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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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从预警机指挥引导的多机协同空战原则分析出发,针对超视距协同空战决策过程中的不确定性和不完备性问题,提出了一种不完备信息系统中的基于双向启发式属性约简的战术粗决策建模方法。首先考虑粗糙集决策过程中条件属性发生缺失或不确定的情况,根据扩展不完备信息概念建立了不完备决策信息系统的最优完备选择;其次基于分辨矩阵的属性约简算法,以属性频度的大小作为启发信息进行决策信息系统约简的双向选择,得出决策信息系统的最佳约简集合;然后依据使决策最有可能发生的原则,给出决策信息系统的最优选择,以该最优选择为代表提取出决策规则;最后根据软、硬杀伤结合使用的CGF实体超视距协同空战作战想定,建立了CGF实体综合战术决策模型,并通过作战决策实例对该方法的正确性和有效性进行了验证。结果表明:该方法能在作战态势信息不完备的情况下正确给出CGF实体综合战术行为。 相似文献
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This paper presents an actuator used for the trajectory correction fuze, which is subject to high impact loadings during launch. A simulation method is carried out to obtain the peak-peak stress value of each component, from which the ball bearings are possible failures according to the results. Subsequently, three schemes against impact loadings, full-element deep groove ball bearing and integrated raceway, needle roller thrust bearing assembly, and gaskets are utilized for redesigning the actuator to effectively reduce the bearings' stress. However, multi-objectives optimization still needs to be conducted for the gaskets to decrease the stress value further to the yield stress. Four gasket's structure parameters and three bearings' peak-peak stress are served as the four optimization variables and three objectives, respectively. Optimized Latin hypercube design is used for generating sample points, and Kriging model selected according to estimation result can establish the relationship between the variables and objec-tives, representing the simulation which is time-consuming. Accordingly, two optimization algorithms work out the Pareto solutions, from which the best solutions are selected, and verified by the simulation to determine the gaskets optimized structure parameters. It can be concluded that the simulation and optimization method based on these components is effective and efficient. 相似文献