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1.
We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the expected cumulative regret of the KWSA algorithm is bounded above by where κ1, κ2 are positive constants and T is the number of periods for any T = 1, 2, … . Therefore, the regret of the KWSA algorithm grows in the order of , which achieves the lower bounds known for parametric dynamic pricing problems and shows that the nonparametric problems are not necessarily more difficult to solve than the parametric ones. Numerical experiments further demonstrate the effectiveness and efficiency of our proposed KW pricing policy by comparing with some pricing policies in the literature. 相似文献
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In networks, there are often more than one sources of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity, and contract capacity. We use a scenario tree to model the uncertainty, and build a multi‐stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We propose two solution methodologies for the problem. Firstly, we design an asymptotically convergent approximation algorithm. Secondly, we design a cutting plane algorithm based on Benders decomposition to find tight bounds for the problem. The numerical experiments show superb performance of the proposed algorithms compared with commercial software. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 600–614, 2017 相似文献
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一种运用遗传算法确定船舶航向控制模糊规则的方法 总被引:6,自引:1,他引:5
为了克服船舶航向控制模糊规则确定过程中的盲目性,引入一种与之相适应的遗传算法,以使结果成为某种意义下的最优解,从而从根本上解决这一重要问题.文中运用Matlab的C语言MEX-文件技术,将遗传算法源代码与Matlab直接结合起来,利用后者的强大建模能力,建立起完整的仿真模型.仿真结果表明,船舶的航向控制能力得到明显改善. 相似文献
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为了较好地解决根据已知比例尺的地图通过自动综合生成满足不同比例尺需求的地图,利用地图边界所具有的分形特征及分形维数的不变性,提出了一种地图边界自动综合的方法——MADP。该方法不仅很好地保持了地图的形状特征和细节,而且较好地解决了公共边界的综合问题。实验表明,该方法具有较高的效率和公共边界综合能力。 相似文献
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首先对BP网络的结构和算法进行了分析,针对BP网络收敛速度慢,容易陷入局部极小等问题,提出了一种改进的BP网络模型,并对该模型算法进行了改进,通过激活函数的选择,网络的初始化,学习率的调整和训练样本数据的处理等方法,可实现加快网络的收敛速度,并且较好的解决局部最优问题. 相似文献
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This article studies a min‐max path cover problem, which is to determine a set of paths for k capacitated vehicles to service all the customers in a given weighted graph so that the largest path cost is minimized. The problem has wide applications in vehicle routing, especially when the minimization of the latest service completion time is a critical performance measure. We have analyzed four typical variants of this problem, where the vehicles have either unlimited or limited capacities, and they start from either a given depot or any depot of a given depot set. We have developed approximation algorithms for these four variants, which achieve approximation ratios of max{3 ‐ 2/k,2}, 5, max{5 ‐ 2/k,4}, and 7, respectively. We have also analyzed the approximation hardness of these variants by showing that, unless P = NP , it is impossible for them to achieve approximation ratios less than 4/3, 3/2, 3/2, and 2, respectively. We have further extended the techniques and results developed for this problem to other min‐max vehicle routing problems.© 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010 相似文献
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应用蚁群算法(ACA)解决车辆巡回保障问题,建立了车辆巡回保障优化数学模型,对轨迹更新规则进行了重新设定,给出了算法的实现步骤。通过算例分析,将计算结果与遗传算法(GA)和粒子群算法(PSO)作了比较,对模型和算法的正确性、高效性和适用性进行了验证。实验结果表明,该算法可以快速、有效求得车辆巡回保障的优化解,得到车辆巡回保障过程中的较优方案。 相似文献