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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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Ryusuke Hohzaki 《海军后勤学研究》2008,55(1):76-90
This article deals with a two‐person zero‐sum game called a search allocation game (SAG), in which a searcher and a target participate as players. The searcher distributes his searching resources in a search space to detect the target. The effect of resources lasts a certain period of time and extends to some areas at a distance from the resources' dropped points. On the other hand, the target moves around in the search space to evade the searcher. In the history of search games, there has been little research covering the durability and reachability of searching resources. This article proposes two linear programming formulations to solve the SAG with durable and reachable resources, and at the same time provide an optimal strategy of distributing searching resources for the searcher and an optimal moving strategy for the target. Using examples, we will analyze the influences of two attributes of resources on optimal strategies. © 2007 Wiley Periodicals, Inc. Naval Research Logistics 2008 相似文献
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Adjacency‐based local top‐down search method for finding maximal efficient faces in multiple objective linear programming 下载免费PDF全文
It is well‐known that the efficient set of a multiobjective linear programming (MOLP) problem can be represented as a union of the maximal efficient faces of the feasible region. In this paper, we propose a method for finding all maximal efficient faces for an MOLP. The new method is based on a condition that all efficient vertices (short for the efficient extreme points and rays) for the MOLP have been found and it relies on the adjacency, affine independence and convexity results of efficient sets. The method uses a local top‐down search strategy to determine maximal efficient faces incident to every efficient vertex for finding maximal efficient faces of an MOLP problem. To our knowledge, the proposed method is the first top‐down search method that uses the adjacency property of the efficient set to find all maximal efficient faces. We discuss this and other advantages and disadvantages of the algorithm. We also discuss some computational experience we have had with our computer code for implementing the algorithm. This computational experience involved solving several MOLP problems with the code. 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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