论文标题

超额预订有限制的损失

Overbooking with bounded loss

论文作者

Freund, Daniel, Zhao, Jiayu Kamessi

论文摘要

我们研究了收入管理中的经典问题:基于数量的单资源收入管理,没有展示。在此问题中,一家公司观察了要求提供服务的$ T $客户的序列。每个到达都独立于已知的$ K $不同类型的分布,该公司需要不可撤销地以在线方式接受或拒绝请求。该公司具有资源$ B $的能力,并希望最大化其利润。每个接受的服务请求都会产生一个依赖类型的收入,并且一旦发生所有到达后(或者是未表演),就具有类型依赖性的可能性。如果在地平线结束时需要资源的公认到达数量大于$ b $,则该公司需要为无法履行的每个服务请求支付固定的补偿。凭借一个提前知道所有到达的千里眼,作为基准,我们提供了一种算法,具有统一的加性损失限制的算法,即,其预期损失与$ t $独立。这可以在实现$ω(\ sqrt {t})$保证的先前工作中得到改善。

We study a classical problem in revenue management: quantity-based single-resource revenue management with no-shows. In this problem, a firm observes a sequence of $T$ customers requesting a service. Each arrival is drawn independently from a known distribution of $k$ different types, and the firm needs to decide irrevocably whether to accept or reject requests in an online fashion. The firm has a capacity of resources $B$, and wants to maximize its profit. Each accepted service request yields a type-dependent revenue and has a type-dependent probability of requiring a resource once all arrivals have occurred (or, be a no-show). If the number of accepted arrivals that require a resource at the end of the horizon is greater than $B$, the firm needs to pay a fixed compensation for each service request that it cannot fulfill. With a clairvoyant, that knows all arrivals ahead of time, as a benchmark, we provide an algorithm with a uniform additive loss bound, i.e., its expected loss is independent of $T$. This improves upon prior works achieving $Ω(\sqrt{T})$ guarantees.

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