摘要
文章建立了一个随机微分博弈模型,模拟了2家寡头企业基于动态定价和库存控制的竞争。根据动态规划原理,博弈的上、下限值满足相关的HJB方程。该方程通常不易求得显示解,因此可构造离散时间受控马氏链来逼近值函数和最优控制。此外,文章通过数值例子直观展示了结果,为库存管理实践提供了定量参考。
The article establishes a stochastic differential game model to simulate the competition between two oligopolistic enterprises based on dynamic pricing and inventory control.According to the principle of dynamic programming,the upper and lower limits of the game satisfy the relevant HJB equation.This equation is usually difficult to obtain an explicit solution,so a discrete-time controlled Markov chain can be constructed to approximate the value function and optimal control.In addition,the article visually demonstrates the results through numerical examples,providing quantitative reference for inventory management practices.
作者
孔德荣
KONG Derong(School of Mathematics and Statistics,Guangdong University of Technology,Guangzhou 510630,China)
出处
《计算机应用文摘》
2024年第15期159-163,共5页
Chinese Journal of Computer Application
关键词
库存系统
随机微分博弈
马氏链逼近
inventory system
stochastic differential game
Markov chain approximation
