面向前瞻性买家的收益管理

Revenue Management with Forward-Looking Buyers

Journal of Political Economy · 2016
被引 146
人大 A+FT50ABS 4*

中文导读

研究了卖家在截止日期前销售多件商品时,如何设计最优机制应对策略性买家,发现最优机制可通过匿名定价实现,且价格由直观的微分方程决定。

Abstract

A seller wishes to sell multiple goods by a deadline, for example, the end of a season. Potential buyers enter over time and can strategically time their purchases. Each period, the profit-maximizing mechanism awards units to the buyers with the highest valuations exceeding a sequence of cutoffs. We show that these cutoffs are deterministic, depending only on the inventory and time remaining; in the continuous-time limit, the optimal mechanism can be implemented by posting anonymous prices. When incoming demand decreases over time, the optimal cutoffs satisfy a one-period-look-ahead property and prices are defined by an intuitive differential equation.

前瞻性买家收益管理最优机制匿名定价