竞争环境下风险规避的航班动态定价

doi:10.12005/orms.2017.0299

运筹与管理 ›› 2017, Vol. 26 ›› Issue (12): 157-164.DOI: 10.12005/orms.2017.0299

竞争环境下风险规避的航班动态定价

胡玉生¹, 李金林², 冉伦², 赵天³

1.北京市新技术应用研究所,北京 100094;
2.北京理工大学管理与经济学院,北京 100081;
3.北京航天情报与信息研究所,北京 100854

收稿日期:2015-03-25 出版日期:2017-12-25
作者简介:胡玉生(1981-),男,助理研究员,博士,研究方向为收益管理;李金林(1955-),男,通信作者,教授,博士生导师,研究方向为收益管理。
基金资助:
北京理工大学国际科技合作专项计划项目(GZ2014215101) ;高等学校博士学科点专项科研基金(20121101110054);国家自然科学基金(71172172,71272058,71432002)

Dynamic Pricing for Risk-averse Flights with Competition

HU Yu-sheng¹, LI Jin-lin¹, RAN Lun¹, ZHAO Tian³

1.Beijing Institute of New Technology Applications, Beijing 100094, China;
2.School of Management and Economics, Beijing Institute of Technology, Beijing 100081, China;
3.Beijing Aerospace Institute of Information, Beijing 100854, China

Received:2015-03-25 Online:2017-12-25

摘要/Abstract

摘要： 以同一航线上的多个竞争航班为研究对象,在假设各竞争航班之间具有完全信息的基础上,利用马尔可夫决策过程和博弈论,建立了竞争环境下风险规避的航班动态定价的数学模型,证明了均衡价格的存在性。在此基础上,进一步讨论了信息不完全情况下风险规避的竞争航班的动态定价问题。数值实验表明:在竞争环境下,各风险规避航班的均衡价格随自身剩余座位数量和风险规避系数的增加而下降,随其他竞争航班的剩余座位数量和风险规避系数的增加而提高。

关键词: 收益管理, 动态定价, 竞争航班, 风险规避

Abstract: Starting with multiple competitive flights on the same line, based on the assumption that perfect information is known for each competitive flight, this paper develops dynamic pricing models for risk-averse competitive flights by Markov decision process and game theory, and the existence of Nash equilibrium prices is proved. Furthermore, we discuss the risk-averse dynamic pricing problem for the competitive flights in the case of incomplete information. The numerical experiment shows that equilibrium price of each risk-averse competitive flight is decreasing with its own remaining seat level and risk aversion coefficient, but increasing with other competitive flights’ remaining seat levels and risk aversion coefficients.

Key words: revenue management, dynamic pricing, competitive flight, risk aversion

中图分类号:

C931.1

胡玉生, 李金林, 冉伦, 赵天. 竞争环境下风险规避的航班动态定价[J]. 运筹与管理, 2017, 26(12): 157-164.

HU Yu-sheng, LI Jin-lin, RAN Lun, ZHAO Tian. Dynamic Pricing for Risk-averse Flights with Competition[J]. Operations Research and Management Science, 2017, 26(12): 157-164.

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竞争环境下风险规避的航班动态定价

Dynamic Pricing for Risk-averse Flights with Competition

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