【作者】 李豪；

【导师】 熊中楷；

【作者基本信息】 重庆大学 ， 技术经济及管理， 2010， 博士

【摘要】 动态定价作为一种重要的收益管理技术,是调整产品的价格随供应和需求的状态不断改变,以期获得最大收益的方法。随着信息技术的发展和电子商务的出现,近年来动态定价已经成为学术界的研究热点,并广泛应用于易逝性产品的销售中,如航空公司的机票,汽车出租公司的汽车以及酒店的客房等。传统易逝品动态定价研究主要关注垄断厂商如何利用价格手段,获得最大的期望收益。但是现实生活中,许多厂商在制定产品的价格时,不仅要考虑自身库存和需求状况,还要预见和考虑对手的反应,考虑竞争对手价格策略对自身收益的影响。同时技术的飞速发展以及产品市场的越来越完善,导致了顾客行为多样化。如果在作出价格优化的同时不考虑顾客行为,得到的价格在实际应用中效果不会很好。因此在决策模型中考虑竞争环境和顾客行为,使得厂商能利用价格工具正确的引导市场需求,进而提高收益,可为决策者提供若干管理启示,无论对于理论研究还是实际应用都十分必要。本文在对当前的收益管理动态研究进展加以综述的基础上,运用动态优化和博弈论的理论和方法,从竞争环境和顾客行为两个角度出发,通过考虑退货、策略性和异质性等顾客行为,对竞争环境下考虑顾客行为的易逝品动态定价进行了较深入的研究。第三章以提供相同易逝品的两个厂商为对象,研究竞争环境下考虑顾客退货的动态定价策略。通过建立顾客不具有退货行为和具有退货行为的动态定价模型,探讨了两种顾客行为下收益函数的相关性质,同时通过比较表明:顾客具有退货行为不会对期望收益随自身库存、库存的边际收益随时间的变化趋势产生影响。同时在两种顾客行为下分析了厂商在销售期初和期末的均衡价格。研究表明,在两种顾客行为下,竞争的厂商在销售期初和销售期末均采用低价促销。第四章研究竞争环境下考虑顾客策略行为的动态定价,并引入折线竞争来刻画两厂商之间以及厂商和顾客之间的博弈。首先建立供大于求的情况下两厂商动态定价模型,通过分析把两个厂商的多维决策简化成为一维决策,在此基础上证明了均衡价格的存在性和唯一性,并探讨了在特殊情况下均衡价格、顾客购买概率与顾客效用的性质。然后将模型扩展到供小于求的情形,探讨了模型的求解方法。第五章对顾客同质的假设进行放松,将顾客分为对时间敏感和对价格敏感两大类别,并考虑厂商不了解到达市场顾客的具体类型而对两类顾客进行统一定价的情形。通过建立竞争环境下多个厂商竞争的动态定价博弈模型,证明了均衡价格的存在性,给出了均衡价格满足的条件,同时在两个厂商的情况下证明了均衡价格的唯一性,并通过分析表明:在多个厂商竞争且具有多个均衡价格的情况下,各厂商的最优反应是选择均衡价格中的最大值。最后,第六章考虑厂商以提供折扣的方式将顾客分为固定顾客和非固定顾客的情形,并在厂商的决策中综合考虑动态定价和库存控制。应用动态规划建立了基于顾客分类的动态定价和库存控制综合模型,分析了期望收益的性质,讨论了模型均衡价格的存在性和唯一性,得出了两厂商对非固定顾客的最优定价所满足的均衡关系式以及基于自身库存数量接受或拒绝固定顾客的阈值。最后通过比较得出:给定销售时间和两厂商的库存水平,采用动态的库存控制策略可以使得厂商在竞争环境下分类管理异质顾客时的收益得到提高。更多还原

【Abstract】 As a powerful tool in revenue management, dynamic pricing is a business strategy that adjusts the product price in real time in order to maximize profit. In recent years, dynamic pricing strategies and their further development get widely applied in airlines, car rental and hotel rooms.The traditional research on dynamic pricing focus on monopolistic models and assumes the firm enjoys monopoly power. A monopolistic model is that the distribution of the demand depends solely on the price set by the monopolist. This assumption is problematic nowadays because customer can easily extract the real-time price of the product in the internet. At the same time, with the development of information technology, more and more consumers’buying behavior becomes diversify. The customer behaviour in competitive markets is an unavoidable issue in the applications of dynamic pricing. The optimized pricing decision without considering this issue will not perform well. Based on this motivation, the effect of competition on customer behaviour is substantial and should be taken into account when determining the optimal price to charge for goods or services. How to take competition and customers’behavior into the decision-making model, in order to improve the profit of firms, is very necessary for theoretical research and practical applications.Based on review of current researches of dynamic pricing in revenue management, this thesis studies thoroughly the dynamic pricing strategy for revenue management in competitive markets with consumer behavior. We study the topic through introducing cancellation demand, strategic consumers and heterogeneity of consumer preferences in competitive markets using dynamic optimization theory and game theory, from the aspects of whether the consumer preferences are heterogeneity.Fitst, chapter 3 presents the dynamic pricing strategies that maximize revenue when selling an inventory of identical items by a fixed time with internet where there is a competing seller. We study the dynamic pricing decisions of the firm without cancellation demand, and further extend the pricing strategies which influenced by the cancellation demand. The results of game show that the cancellation demand does not affect the properties of the expected revenue, and both firms will charge of the lowest price at the beginning and last time of selling season.Chapter 4 analyzes a dynamic pricing model for two retailers selling to a finite population of strategic consumers and introduces a new type of competition between the retailers, to be referred to as zigzag competition. We present the model in the situations that the inventory is sufficient to satisfy all consumers, and prove the existence of a unique subgame-perfect equilibrium pricing policy. We also provide equilibrium optimality conditions for both consumer and seller based on reducing the dimension of the state space. Then we prove monotonicity results on equilibrium price, choice probability and customers’utility for special cases. We further extend the model to the situations where the retailers cannot satisfy the entire market demand, and discuss the computing method of the model.Heterogeneity of customer preferences is often an important factor in management practices. Chapter 5 relaxs the assumptions that all of the customers are identical and divid the consumer into two types: time-dependent and price-dependent.We introduce and analyze a multi-period dynamic pricing model under duopoly competition and show the existence of Nash equilibrium. We also show the uniqueness of Nash equilibrium in the the situations where there are two firms. We further obtain that if there are multiple equilibria, each firm prefers to play its highest equilibrium price.Chapter 6 introduces a dynamic model which integrates pricing and capacity allocation for two retailers selling to a finite population of consumers, and divid the consumer into two types: contract group and walk-in group. Upon receiving the booking request, the firm has to decide whether to offer service to the contract group and what fees to charge the walk-in group. Solutions and corresponding properties are discussed. We also discuss the relationship of the optimal price strategy and obtain the optimal allocation of inventory which is achieved by the total number of remaining units. Finally, we demonstrate that the dynamic allocation of capacity can improve the revenue of firm in competitive markets when facing the heterogeneous consumers.更多还原