竞争环境下考虑需求学习的动态定价策略

工业工程 ›› 2015, Vol. 18 ›› Issue (5): 87-92.

竞争环境下考虑需求学习的动态定价策略

(1.重庆交通大学财经学院，重庆 400074； 2.西部交通与经济社会发展研究中心，重庆 400074)

出版日期:2015-10-31 发布日期:2016-03-24
作者简介:李豪(1982-),男,四川省人,副教授,博士,主要研究方向为收益管理、交通运输经济等。
基金资助:
国家自然科学基金青年项目（71402012）；重庆市社会科学规划博士项目（2012BS42）；重庆市教委自然科学基金资助项目(KJ130402)

Dynamic Pricing Strategy with Demand Learning Based on Competitive Markets

(1. College of Finance & Economics, Chongqing Jiaotong University, Chongqing 400074, China;2. Western China TransportationEconomySociety Development Studies Center, Chongqing 400074, China)

Online:2015-10-31 Published:2016-03-24

摘要/Abstract

摘要： 为了分析在顾客到达率不确定且面临市场竞争的情况下，零售商如何通过需求学习来动态地调整价格，以达到收益最大化的目的，运用博弈理论和动态规划方法建立了多周期随机动态定价优化模型，分析了需求学习下的价格竞争均衡。研究表明，在竞争和需求学习的市场环境下，零售商的价格博弈存在均衡，且多个均衡价格存在时，各零售商的收益与均衡价格成正比。应用算例分析了需求学习的效果，求出了需求学习下零售商竞争的价格均衡，并得出一些管理启示。

关键词: 需求学习, 竞争, 动态定价, 收益管理

Abstract: Analyzing why retailers have to adopt dynamic pricing through demand learning to maximize their revenue where there is demand uncertainty of the customer arrival rate and the competitive markets with multiple competing retailers, a dynamic pricing model by dynamic programming and game theory is presented. Based on competitive markets and demand learning background, the existence of Nash Equilibrium is obvious. It is found that the profit of retailers is proportional to the equilibrium price where there are multiple equilibrium prices. Numerical experiments are conducted to analyze the effect of demand learning and calculate the price equilibrium. A managerial insight is derived from numerical experiments.

Key words: demand learning, competition, dynamic pricing, revenue management

李豪1, 2，彭庆1. 竞争环境下考虑需求学习的动态定价策略[J]. 工业工程, 2015, 18(5): 87-92.

Li Hao1,2, Peng Qing1. Dynamic Pricing Strategy with Demand Learning Based on Competitive Markets[J]. Industrial Engineering Journal , 2015, 18(5): 87-92.

参考文献

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