Structural properties of network revenue management models: An economic perspective

Many revenue management problems have a network aspect. In this paper, we argue that a network can be thought of as a system of substitutable and complementary products, and the value of a revenue management model should be supermodular or submodular in the availability of two resources as the resources are economic substitutes or complements. We demonstrate that this is true in the case of a two‐resource dynamic stochastic revenue management model and show how this applies for multi‐resource deterministic static revenue management models. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

互补问题中无SLC限制的内点算法

针对互补问题提出了一种无SLC限制的内点算法,仅要求线性函数F(x)=Hx q中的F是一个P*(τ)函数,不需要满足范数Lipschitz条件.并对该算法的全局收敛性做了证明。