Technical Note—Dynamic Pricing with Gain-Seeking Reference Price Effects
研究了企业在总需求层面面临参考价格效应时的动态定价问题，发现需求对收益比损失更敏感，即使短视定价策略也可能产生复杂动态，并给出了循环撇脂定价和高低定价策略的最优性条件。
We study a dynamic pricing problem of a firm facing reference price effects at an aggregate demand level, where demand is more sensitive to gains than losses. We find that even the myopic pricing strategy belongs to one type of discontinuous maps, which can exhibit complex dynamics over time. Our numerical examples show that, in general, the optimal pricing strategies may not admit any simple characterizations and the resulting reference price/price dynamics can be very complicated. We then show for a special case that a cyclic skimming pricing strategy is optimal, and we provide conditions to guarantee the optimality of high-low pricing strategies.