摘要
传统的基于收益管理的易逝品动态定价问题大都假设需求只受价格影响,但现实生活中,某些易逝品(如时装等)的需求不仅受价格影响,还受剩余库存的影响。研究了随机环境下需求受库存和价格影响的一类易逝性产品的价格决策问题。假定顾客到达过程服从时齐泊松过程,并且到达顾客的购买决策受价格和剩余库存的影响,利用随机动态规划进行建模,给出了最优价格策略惟一的充分条件,并分析了最优值函数和最优价格策略的结构性质。最后,利用Monte-Carlo模拟对文中所得价格策略和以往的研究中不考虑库存影响得到的价格策略进行比较,说明在制定决策时考虑库存对需求的影响的重要性。
Traditional research on dynamic pricing based on revenue management assumes that the demand is impacted by the prices only. In reality, however, the demand of many products, such as apparel, is not only impacted by the prices, but also by the inventory level. This paper studies the pricing problem of a class of goods that the demand depends on both price and inventory level. Customers, arriving according to a homogeneous Poisson process, are price- and quantity- sensitive. We formulate the problem as a stochastic dynamic programming model and identify a sufficient condition under which a unique optimal price policy exists. Further, we analyze the structural property of optimal value function and optimal price policy. Using Monte-Carlo simulation, we compare our price policy with price policy which was got without considering the impact of inventory level in previous research to show the importance of taking the impact of inventory on demand into account when the seller makes pricing decision.
出处
《系统管理学报》
北大核心
2009年第4期402-409,共8页
Journal of Systems & Management
基金
国家自然科学基金资助项目(70571088)
关键词
动态定价
收益管理
随机动态规划
dynamic pricing
stochastic dynamic programming
revenue management
