摘要
针对顾客需求预测中的偏差,基于鲁棒优化理论,研究收益管理中单资源容量控制问题。用似然域不确定集描述顾客需求概率的波动范围,建立单资源容量控制的鲁棒优化模型。通过对模型的分析与求解。
Considering the errors in prediction of customer demand, we investigate the capacity control problem of single-resource system based on robust optimization theory. In this paper, likelihood region is employed to describe the distribution range of customer demand probabilities. Then, the robust optimization model for capacity control problem of single-resource system is developed. To solve the robust model, the closed-form solution of customer demand probabilities which make system revenue reach minimum is deduced. In addition, the robust policy for the capacity control problem of single-resource system is provided on the basis of the related research results. Finally, a numerical example is introduced to illustrate the proposed model. The results of numerical analysis show the feasibility and validity of the proposed model and method.
出处
《系统工程》
CSSCI
CSCD
北大核心
2012年第11期112-116,共5页
Systems Engineering
基金
国家自然科学基金资助项目(71071113)
高等学校博士学科点专项科研基金资助项目(20100072110011)
全国优秀博士论文作者专项科研资金资助项目(200782)
上海市浦江人才计划基金资助项目
上海市哲学社会科学规划课题(2010BZH003)
中央高校基本科研业务费专项资金资助项目
关键词
收益管理
单资源
容量控制
鲁棒优化
似然域
Revenue Management
Single-resource
Capacity Control
Robust Optimization
Likelihood Region
