线证书课程,共享数据集和行业合作对工程教育产生积极影响。动态规划是一个通用的框架,可以解决动态决策问题下的不确定性,但动态规划公式往往最终与高维状态变量,这使得他们很难解决。本研究将针对实际中经常出现的各种定价和容量管理问题开发近似动态规划方法,包括(a)可重用产品的定价问题,适用于处理能力可重用的云计算系统,(B)资源网络上的定价问题,适用于航空公司和旅馆,其中存在潜在的资源网络并且产品的销售消耗资源的组合,以及(c)用于追加销售的产品配对问题,适用于在线零售,其中在结账期间进行额外的产品推荐。近似动态规划方法将具有性能保证。其中一些性能保证,特别是那些在资源网络上定价的性能保证,将是同类产品中的第一个。 该方法将是灵活的,为广泛的应用,并将可扩展到工业问题instance.This奖项反映了NSF的法定使命,并已被认为是值得的支持,通过评估使用基金会的知识价值和更广泛的影响审查标准。
项目成果
期刊论文数量(9)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
Revenue-Utility Tradeoff in Assortment Optimization Under the Multinomial Logit Model with Totally Unimodular Constraints
- DOI:10.1287/mnsc.2020.3657
- 发表时间:2020-10
- 期刊:
- 影响因子:0
- 作者:Mika Sumida;G. Gallego;Paat Rusmevichientong;Huseyin Topaloglu;J. Davis
- 通讯作者:Mika Sumida;G. Gallego;Paat Rusmevichientong;Huseyin Topaloglu;J. Davis
Omnichannel Assortment Optimization Under the Multinomial Logit Model with a Features Tree
- DOI:10.1287/msom.2021.1001
- 发表时间:2021-12
- 期刊:
- 影响因子:0
- 作者:Venus Lo;Huseyin Topaloglu
- 通讯作者:Venus Lo;Huseyin Topaloglu
Dynamic Assortment Optimization for Reusable Products with Random Usage Durations
具有随机使用期限的可重复使用产品的动态分类优化
- DOI:10.1287/mnsc.2019.3346
- 发表时间:2020
- 期刊:
- 影响因子:5.4
- 作者:Rusmevichientong, Paat;Sumida, Mika;Topaloglu, Huseyin
- 通讯作者:Topaloglu, Huseyin
Fluid Approximations for Revenue Management under High-Variance Demand: Good and Bad Formulations
高方差需求下收入管理的流体近似:好的和坏的公式
- DOI:10.2139/ssrn.4136445
- 发表时间:2022
- 期刊:
- 影响因子:5.4
- 作者:Bai, Y.;El Housni, O.;Jin, B.;Rusmevichientong, P.;Topaloglu, H.;Williamson, D.
- 通讯作者:Williamson, D.
Joint Assortment Optimization and Customization under a Mixture of Multinomial Logit Models: Value of Personalized Assortments
多项 Logit 模型混合下的联合品种优化和定制:个性化品种的价值
- DOI:10.2139/ssrn.3830082
- 发表时间:2021
- 期刊:
- 影响因子:2.7
- 作者:El Housni, O.;Topaloglu, H.
- 通讯作者:Topaloglu, H.
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Huseyin Topaloglu其他文献
Tractable Open Loop Policies for Joint Overbooking and Capacity Control Over a Single Flight Leg with Multiple Fare Classes
针对多个票价等级的单航段联合超售和运力控制的易于处理的开环策略
- DOI:
10.1287/trsc.1110.0403 - 发表时间:
2012 - 期刊:
- 影响因子:4.6
- 作者:
Huseyin Topaloglu;S. Birbil;J. Frenk;Nilay Noyan - 通讯作者:
Nilay Noyan
Joint Assortment Optimization and Customization under a Mixture of Multinomial Logit Models: On the Value of Personalized Assortments
多项 Logit 模型混合下的联合品种优化和定制:论个性化品种的价值
- DOI:
- 发表时间:
2021 - 期刊:
- 影响因子:0
- 作者:
Omar El Housni;Huseyin Topaloglu - 通讯作者:
Huseyin Topaloglu
4 Assortment Optimization for the Two Product Nonparametric Choice Model
4 两种产品非参数选择模型的分类优化
- DOI:
- 发表时间:
2016 - 期刊:
- 影响因子:0
- 作者:
Alice Paul;Huseyin Topaloglu;Jacob B. Feldman - 通讯作者:
Jacob B. Feldman
Assortment Optimization with Mixtures of Logits
混合 Logits 的分类优化
- DOI:
- 发表时间:
2010 - 期刊:
- 影响因子:0
- 作者:
Paat Rusmevichientong;D. Shmoys;Huseyin Topaloglu - 通讯作者:
Huseyin Topaloglu
Coordinated Inventory Stocking and Assortment Personalization
协调库存和分类个性化
- DOI:
- 发表时间:
2022 - 期刊:
- 影响因子:0
- 作者:
Yicheng Bai;Omar El Housni;Paat Rusmevichientong;Huseyin Topaloglu - 通讯作者:
Huseyin Topaloglu
Huseyin Topaloglu的其他文献
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{{ truncateString('Huseyin Topaloglu', 18)}}的其他基金
Collaborative Research: Integrating Complex Choice Behavior into Assortment, Inventory, and Pricing Decisions
协作研究:将复杂的选择行为整合到分类、库存和定价决策中
- 批准号:
1433398 - 财政年份:2014
- 资助金额:
$ 35.6万 - 项目类别:
Standard Grant
A General Framework for Incorporating Choice Models into Operations Management Decisions
将选择模型纳入运营管理决策的通用框架
- 批准号:
0969113 - 财政年份:2010
- 资助金额:
$ 35.6万 - 项目类别:
Standard Grant
Approximate Dynamic Programming for Perishable Asset Management with Applications in Dynamic Pricing, Capacity Allocation and Revenue Management
易腐资产管理的近似动态规划及其在动态定价、容量分配和收入管理中的应用
- 批准号:
0825004 - 财政年份:2008
- 资助金额:
$ 35.6万 - 项目类别:
Standard Grant
Sensitivity Analysis of the Dynamic Fleet Management Problem with Applications in Fleet-Sizing, Pricing and Terminal Capacity Planning
动态车队管理问题的敏感性分析及其在车队规模、定价和码头容量规划中的应用
- 批准号:
0422133 - 财政年份:2004
- 资助金额:
$ 35.6万 - 项目类别:
Standard Grant
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