论文标题
交付时间插槽定价的近似动态编程：灵敏度分析
Approximate Dynamic Programming for Delivery Time Slot Pricing: a Sensitivity Analysis
论文作者
论文摘要
我们考虑收入管理问题，即在出庭交货的背景下寻找利润最大化的价格。这个多阶段的最佳控制问题承认了一种动态的编程公式，由于所谓的“维度诅咒”，该公式对于现实的问题大小很难。因此，我们从控制理论的角度和参数数值案例研究中研究了三种近似动态编程算法。我们的数值分析基于现实世界数据，从中我们生成多种情况，以强调定价策略的鲁棒性，即模型参数估计中的错误。我们的理论分析和数值基准测试表明，这些算法之一，即梯度结合的动态编程，在其产生的交付插槽定价策略的计算时间和利润生成能力方面主导了其他算法。最后，我们表明，模型参数估计值的不确定性进一步增加了这种方法的利润生成优势。
We consider the revenue management problem of finding profit-maximising prices for delivery time slots in the context of attended home delivery. This multi-stage optimal control problem admits a dynamic programming formulation that is intractable for realistic problem sizes due to the so-called "curse of dimensionality". Therefore, we study three approximate dynamic programming algorithms both from a control-theoretical perspective and in a parametric numerical case study. Our numerical analysis is based on real-world data, from which we generate multiple scenarios to stress-test the robustness of the pricing policies to errors in model parameter estimates. Our theoretical analysis and numerical benchmark tests show that one of these algorithms, namely gradient-bounded dynamic programming, dominates the others with respect to computation time and profit-generation capabilities of the delivery slot pricing policies that it generates. Finally, we show that uncertainty in the estimates of the model parameters further increases the profit-generation dominance of this approach.
