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作者(中文):何秉峵
作者(外文):Ho, Ping-Hung
論文名稱(中文):需求學習演算法常用假設性質及實用函數典例之探討
論文名稱(外文):Discussion on common assumptions, properties and practical function examples of demand learning algorithms
指導教授(中文):李雨青
指導教授(外文):Lee, Yu-Ching
口試委員(中文):吳浩庠
林陳佑
陳柏安
口試委員(外文):Wu, Hao-Hsiang
Lin, Chen-Yu
Cheng, Po-An
學位類別:碩士
校院名稱:國立清華大學
系所名稱:工業工程與工程管理學系
學號:109034530
出版年(民國):111
畢業學年度:110
語文別:英文
論文頁數:34
中文關鍵詞:奈許均衡動態定價賽局理論超模
外文關鍵詞:Nash equilibriumDynamic pricingGame theorySupermodular
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需求學習和定價策略一直是收益管理領域學術研究中非常重要的部分,在過往的文獻中已提出許多演算法。而我們以Yang, Lee, & Chen (2021) 所發表的競爭性需求學習為背景,在研究中作者考慮的是需求曲線未知的條件下公司必須透過觀察歷史資料估計需求曲線參數,每一間公司販賣相同產品並相互競爭,公司的需求取決於其他公司的價格,亦即需求由市場中所有參與者共同決定,每間公司的目標都是最大化他們的收入。正常情況下公司不斷根據最佳決策反應來調整自己的定價策略,最終所有公司的定價決策都達到納許均衡。其中提出一種數據驅動的學習演算法來解決公司處於競爭該如何定價,而為了達成此目標,演算法背後需要提出一些常用的假設性質,本研究主要針對假設性質以及經典案例進行一系列的討論分析,與最佳化條件高度相關的增量差異性也納入考慮,並在分析過程中提出超模和凸性兩個關鍵要素出現若且唯若的充要條件,本研究表明了在特殊範圍條件下這幾種關鍵性質之間如何相互影響並利用超模提出嚴謹的驗證。
Demand learning and pricing strategies have always been a very important part of academic research in the field of revenue management, and many algorithms have been proposed in the past literature. We take the competitive demand learning proposed by Yang, Lee, & Chen (2021) as the background. When the demand curve is unknown, the firm must estimate the parameters of the demand curve by observing historical data. Under normal circumstances, companies continuously adjust their pricing strategies according to the best decision response, and eventually all companies' pricing decisions reach a Nash equilibrium. To achieve this goal, some common assumptions and properties need to be developed behind the algorithm. This study focuses on these important properties. A series of discussion and analysis are carried out for the hypothetical properties and classic examples, and the increasing difference that is highly correlated with the optimization conditions is also taken into account. Our study demonstrates the interplay of several key properties under a special range of conditions.
Contents
List of Tables iv
List of figures iv
Chapter 1 Introduction 1
Chapter 2 Literature Review 3
2.1 Demand Learning 3
2.2 Pricing strategy 6
2.3 Nash Equilibrium Problem 8
Chapter 3 Common assumptions and examples 10
3.1 Framework of general property 10
3.2 Common examples and preliminary validation 14
Chapter 4 Discussion and Verification of Property Links 19
4.1 Increasing difference and supermodularity 19
4.2 Effects of special range 22
4.3 Special connection of properties 26
Chapter 5 Conclusions and the Future outlook 30
References 32

References

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