技术说明:多阶段选择结构下的嵌套吸引模型定价

Technical Note—Pricing Under the Nested Attraction Model with a Multistage Choice Structure

Operations Research · 2015
被引 48
FT 50UTD 24ABS 4★

中文导读

研究了多阶段树结构嵌套吸引模型的集中定价问题,给出了最优解唯一确定的条件,并将其刻画为单变量的不动点。在对称树结构下推导出闭式解,并揭示了价格敏感性和调整指数不对称的影响。

Abstract

We develop a solution approach to the centralized pricing problem of a nested attraction model with a multistage tree structure. We identify conditions under which the optimal solution can be uniquely determined, and we characterize the optimal solution as a fixed point of a single variable. In the special case of a multistage nested logit model, we show the impact of asymmetry in price sensitivity and adjustment index (also known as the dissimilarity index) and we derive a closed-form solution when the tree structure is symmetric. Many existing results in the literature regarding the single or two-stage nested attraction model are shown to be special cases of the results we have derived. We show that the equal markup property, which holds for the single-stage logit model with symmetric price sensitivity, in general does not hold for products that do not share the same immediate parent node in the nested choice structure even when price sensitivities are the same for all products.

定价嵌套吸引模型多阶段选择结构嵌套Logit模型