Mathematical programming issues related to pricing and revenue management

与定价和收益管理相关的数学规划问题

• 批准号: 5789-2009
• 负责人: Marcotte, Patrice
• 金额: $ 1.75万
• 依托单位: Université de Montréal
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2009
• 资助国家: 加拿大
• 起止时间: 2009-01-01 至 2010-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=420118
• 关键词: Mathematical; programming; issues; related; pricing

This proposal is concerned with issues revolving around the theme of pricing and revenue management, currently one of the most active fields in operations research. It is best explained in the context of an airline that wishes to improve its profitability in a competitive environment, and traditionally involves four components: demand forecasting, overbooking policy, seat inventory control, and pricing. The common thread to these components is that, in contrast with stretegic issues such as aircraft purchasing or route modifications, they do not require capital investment and have a low impact on costs, although they have a direct impact on revenues. My research in this field has been motivated by earlier studies in bilevel programming, a branch of mathematics where a decision maker (a government, a firm) incorporates within its decision process the reaction of other agents (competitors, customers) to its own course of action. This approach, although natural in the revenue management context, yields mathematical formulations that are extremely challenging from the computational point of view.

这一建议涉及的问题围绕着定价和收入管理的主题，目前在业务研究中最活跃的领域之一。在航空公司希望在竞争环境中提高其盈利能力的背景下，它得到了最好的解释，传统上涉及四个组成部分：需求预测，超额预订政策，座位库存控制和定价。这些组成部分的共同点是，与飞机购买或航线修改等战略问题相比，它们不需要资本投资，对成本的影响很小，尽管它们对收入有直接影响。我在这一领域的研究受到了早期对双层规划的研究的启发，双层规划是数学的一个分支，决策者（政府、公司）在决策过程中会考虑其他代理人（竞争对手、客户）对自己行动的反应。这种方法，虽然在收入管理方面是自然的，但从计算的角度来看，它产生的数学公式极具挑战性。