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154.
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
155.
D J L Moore 《Whitehall Papers》2013,80(1):13-22
Abstract David Moore analyses the role of the Treasury in detemining and controlling defence policy and expenditure, and the place of the MoD within this function. 相似文献
156.
国家经济力量是军事力量的唯一源泉,军队的战斗力大小是军事力量强弱的重要标志,提高战斗力是军队一切工作的核心。但是,经济力量并不等于就是军事力量和战斗力,要把经济力量变为军队的战斗力还要经过一系列的转化过程。其整个转化过程可分为三个步骤,即经济力量向保障力量要素的转化;保障力量要素向保障能力的转化;保障能力向战斗力的转化。认真研究这些转化过程和转化环节,掌握其转化途径、方法和转化机制,对于促进和加快转化速度,提高转化效率和军队战斗力,具有十分重要的现实意义,是加强质量建军,实现两个根本转变和做好军事斗争准备的关键。 相似文献
157.
In many location problems, the solution is constrained to lie within a closed set. In this paper, optimal solutions to a special type of constrained location problem are characterized. In particular, the location problem with the solution constrained to be within a maximum distance of each demand point is considered, and an algorithm for its solution is developed and discussed. 相似文献
158.
This paper considers the production of two products with known demands over a finite set of periods. The production and inventory carrying costs for each product are assumed to be concave. We seek the minimum cost production schedule meeting all demands, without backlogging, assuming that at most one of the two products can be produced in any period. The optimization problem is first stated as a nonlinear programming problem, which allows the proof of a result permitting the search for the optimal policy to be restricted to those which produce a product only when its inventory level is zero. A dynamic programming formulation is given and the model is then formulated as a shortest route problem in a specially constructed network. 相似文献
159.
Let X1 < X2 <… < Xn denote an ordered sample of size n from a Weibull population with cdf F(x) = 1 - exp (?xp), x > 0. Formulae for computing Cov (Xi, Xj) are well known, but they are difficult to use in practice. A simple approximation to Cov(Xi, Xj) is presented here, and its accuracy is discussed. 相似文献
160.
This paper gives a new organization of the theoretical results of the Generalized Transportation Problem with capacity constraints. A graph-theoretic approach is utilized to define the basis as a one-forest consisting of one-trees (a tree with an extra edge). Algorithmic development of the pivot-step is presented by the representation of a two-tree (a tree with two extra edges). Constructive procedures and proofs leading to an efficient computer code are provided. The basic definition of an operator theory which leads to the discussion of various operators is also given. In later papers we will present additional results on the operator theory for the generalized transportation problem based on the results in the present paper. 相似文献